1. The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea. (2019). Balcilar, Mehmet ; Kyei, Clement ; Kim, Won Joong ; Gupta, Rangan.
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2. The State‐Level Impact of Uncertainty Shocks. (2018). Theophilopoulou, Angeliki ; Sunder-Plassmann, Laura ; SunderPlassmann, Laura ; Mumtaz, Haroon.
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3. Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko.
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4. The Macroeconomic Effects of Income and Consumption Tax Changes. (2017). Rossi, Raffaele ; Nguyen, Anh ; Onnis, Luisanna.
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5. The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions. (2017). Suleman, Tahir ; GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina.
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6. The Effect of Economic Uncertainty on the Housing Market Cycle. (2017). GUPTA, RANGAN ; Clance, Matthew ; Aye, Goodness C.
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7. Common and country specific economic uncertainty. (2017). Theodoridis, Konstantinos ; mumtaz, haroon.
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8. The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Segnon, Mawuli.
   In: Economics - The Open-Access, Open-Assessment E-Journal.
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9. The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Segnon, Mawuli.
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10. Financial shocks and inflation dynamics. (2016). Prieto, Esteban ; Abbate, Angela ; Eickmeier, Sandra.
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11. The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model. (2016). Wohar, Mark ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung.
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12. Forecasting US GNP Growth: The Role of Uncertainty. (2016). Wohar, Mark ; GUPTA, RANGAN ; Bekiros, Stelios ; Segnon, Mawuli.
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13. Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Christou, Christina.
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14. Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza ; Balcilar, Mehmet.
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15. The Macroeconomic Effects of Income and Consumption Tax Changes. (2016). Rossi, Raffaele ; Onnis, Luisanna ; Nguyen, Anh.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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16. Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2016). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto.
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17. Uncertainty and Employment Dynamics in the Euro Area and the US. (2016). Netšunajev, Aleksei ; Glass, Katharina ; Netsunajev, Aleksei .
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18. The Evolving Transmission of Uncertainty Shocks in the United Kingdom. (2016). mumtaz, haroon.
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19. Do Uncertainty Shocks Always Matter for Business Cycles?. (2016). Tripier, Fabien ; Lhuissier, Stéphane.
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20. The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India. (2015). Jooste, Charl ; GUPTA, RANGAN ; Bonga-Bonga, Lumengo.
    In: Economia Internazionale / International Economics.
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1. Generalised Impulse Response Function as a Perturbation of a Global Solution to DSGE Models. (2019). Ajevskis, Viktors.
   In: Working Papers.
   RePEc:ltv:wpaper:201904.

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2. Fear itself: How risk sensitive firms can give demand shocks bite. (2019). He, Zhaochen.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:82:y:2019:i:c:p:437-452.

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3. When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning. (2019). Maliar, Serguei ; Lepetyuk, Vadym.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:14025.

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4. The term premium in a small open economy: A micro-founded approach. (2018). Ilek, Alex ; Rozenshtrom, Irit.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:57:y:2018:i:c:p:333-352.

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5. Solving DSGE Portfolio Choice Models with Asymmetric Countries. (2017). DÅ‚ugoszek, Grzegorz ; Dlugoszek, Grzegorz.
   In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
   RePEc:zbw:vfsc17:168182.

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6. Interest Rate Volatility And Macroeconomic Dynamics: A Cross-Country Analysis. (2017). Velic, Adnan ; Curran, Michael.
   In: Villanova School of Business Department of Economics and Statistics Working Paper Series.
   RePEc:vil:papers:35.

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7. Extreme Events and Optimal Monetary Policy. (2017). Ruge-Murcia, Francisco ; Kim, Jinill.
   In: 2017 Meeting Papers.
   RePEc:red:sed017:605.

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8. Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies. (2017). Roldan Peña, Jessica ; Nuguer, Victoria ; Carrillo, Julio ; Roldan-Pena, Jessica ; Mendoza, Enrique G.
   In: PIER Working Paper Archive.
   RePEc:pen:papers:17-002.

