Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

Why Does Risk Matter More in Recessions than in Expansions?. (2021). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni ; Andreasen, Martin M.
In: Marco Fanno Working Papers.
RePEc:pad:wpaper:0275.

Full description at Econpapers || Download paper

Cited: 10

Citations received by this document

Cites: 12

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Monetary asmmetries without (and with) price stickiness. (2024). Jaccard, Ivan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20242928.

    Full description at Econpapers || Download paper

  2. Global impacts of US monetary policy uncertainty shocks. (2023). Lastauskas, Povilas ; Minh, Anh Dinh.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001162.

    Full description at Econpapers || Download paper

  3. Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens. (2022). Castelnuovo, Efrem ; Mori, Lorenzo.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0291.

    Full description at Econpapers || Download paper

  4. Uncertainty Before and During COVID-19: A Survey. (2022). Castelnuovo, Efrem.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0279.

    Full description at Econpapers || Download paper

  5. Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens. (2022). Mori, Lorenzo ; Castelnuovo, Efrem.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10062.

    Full description at Econpapers || Download paper

  6. Inflationary household uncertainty shocks. (2022). Ambrocio, Gene.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2022_005.

    Full description at Econpapers || Download paper

  7. .

    Full description at Econpapers || Download paper

  8. The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Alessandri, P. and Mumtaz, H. (2019), ‘ Financial regimes and uncertainty shocks’ , Journal of Monetary Economics 101, 31– 46.

  2. Andreasen, M. M. (2012), ‘ On the eects of rare disasters and uncertainty shocks for risk premia in non-linear dsge models’ , Review of Economic Dynamics 15(3), 295– 316.

  3. Andreasen, M. M. and Jørgensen, K. (2020), ‘ The importance of timing attitudes in consumption-based asset pricing models’ , Journal of Monetary Economics 111, 95– 117.

  4. Andreasen, M. M., Fernández-Villaverde, J. and Rubio-Ramírez, J. F. (2018), ‘ The pruned state-space system for non-linear dsge models: Theory and empirical applications ’ , Review of Economic Studies 85(1), 1– 49.

  5. Antolín-Díaz, J. and Rubio-Ramírez, J. F. (2018), ‘ Narrative sign restrictions’ , American Economic Review 108(10), 2802– 2829.
    Paper not yet in RePEc: Add citation now
  6. Aruoba, S., Bocola, L. and Schorfheide, F. (2017), ‘ Assessing DSGE Model Nonlinearities ’ , Journal of Economic Dynamics & Control 83, 34– 54.

  7. Barrero, J. M. and Bloom, N. (2020), ‘ Economic uncertainty and recovery’ , Jackson Hole Economic Policy Symposium Paper, August.
    Paper not yet in RePEc: Add citation now
  8. Barsky, R., Juster, F., Kimball, M. and Shapiro, M. (1997), ‘ Preference parameters and behavioral heterogeneity: An experimental approach in the health and retirement study’ , Quarterly Journal of Economics 112(2)((2)), 537– 579.

  9. Basu, S. and Bundick, B. (2017), ‘ Uncertainty shocks in a model of eective demand’ , Econometrica 85(3), 937– 958.

  10. Basu, S. and Bundick, B. (2018), ‘ Uncertainty shocks in a model of eective demand: Reply’ , Econometrica 86(4), 1527– 1531.

  11. Bianchi, F., Kung, H. and Tirskikh, M. (2019), ‘ The origins and eects of macroeconomic uncertainty’ , Duke University and London Business School, available at https://sites.google.com/view/francescobianchi/home.
    Paper not yet in RePEc: Add citation now
  12. Binning, A. (2013), ‘ Solving second and third-order approximations to dsge models: A recursive sylvester equation solution’ , Norges Bank Working Paper No. 18.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Unravelling the Narratives Behind Macroeconomic Forecasts. (2022). Naranjo-Saldarriaga, Sara ; Moreno-Arias, Nicolas ; Forero-Alvarado, Santiago ; de Castro-Valderrama, Marcela.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp18-2022.

    Full description at Econpapers || Download paper

  2. Monetary policy uncertainty and inflation expectations. (2021). Blagov, Boris ; Arce-Alfaro, Gabriel.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:899.

    Full description at Econpapers || Download paper

  3. Dynamic effects of patent policy on innovation and inequality in a Schumpeterian economy. (2021). Wang, Xilin ; Peretto, Pietro ; Furukawa, Yuichi ; Chu, Angus ; Mallick, Sushanta.
    In: Economic Theory.
    RePEc:spr:joecth:v:71:y:2021:i:4:d:10.1007_s00199-021-01357-6.

