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The Origins and Effects of Macroeconomic Uncertainty
16 references·5 citing·43 second hop
The Origins and Effects of Macroeconomic Uncertainty (2018)The Origins and Effects of Macroeconomic …Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Measuring Uncertainty (2015)Measuring UncertaintyFluctuations in Uncertainty (2014)Fluctuations in UncertaintyThe Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…State-Space Models with Regime Switching (1999)State-Space Models with Regim…Asset pricing in production economies (1998)Asset pricing in production e…Precautionary Saving in the Small and in the Large (1990)Precautionary Saving in the S…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Monopolistic Price Adjustment and Aggregate Output (1982)Monopolistic Price Adjustment…The Solution of Linear Difference Models under Rational Expectations (1980)The Solution of Linear Differ…What moves treasury yields? (2022)What moves treasury yields?Monetary Policy Uncertainty and Inflation Expectations* (2022)Monetary Policy Uncertainty a…UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION (2021)UNCERTAINTY AND MONETARY POLI…The impact and role of COVID-19 uncertainty: A global industry analysis (2021)The impact and role of COVID-…Managerial Response to Macroeconomic Uncertainty: Implications for Firm Profitability (2020)Managerial Response to Macroe…Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Investor Psychology and Asset Pricing (2001)The monetary dynamics of hyperinflation (1956)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Aggregate Dynamics and Staggered Contracts (1980)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Solving Linear Rational Expectations Models (2002)Solving dynamic general equilibrium models using a second-order approximation to the policy function (2003)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The Impact of Uncertainty Shocks (2007)Measuring Geopolitical Risk (2022)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Time to Build and Aggregate Fluctuations (1982)CEO Overconfidence and Corporate Investment (2005)Policy Uncertainty and Corporate Investment (2015)Really Uncertain Business Cycles (2018)The Cross-Section of Expected Stock Returns (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)COVID-Induced Economic Uncertainty (2020)Understanding Consumption (1992)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Conditional Skewness in Asset Pricing Tests (2000)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 2015Measuring Uncertainty2,908 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 2014Fluctuations in Uncertainty2,098 cited
  • 1990Precautionary Saving in the Small and in the Large1,850 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy1,448 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 1982Monopolistic Price Adjustment and Aggregate Output1,167 cited

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1998
Asset pricing in production economies
1,083 cited

Cited by

  • 2021The impact and role of COVID-19 uncertainty: A global industry analysis124 cited
  • 2020Managerial Response to Macroeconomic Uncertainty: Implications for Firm Profitability38 cited
  • 2022What moves treasury yields?31 cited
  • 2021UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION28 cited
  • 2022Monetary Policy Uncertainty and Inflation Expectations*26 cited