Does risk matter more in recessions than in expansions? : implications for monetary policy
Martin M. Andreasen, Giovanni Caggiano, Efrem Castelnuovo, Giovanni Pellegrino
| Year of publication: |
2024
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| Authors: | Andreasen, Martin Møller ; Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni |
| Published in: |
Journal of monetary economics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460612-4. - Vol. 143.2024, Art.-No. 103533, p. 1-17
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| Subject: | New Keynesian model | Non-recursive identification | Nonlinear SVAR | Risky steady state | State-contingent uncertainty shock | Geldpolitik | Monetary policy | Konjunktur | Business cycle | Risiko | Risk | Schock | Shock | Neoklassische Synthese | Neoclassical synthesis | Theorie | Theory | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmoneco.2023.10.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015071221