    Full description at Econpapers || Download paper

  4. On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables. (2021). Claveria, Oscar.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-020-00050-2.

    Full description at Econpapers || Download paper

  5. Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR. (2021). Mikaliunaite, Ieva ; Cipollini, Andrea.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01888-2.

    Full description at Econpapers || Download paper

  6. The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
    In: Working Papers.
    RePEc:pre:wpaper:202145.

    Full description at Econpapers || Download paper

  7. The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle. (2021). Salisu, Afees ; GUPTA, RANGAN ; Adediran, Idris.
    In: Working Papers.
    RePEc:pre:wpaper:202136.

    Full description at Econpapers || Download paper

  8. Equity Market Connectedness across Regimes of Geopolitical Risks. (2021). Miescu, Mirela ; Jalloul, Maya.
    In: Working Papers.
    RePEc:lan:wpaper:324219805.

    Full description at Econpapers || Download paper

  9. Uncertainty indicators based on expectations of business and consumer surveys. (2021). Claveria, Oscar.
    In: Empirica.
    RePEc:kap:empiri:v:48:y:2021:i:2:d:10.1007_s10663-020-09479-1.

    Full description at Econpapers || Download paper

  10. Vulnerable Funding in the Global Economy.. (2021). Uribe, Jorge ; Garron, Ignacio ; Chuliá, Helena.
    In: IREA Working Papers.
    RePEc:ira:wpaper:202106.

    Full description at Econpapers || Download paper

  11. Confidence Swings and Sovereign Risk Dynamics. (2021). Tancioni, Massimiliano ; Patella, Valeria.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:56:y:2021:i:c:p:195-206.

    Full description at Econpapers || Download paper

  12. Financial uncertainty and real activity: The good, the bad, and the ugly. (2021). Kima, Richard ; Delrio, Silvia ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: European Economic Review.
    RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001033.

    Full description at Econpapers || Download paper

  13. Uncertainty shocks and inflation dynamics in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi.
    In: Economics Letters.
    RePEc:eee:ecolet:v:202:y:2021:i:c:s0165176521001026.

    Full description at Econpapers || Download paper

  14. Uncertainty shocks and the great recession: Nonlinearities matter. (2021). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: Economics Letters.
    RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304298.

    Full description at Econpapers || Download paper

  15. In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy. (2021). Martinez-Garcia, Enrique ; Balke, Nathan S ; Zeng, Zheng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000766.

    Full description at Econpapers || Download paper

  16. On fiscal and monetary policy-induced macroeconomic volatility dynamics. (2021). Liu, Xiaochun.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000580.

    Full description at Econpapers || Download paper

  17. The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue.
    In: BEMPS - Bozen Economics & Management Paper Series.
    RePEc:bzn:wpaper:bemps87.

    Full description at Econpapers || Download paper

  18. Why does risk matter more in recessions than in expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2021_013.

    Full description at Econpapers || Download paper

  19. Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele.
    In: Papers.
    RePEc:arx:papers:2102.06404.

    Full description at Econpapers || Download paper

  20. Why Does Risk Matter More in Recessions than in Expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2021-12.

    Full description at Econpapers || Download paper

  21. The impact of uncertainty and certainty shocks. (2020). Schuler, Yves S.
    In: Discussion Papers.
    RePEc:zbw:bubdps:142020.

    Full description at Econpapers || Download paper

  22. Global effects of US uncertainty: real and financial shocks on real and financial markets. (2020). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose.
    In: Working papers.
    RePEc:rie:riecdt:69.

    Full description at Econpapers || Download paper

  23. The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes. (2020). Kisten, Theshne ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:202046.

    Full description at Econpapers || Download paper

  24. Measuring the effects of U.S. uncertainty and monetary conditions on EMEs macroeconomic dynamics. (2020). Trecroci, Carmine ; Rivolta, Giulia.
    In: MPRA Paper.
    RePEc:pra:mprapa:99403.

    Full description at Econpapers || Download paper

  25. Uncertainty and Exchange Rates: Global Dynamics (Well, I Dont Quite Know Anymore). (2020). Suah, Jing Lian.
    In: MPRA Paper.
    RePEc:pra:mprapa:109087.

    Full description at Econpapers || Download paper

  26. Global Flight-to-Safety Shocks. (2020). Ahmed, Rashad.
    In: MPRA Paper.
    RePEc:pra:mprapa:103501.

    Full description at Econpapers || Download paper

  27. Measuring and assessing economic uncertainty. (2020). Claveria, Oscar.
    In: IREA Working Papers.
    RePEc:ira:wpaper:202011.

