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ArticleAre uncertainty shocks aggregate demand shocks?

Stefano Fasani2018

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Articlegreen2018

Are uncertainty shocks aggregate demand shocks?

Stefano Fasani · Lorenza Rossi

62 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Market Dynamics and Volatility Economic theories and models

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References

1999The Science of Monetary Policy: A New Keynesian Perspective 1982Sticky Prices in the United States 2015Fiscal Volatility Shocks and Economic Activity 2008The Time-Varying Volatility of Macroeconomic Fluctuations 2016Uncertainty shocks are aggregate demand shocks 2011Risk Matters: The Real Effects of Volatility Shocks 2014Policy risk and the business cycle 2016Unemployment and Business Cycles

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2021Is uncertainty the same everywhere? Advanced versus emerging economies 2022Uncertainty before and during COVID‐19: A survey 2021Financial uncertainty and interest rate movements: is Asian bond market volatility different?2018To sign or not to sign? On the response of prices to financial and uncertainty shocks 2020THE PROPAGATION OF UNCERTAINTY SHOCKS: ROTEMBERG VERSUS CALVO 2020Uncertainty Shocks and Inflation Dynamics in the US

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2015Financial Frictions and the Volatility of Monetary Policy in a DSGE modelbook · 7 shared references 2018A New Approach to Identifying the Real Effects of Uncertainty Shocksarticle · 6 shared references 2018Uncertainty, Financial Frictions, and Nominal Rigidities: A Quantitative Investigationarticle · 6 shared references 2020THE PROPAGATION OF UNCERTAINTY SHOCKS: ROTEMBERG VERSUS CALVOarticle · 6 shared references 2016Uncertainty shocks, banking frictions and economic activityarticle · 5 shared references 2020The international effects of global financial uncertainty shocksarticle · 5 shared references

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Year2018

Typearticle

Published2018-03-31

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations62

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.econlet.2018.03.029

openalex_workW2794712972

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