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Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle
16 references·9 citing·43 second hop
Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle (2017)Uncertainty Shocks, Asset Supply and Pric…Uncertainty, Financial Frictions, and Investment Dynamics (2014)Uncertainty, Financial Fricti…Risk Shocks (2013)Risk ShocksMacroeconomic Effects of Financial Shocks (2012)Macroeconomic Effects of Fina…Presidential Address: Discount Rates (2011)Presidential Address: Discoun…The Time-Varying Volatility of Macroeconomic Fluctuations (2008)The Time-Varying Volatility o…Ambiguity, Information Quality, and Asset Pricing (2008)Ambiguity, Information Qualit…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Payout policy in the 21st century (2005)Payout policy in the 21st cen…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Testing for Indeterminacy: An Application to U.S. Monetary Policy (2004)Testing for Indeterminacy: An…Recursive multiple-priors (2003)Recursive multiple-priorsSolving Linear Rational Expectations Models (2002)Solving Linear Rational Expec…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings (2025)Macroeconomic Responses to Un…Monetary policy shocks and firm investment decisions: Evidence from China (2024)Monetary policy shocks and fi…Impact of economic policy uncertainty on the firm's working capital requirements (2024)Impact of economic policy unc…Ambiguity Aversion and Heterogeneity in Households’ Beliefs (2024)Ambiguity Aversion and Hetero…Uncertainty before and during COVID‐19: A survey (2022)Uncertainty before and during…Monetary Policy, Redistribution, and Risk Premia (2021)Monetary Policy, Redistributi…Belief Distortions and Macroeconomic Fluctuations (2020)Belief Distortions and Macroe…Does Smooth Ambiguity Matter for Asset Pricing? 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this work references cited by second hop

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2005Payout policy in the 21st century2,268 cited
  • 2011Presidential Address: Discount Rates2,222 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 2013Risk Shocks1,342 cited
  • 2012Macroeconomic Effects of Financial Shocks1,207 cited
  • 2002Solving Linear Rational Expectations Models1,104 cited
  • 2014Uncertainty, Financial Frictions, and Investment Dynamics879 cited
  • 2003Recursive multiple-priors868 cited
  • 2004Testing for Indeterminacy: An Application to U.S. Monetary Policy868 cited
  • 2008The Time-Varying Volatility of Macroeconomic Fluctuations844 cited
  • 2008Ambiguity, Information Quality, and Asset Pricing

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831 cited

Cited by

  • 2022Uncertainty before and during COVID‐19: A survey74 cited
  • 2020Belief Distortions and Macroeconomic Fluctuations43 cited
  • 2018Does Smooth Ambiguity Matter for Asset Pricing?26 cited
  • 2016Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data18 cited
  • 2021Monetary Policy, Redistribution, and Risk Premia18 cited
  • 2024Impact of economic policy uncertainty on the firm's working capital requirements13 cited
  • 2025Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings11 cited
  • 2024Ambiguity Aversion and Heterogeneity in Households’ Beliefs10 cited
  • 2024Monetary policy shocks and firm investment decisions: Evidence from China9 cited