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The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress
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The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress (2022)The macroeconomic impact of economic unce…Uncertainty Shocks in a Model of Effective Demand (2017)Uncertainty Shocks in a Model…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…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Measuring Uncertainty (2015)Measuring UncertaintyUncertainty, Financial Frictions, and Investment Dynamics (2014)Uncertainty, Financial Fricti…Fluctuations in Uncertainty (2014)Fluctuations in UncertaintyRisk Shocks (2013)Risk ShocksEconomic policy uncertainty in the US: Does it matter for the Euro area? (2013)Economic policy uncertainty i…Macroeconomic Effects of Financial Shocks (2012)Macroeconomic Effects of Fina…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…International transmission of U.S. monetary policy shocks: Evidence from VAR's (2001)International transmission of…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Bayesian Analysis of Stochastic Volatility Models (1994)Bayesian Analysis of Stochast…The Cross-Section of Expected Stock Returns (1992)Another look at the instrumental variable estimation of error-components models (1995)On Persistence in Mutual Fund Performance (1997)The VIX, the variance premium and stock market volatility (2014)What Explains the 2007-2009 Drop in Employment? (2014)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Geopolitical Risk (2022)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008 (2009)Credit Crises, Precautionary Savings, and the Liquidity Trap* (2017)Time to Build and Aggregate Fluctuations (1982)CEO Overconfidence and Corporate Investment (2005)Policy Uncertainty and Corporate Investment (2015)Really Uncertain Business Cycles (2018)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)Interpreting the macroeconomic time series facts (1992)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Macroeconomic Shocks and Their Propagation (2016)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)The Role of Monetary Policy (1995)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)Postwar U.S. Business Cycles: An Empirical Investigation (1997)COVID-Induced Economic Uncertainty (2020)Economic uncertainty before and during the COVID-19 pandemic (2020)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
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  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
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  • 2013Economic policy uncertainty in the US: Does it matter for the Euro area?

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