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Endogenous Uncertainty
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Endogenous Uncertainty (2018)Endogenous UncertaintyStructural Vector Autoregressive Analysis (2017)Structural Vector Autoregress…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Measuring Uncertainty (2015)Measuring UncertaintyFRED-MD: A Monthly Database for Macroeconomic Research (2015)FRED-MD: A Monthly Database f…Fluctuations in Uncertainty (2014)Fluctuations in UncertaintyUncertainty and Economic Activity: Evidence from Business Survey Data (2013)Uncertainty and Economic Acti…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Structural Vector Autoregress…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Identification Through Heteroskedasticity (2003)Identification Through Hetero…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…Bayesian Methods for Dynamic Multivariate Models (1998)Bayesian Methods for Dynamic …The Value of Waiting to Invest (1982)The Value of Waiting to InvestIrreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Financial regimes and uncertainty shocks (2018)Financial regimes and uncerta…Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (2015)Uncertainty and Business Cycl…Theory of Rational Option Pricing (1973)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Uncertainty about Government Policy and Stock Prices (2012)Tax Policy and Investment Behavior (1967)Expectations and the neutrality of money (1972)Understanding business cycles (1977)Macroeconomics and Reality (1980)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Macroeconomic Shocks and Their Propagation (2016)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)The Quarterly Journal of Economics (2024)Investment Under Uncertainty. (1994)Measuring Geopolitical Risk (2022)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The Cross‐Section of Volatility and Expected Returns (2006)The Econometrics of Financial Markets (2012)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)Risk, Uncertainty and Profit (1921)Really Uncertain Business Cycles (2014)Policy Uncertainty and Corporate Investment (2015)Staggered prices in a utility-maximizing framework (1983)Discretion versus policy rules in practice (1993)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)When Is the Government Spending Multiplier Large? (2011)Econometric policy evaluation: A critique (1976)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Investment under Uncertainty (1994)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)The Cross-Section of Expected Stock Returns (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)COVID-Induced Economic Uncertainty (2020)
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References

  • 2016Measuring Economic Policy Uncertainty*12,809 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,169 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2015Measuring Uncertainty2,908 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,591 cited
  • 2014Fluctuations in Uncertainty2,098 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,986 cited
  • 2017Structural Vector Autoregressive Analysis1,061 cited
  • 2013Uncertainty and Economic Activity: Evidence from Business Survey Data1,027 cited
  • 1998Bayesian Methods for Dynamic Multivariate Models1,011 cited
  • 2003Identification Through Heteroskedasticity922 cited
  • 2015FRED-MD: A Monthly Database for Macroeconomic Research908 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference

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  • 2015Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?434 cited
  • 2018Financial regimes and uncertainty shocks311 cited