SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Perceived uncertainty shocks, excess optimism-pessimism, and learning in the business cycle
16 references·2 citing·39 second hop
Perceived uncertainty shocks, excess optimism-pessimism, and learning in the business cycle (2020)Perceived uncertainty shocks, excess opti…Finance and Economics Discussion Series (2022)Finance and Economics Discuss…Monetary Policy Analysis When Planning Horizons Are Finite (2019)Monetary Policy Analysis When…Uncertainty Shocks in a Model of Effective Demand (2017)Uncertainty Shocks in a Model…Sentiments and Aggregate Demand Fluctuations (2015)Sentiments and Aggregate Dema…Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions (2015)Macroeconomic Uncertainty Ind…Really Uncertain Business Cycles (2014)Really Uncertain Business Cyc…Fitting observed inflation expectations (2011)Fitting observed inflation ex…Expectation Shocks and Learning as Drivers of the Business Cycle (2011)Expectation Shocks and Learni…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Uncertainty and Disagreement in Economic Forecasting (2008)Uncertainty and Disagreement …Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008)Biases in Macroeconomic Forec…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Expectations, learning and macroeconomic persistence (2007)Expectations, learning and ma…Learning and Expectations in Macroeconomics (2001)Learning and Expectations in …Optimal Prediction Under Asymmetric Loss (1997)Optimal Prediction Under Asym…Bounded Rationality in Macroeconomics (1993)Bounded Rationality in Macroe…Tail Risk and Expectations (2024)Tail Risk and ExpectationsExpectational data in DSGE models (2023)Expectational data in DSGE mo…Staggered prices in a utility-maximizing framework (1983)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment (2007)A Theory of Demand Shocks (2009)Learning from Inflation Experiences * (2015)Measuring Uncertainty (2015)Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test (2016)Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test (2016)Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model (2017)Autoregressive Conditional Density Estimation (1994)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Modeling and Forecasting Realized Volatility (2003)Volatility forecast comparison using imperfect volatility proxies (2010)Irreversibility, Uncertainty, and Cyclical Investment (1980)Investment Under Uncertainty. (1994)Measuring Geopolitical Risk (2022)Investment under Uncertainty (1994)Policy Uncertainty and Corporate Investment (2015)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Sovereign Default, Domestic Banks, and Financial Institutions (2013)Web Versus Other Survey Modes: An Updated and Extended Meta-Analysis Comparing Response Rates (2019)The General Theory of Employment, Interest and Money. (1936)Measuring Economic Policy Uncertainty* (2016)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Discretion versus policy rules in practice (1993)Uncertainty and Economic Activity: Evidence from Business Survey Data (2013)Fiscal Volatility Shocks and Economic Activity (2015)Uncertainty shocks are aggregate demand shocks (2016)Implications of rational inattention (2003)Macroeconomic Expectations of Households and Professional Forecasters (2003)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Why Comply? Social Learning and European Identity Change (2001)Chapter 18 A survey of behavioral finance (2003)
this work references cited by second hop

References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2007The Impact of Uncertainty Shocks2,181 cited
  • 2001Learning and Expectations in Macroeconomics2,079 cited
  • 2014Really Uncertain Business Cycles1,273 cited
  • 1993Bounded Rationality in Macroeconomics945 cited
  • 2017Uncertainty Shocks in a Model of Effective Demand816 cited
  • 2022Finance and Economics Discussion Series627 cited
  • 2007Expectations, learning and macroeconomic persistence559 cited
  • 1997Optimal Prediction Under Asymmetric Loss342 cited
  • 2015Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions301 cited
  • 2008Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?272 cited
  • 2011Expectation Shocks and Learning as Drivers of the Business Cycle211 cited
  • 2015Sentiments and Aggregate Demand Fluctuations198 cited
  • 2011Fitting observed inflation expectations138 cited
  • 2008Uncertainty and Disagreement in Economic Forecasting107 cited
  • 2019Monetary Policy Analysis When Planning Horizons Are Finite88 cited

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

Cited by

  • 2023Expectational data in DSGE models8 cited
  • 2024Tail Risk and Expectations0 cited