    Full description at Econpapers || Download paper

  28. The international effects of global financial uncertainty shocks. (2020). Ricci, Martino ; Bonciani, Dario.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301923.

    Full description at Econpapers || Download paper

  29. Risk, asset pricing and monetary policy transmission in Europe: Evidence from a threshold-VAR approach. (2020). Schmidt, Jorg.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301911.

    Full description at Econpapers || Download paper

  30. Credit intermediation and the transmission of macro-financial uncertainty: International evidence. (2020). Gächter, Martin ; Stockl, Sebastian ; Geiger, Martin ; Gachter, Martin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300826.

    Full description at Econpapers || Download paper

  31. Does the credit supply shock have asymmetric effects on macroeconomic variables?. (2020). Paccagnini, Alessia ; Colombo, Valentina.
    In: Economics Letters.
    RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176520300100.

    Full description at Econpapers || Download paper

  32. Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite, Ieva ; Cipollini, Andrea.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558.

    Full description at Econpapers || Download paper

  33. The wage-price pass-through in the euro area: does the growth regime matter?. (2020). Hahn, Elke.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202485.

    Full description at Econpapers || Download paper

  34. Global financial markets and oil price shocks in real time. (2020). Veronese, Giovanni ; Venditti, Fabrizio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202472.

    Full description at Econpapers || Download paper

  35. Financial disruptions and heightened uncertainty: a case for timely policy action. (2020). Smadu, Andra ; Nalban, Valeriu.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:687.

    Full description at Econpapers || Download paper

  36. Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus.
    In: ifo Beiträge zur Wirtschaftsforschung.
    RePEc:ces:ifobei:87.

    Full description at Econpapers || Download paper

  37. Increasing Business Uncertainty and Credit Conditions in Times of Low and High Uncertainty: Evidence from Firm-Level Survey Data. (2020). Henzel, Steffen ; Grimme, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8791.

    Full description at Econpapers || Download paper

  38. Unexpected Effects: Uncertainty, Unemployment, and Inflation. (2020). Freund, Lukas ; Rendahl, P.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:2035.

    Full description at Econpapers || Download paper

  39. On the Time‐Varying Effects of Economic Policy Uncertainty on the US Economy. (2020). Schlosser, Alexander ; Pruser, Jan.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:82:y:2020:i:5:p:1217-1237.

    Full description at Econpapers || Download paper

  40. “Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar.
    In: AQR Working Papers.
    RePEc:aqr:wpaper:202003.

    Full description at Econpapers || Download paper

  41. Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2020-05.

    Full description at Econpapers || Download paper

  42. Credit intermediation and the transmission of macro-financial uncertainty: International evidence. (2019). Gächter, Martin ; Stockl, Sebastian ; Geiger, Martin ; Gachter, Martin.
    In: EconStor Preprints.
    RePEc:zbw:esprep:204444.

    Full description at Econpapers || Download paper

  43. Uncertainty, Financial Markets, and Monetary Policy over the Last Century. (2019). Choi, Sangyup ; Yoon, Chansik.
    In: Working papers.
    RePEc:yon:wpaper:2019rwp-142.

    Full description at Econpapers || Download paper

  44. Dynamic Effects of Patent Policy on Innovation and Inequality in a Schumpeterian Economy. (2019). Wang, Xilin ; Peretto, Pietro ; Furukawa, Yuichi ; Chu, Angus ; Mallick, Sushanta.
    In: MPRA Paper.
    RePEc:pra:mprapa:96240.

    Full description at Econpapers || Download paper

  45. Banking Panic Risk and Macroeconomic Uncertainty. (2019). Poeschl, Johannes ; Mikkelsen, Jakob.
    In: MPRA Paper.
    RePEc:pra:mprapa:94729.

    Full description at Econpapers || Download paper

  46. Dynamic Effects of Patent Policy on Innovation and Inequality in a Schumpeterian Economy. (2019). Wang, Xilin ; Peretto, Pietro ; Furukawa, Yuichi ; Chu, Angus ; Mallick, Sushanta.
    In: Working Papers.
    RePEc:liv:livedp:201911.

    Full description at Econpapers || Download paper

  47. Uncertainty shocks in emerging economies. (2019). Miescu, Mirela.
    In: Working Papers.
    RePEc:lan:wpaper:277077821.

    Full description at Econpapers || Download paper

  48. Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8000.

    Full description at Econpapers || Download paper

  49. .

    Full description at Econpapers || Download paper

  50. Uncertainty Shocks and Business Cycle Research. (). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
    In: Review of Economic Dynamics.
    RePEc:red:issued:20-250.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-08 19:42:57 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.