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To sign or not to sign? On the response of prices to financial and uncertainty shocks
16 references·5 citing·41 second hop
To sign or not to sign? On the response of prices to financial and uncertainty shocks (2018)To sign or not to sign? On the response o…The Finance Uncertainty Multiplier (2023)The Finance Uncertainty Multi…Inflation Dynamics during the Financial Crisis (2017)Inflation Dynamics during the…Uncertainty shocks are aggregate demand shocks (2016)Uncertainty shocks are aggreg…The macroeconomic impact of financial and uncertainty shocks (2016)The macroeconomic impact of f…Loan Supply Shocks and the Business Cycle (2016)Loan Supply Shocks and the Bu…Financial Intermediation, Investment Dynamics, and Business Cycle Fluctuations (2016)Financial Intermediation, Inv…Credit Risk in the Euro Area (2016)Credit Risk in the Euro AreaMeasuring Uncertainty (2015)Measuring UncertaintyPolicy risk and the business cycle (2014)Policy risk and the business …Measuring the stance of monetary policy in zero lower bound environments (2012)Measuring the stance of monet…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)Sign Restrictions in Structur…A model of unconventional monetary policy (2010)A model of unconventional mon…Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Structural Vector Autoregress…Optimal Monetary Policy in a Model of the Credit Channel (2009)Optimal Monetary Policy in a …Credit Spreads and Monetary Policy (2009)Credit Spreads and Monetary P…Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach (2023)Geopolitical risks, oil price…Uncertainty before and during COVID‐19: A survey (2022)Uncertainty before and during…Wishful Thinking in Macroeconomic Expectations (2021)Wishful Thinking in Macroecon…Uncertainty Shocks and Inflation Dynamics in the US (2020)Uncertainty Shocks and Inflat…Choice with Limited Capacity (2019)Choice with Limited CapacityShocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Impact of Uncertainty Shocks (2009)Measuring Economic Policy Uncertainty* (2016)Economic policy uncertainty: A literature review (2019)Macroeconomics and Reality (1980)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)American Economic Review (2019)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Economic policy uncertainty and firm-level investment (2013)Measuring Economic Policy Uncertainty (2015)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)A Macroeconomic Model with a Financial Sector (2014)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Credit Cycles (1997)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)U.S. Monetary Policy and the Global Financial Cycle (2020)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Measuring Geopolitical Risk (2018)Economic policy uncertainty (EPU) and firm carbon emissions: Evidence using a China provincial EPU index (2020)Measuring Geopolitical Risk (2022)An equilibrium characterization of the term structure (1977)Estimating the real effects of uncertainty shocks at the Zero Lower Bound (2017)A Tie That Binds: Revisiting the Trilemma in Emerging Market Economies (2018)The Cyclical Behavior of the Price‐Cost Markup (2020)Discretion versus policy rules in practice (1993)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)Financial Factors in Economic Fluctuations (2010)Vulnerable Growth (2019)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Policy Uncertainty and Corporate Investment (2015)COVID-Induced Economic Uncertainty (2020)Risk, uncertainty and monetary policy (2013)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)
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References

  • 2015Measuring Uncertainty2,908 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference901 cited
  • 2016Uncertainty shocks are aggregate demand shocks830 cited
  • 2009Credit Spreads and Monetary Policy766 cited
  • 2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review689 cited
  • 2016The macroeconomic impact of financial and uncertainty shocks539 cited
  • 2014Policy risk and the business cycle445 cited
  • 2012Measuring the stance of monetary policy in zero lower bound environments442 cited
  • 2017Inflation Dynamics during the Financial Crisis348 cited
  • 2016Loan Supply Shocks and the Business Cycle185 cited
  • 2009Optimal Monetary Policy in a Model of the Credit Channel149 cited
  • 2023The Finance Uncertainty Multiplier149 cited
  • 2016Credit Risk in the Euro Area132 cited
  • 2016Financial Intermediation, Investment Dynamics, and Business Cycle Fluctuations

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128 cited

Cited by

  • 2023Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach105 cited
  • 2022Uncertainty before and during COVID‐19: A survey74 cited
  • 2020Uncertainty Shocks and Inflation Dynamics in the US32 cited
  • 2019Choice with Limited Capacity1 cited
  • 2021Wishful Thinking in Macroeconomic Expectations0 cited