Why does risk matter more in recessions than in expansions?
Year of publication: |
September 2021
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Authors: | Andreasen, Martin Møller ; Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni |
Publisher: |
Munich, Germany : CESifo, Center for Economic Studies & Ifo Institute |
Subject: | New Keynesian model | nonlinear SVAR | non-recursive identification | state-dependent uncertainty shock | risky steady state | Konjunktur | Business cycle | Risiko | Risk | Schock | Shock | Neoklassische Synthese | Neoclassical synthesis | VAR-Modell | VAR model | Theorie | Theory | Schätzung | Estimation | Dynamisches Gleichgewicht | Dynamic equilibrium |
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Why does risk matter more in recessions than in expansions?
Andreasen, Martin Møller, (2021)
-
Why does risk matter more in recessions than in expansions?
Andreasen, Martin Møller, (2021)
-
Why does risk matter more in recessions than in expansions?
Andreasen, Martin Møller, (2021)
- More ...
-
Why does risk matter more in recessions than in expansions?
Andreasen, Martin Møller, (2021)
-
Why does risk matter more in recessions than in expansions?
Andreasen, Martin Møller, (2021)
-
Why does risk matter more in recessions than in expansions?
Andreasen, Martin Møller, (2021)
- More ...