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Aggregate Skewness and the Business Cycle · Study

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ArticleAggregate Skewness and the Business Cycle

Martin Iseringhausen2022

OA

Articlegreen2022

Aggregate Skewness and the Business Cycle

Martin Iseringhausen · Iván Petrella · Konstantinos Theodoridis

28 citations·0/0 files stored·The Review of Economics and Statistics

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Monetary Policy and Economic Impact Economic Theory and Policy Economic theories and models

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 28 citations exist upstream.

References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 2022Measuring Geopolitical Risk 2002Forecasting Using Principal Components From a Large Number of Predictors 2015Measuring Uncertainty 2006Rare Disasters and Asset Markets in the Twentieth Century*2005What are the effects of monetary policy on output? Results from an agnostic identification procedure 2004CAViaR 2012Credit Spreads and Business Cycle Fluctuations

Details

Year2022

Typearticle

Published2022-01-01

VenueThe Review of Economics and Statistics

ISSN-L0034-6535

Languageen

Citations28

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1162/rest_a_01390

openalex_workW4387969300

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