SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
THE ASYMMETRIC EFFECTS OF UNCERTAINTY ON MACROECONOMIC ACTIVITY
16 references·9 citing·45 second hop
THE ASYMMETRIC EFFECTS OF UNCERTAINTY ON MACROECONOMIC ACTIVITY (2016)THE ASYMMETRIC EFFECTS OF UNCERTAINTY ON …Uncertainty, Financial Frictions, and Investment Dynamics (2014)Uncertainty, Financial Fricti…Uncertainty and Economic Activity: Evidence from Business Survey Data (2013)Uncertainty and Economic Acti…Measuring Economic Policy Uncertainty (2013)Measuring Economic Policy Unc…Investment, Idiosyncratic Risk, and Ownership (2012)Investment, Idiosyncratic Ris…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Optimal Security Design and Dynamic Capital Structure in a Continuous‐Time Agency Model (2006)Optimal Security Design and D…SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)SMOOTH TRANSITION AUTOREGRESS…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research (1995)Effects of the Hodrick-Presco…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Detrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…A Unified Model of Investment Under Uncertainty (1993)A Unified Model of Investment…DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS (1983)DIAGNOSTIC CHECKING ARMA TIME…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Investment Under Uncertainty (1971)Investment Under UncertaintyThe macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress (2022)The macroeconomic impact of e…Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects? (2021)Economic policy uncertainty a…Economic policy uncertainty and acquisition performance: Australian evidence (2021)Economic policy uncertainty a…Asymmetries in the effects of unemployment expectation shocks as monetary policy shifts with economic conditions (2021)Asymmetries in the effects of…The nonlinear effects of uncertainty shocks (2019)The nonlinear effects of unce…Does economic policy uncertainty matter for commodity market in China? Evidence from quantile regression (2019)Does economic policy uncertai…The Nonlinear Effects of Uncertainty Shocks (2018)The Nonlinear Effects of Unce…Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty (2018)Common business cycles and vo…DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS (2016)DIMENSIONS OF MACROECONOMIC U…Capital Theory and Investment Behavior (1963)A General Equilibrium Approach To Monetary Theory (1969)Irreversibility, Uncertainty, and Investment (1990)Capital Adjustment Patterns in Manufacturing Plants (1998)Employment protection legislation, adjustment costs and cross-country differences in cost behavior (2012)Tax Policy and Heterogeneous Investment Behavior (2016)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Time Series Analysis: Forecasting and Control (1977)Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING (1993)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Policy Uncertainty and Corporate Investment (2015)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Comparing Predictive Accuracy (1994)Testing for a unit root in the nonlinear STAR framework (2002)Dealing with Structural Breaks (2005)An Empirical Comparison of Machine Learning Models for Time Series Forecasting (2010)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)Tests For Unit Roots: A Monte Carlo Investigation (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)5 Stochastic volatility (1996)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Forecasting inflation (1999)Forecasting Output and Inflation: The Role of Asset Prices (2003)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A long memory property of stock market returns and a new model (1993)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Introductory Econometrics for Finance (2008)Inference in Linear Time Series Models with some Unit Roots (1990)Credit Spreads and Business Cycle Fluctuations (2012)Fiscal Volatility Shocks and Economic Activity (2015)
this work references cited by second hop

References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
  • 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited
  • 2013Uncertainty and Economic Activity: Evidence from Business Survey Data1,005 cited
  • 1993A Unified Model of Investment Under Uncertainty970 cited
  • 1971Investment Under Uncertainty952 cited
  • 2014Uncertainty, Financial Frictions, and Investment Dynamics879 cited
  • 1995Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research869 cited
  • 2013Measuring Economic Policy Uncertainty858 cited
  • 2012Investment, Idiosyncratic Risk, and Ownership654 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2006
Optimal Security Design and Dynamic Capital Structure in a Continuous‐Time Agency Model
639 cited

Cited by

  • 2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty109 cited
  • 2019Does economic policy uncertainty matter for commodity market in China? Evidence from quantile regression85 cited
  • 2021Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?71 cited
  • 2016DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS62 cited
  • 2019The nonlinear effects of uncertainty shocks26 cited
  • 2021Economic policy uncertainty and acquisition performance: Australian evidence22 cited
  • 2022The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress18 cited
  • 2021Asymmetries in the effects of unemployment expectation shocks as monetary policy shifts with economic conditions11 cited
  • 2018The Nonlinear Effects of Uncertainty Shocks11 cited