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Financial regimes and uncertainty shocks
Alessandri, Piergiorgio; Mumtaz, Haroon - In: Journal of monetary economics 101 (2019), pp. 31-46
Persistent link: https://www.econbiz.de/10012264750
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On portfolio frictions, asset returns and volatility
Eyquem, Aurélien; Poilly, Céline; Belianska, Anna - In: European economic review : EER 160 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014461518
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Uncertainty shocks, banking frictions and economic activity
Bonciani, Dario; Roye, Björn van - In: Journal of economic dynamics & control 73 (2016), pp. 200-219
Persistent link: https://www.econbiz.de/10011709101
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Uncertainty shocks, banking frictions, and economic activity
Bonciani, Dario; Roye, Björn van - 2013
In this paper we investigate the effects of uncertainty shocks on economic activity using a Dynamic Stochastic General Equilibrium (DSGE) model with heterogenous agents and a stylized banking sector. We show that frictions in credit supply amplify the effects of uncertainty shocks on economic...
Persistent link: https://www.econbiz.de/10009761866
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A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo - In: Applied economics 55 (2023) 4, pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
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The macroeconomic effects of uncertainty shocks : the role of the financial channel
Popp, Aaron; Zhang, Fang - In: Journal of economic dynamics & control 69 (2016), pp. 319-349
Persistent link: https://www.econbiz.de/10011708586
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Are the effects of uncertainty shocks big or small?
Alessandri, Piergiorgio; Gazzani, Andrea; Vicondoa, … - In: European economic review : EER 158 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014460533
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The real effects of financial uncertainty shocks: a daily identification approach
Alessandri, Piergiorgio; Gazzani, Andrea; Vicondoa, … - 2021
Persistent link: https://www.econbiz.de/10012583879
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Deflationary financial shocks and inflationary uncertainty shocks : an SVAR investigation
De Santis, Roberto A.; Van der Veken, Wouter - 2022
response to uncertainty shocks, firms increase their markups, in line with the theory of self-insurance against being stuck …
Persistent link: https://www.econbiz.de/10013373603
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Uncertainty matters : evidence from a high-frequency identification strategy
Alessandri, Piergiorgio; Gazzani, Andrea; Vicondoa, … - 2020
Persistent link: https://www.econbiz.de/10012301136