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9. Uncertainty Shocks and the Relative Price of Investment Goods. (2017). Katayama, Munechika ; Kim, Kwang Hwan.
   In: Discussion papers.
   RePEc:kue:epaper:e-16-015.

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10. Understanding the Aggregate Effects of Credit Frictions and Uncertainty. (2017). Zeng, Zheng ; Martínez García, Enrique ; Balke, Nathan ; Martinez-Garcia, Enrique.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:317.

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11. Firm entry, Search and Matching in a Small Open Economy Faced with Uncertainty Shocks: The case of Korea. (2017). Sopraseuth, Thepthida ; Oh, Samil.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2017-27.

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12. Estimating general equilibrium models with stochastic volatility and changing parameters. (2017). Higgins, Richard C.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:66:y:2017:i:c:p:163-170.

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13. Fifth-order perturbation solution to DSGE models. (2017). Levintal, Oren.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:80:y:2017:i:c:p:1-16.

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14. Uncertainty shocks, asset supply and pricing over the business cycle. (2017). Schneider, Martin ; Ilut, Cosmin ; Bianchi, Francesco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11950.

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15. Uncertainty-driven business cycles: assessing the markup channel. (2017). Pfeifer, Johannes ; Born, Benjamin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11745.

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16. Uncertainty-driven Business Cycles: Assessing the Markup Channel. (2017). Pfeifer, Johannes ; Born, Benjamin.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6303.

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17. Endogenous wage indexation and aggregate shocks. (2017). Wauters, Joris ; Peersman, Gert ; Carrillo, Julio.
    In: BIS Working Papers.
    RePEc:bis:biswps:604.

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18. Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies. (2017). Roldan Peña, Jessica ; Nuguer, Victoria ; Carrillo, Julio ; Jessica, Roldan-Pea ; Victoria, Nuguer ; Enrique, Mendoza ; Julio, Carrillo .
    In: Working Papers.
    RePEc:bdm:wpaper:2017-10.

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19. Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?. (2017). Maliar, Serguei ; Lepetyuk, Vadym.
    In: Staff Working Papers.
    RePEc:bca:bocawp:17-21.

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20. Uncertainty-driven business cycles: assessing the markup channel. (2016). Pfeifer, Johannes ; Born, Benjamin.
    In: Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145608.

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21. Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks. (2016). Kollmann, Robert.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:721.

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22. Solution Methods for Models with Rare Disasters. (2016). Levintal, Oren ; Fernandez-Villaverde, Jesus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21997.

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23. Solution and Estimation Methods for DSGE Models. (2016). Fernndez-Villaverde, J ; Schorfheide, F ; Rubio-Ramrez, J F.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-527.

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24. Agent based-stock flow consistent macroeconomics: Towards a benchmark model. (2016). Stiglitz, Joseph ; Kinsella, Stephen ; Godin, Antoine ; Gallegati, Mauro ; Caiani, Alessandro ; Caverzasi, Eugenio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:69:y:2016:i:c:p:375-408.

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25. Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution. (2016). Jorgensen, Kasper ; Andreasen, Martin M.
    In: CREATES Research Papers.
    RePEc:aah:create:2016-16.

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26. Exchange Rate and Current Account Dynamics: the Role of Asset Market Structure, Long-Run Risk and Risk Appetite. (2015). Kollmann, Robert.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:1397.

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27. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2015). Kollmann, Robert.
    In: Open Economies Review.
    RePEc:kap:openec:v:26:y:2015:i:2:p:175-196.

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28. Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning. (2015). Kollmann, Robert.
    In: Computational Economics.
    RePEc:kap:compec:v:45:y:2015:i:2:p:239-260.

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29. Dealing with the Dutch Disease: Fiscal Rules and Macro-Prudential Policies. (2015). Garcia-Cicco, Javier ; Kawamura, Enrique .
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:90216.

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30. Dealing with the Dutch Disease: Fiscal Rules and Macro-Prudential Policies. (2015). Garcia Cicco, Javier ; Kawamura, Enrique ; Garcia-Cicco, Javier.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:7087.

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31. Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:258.

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32. Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-44.

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33. Dealing with the Dutch disease: Fiscal rules and macro-prudential policies. (2015). Kawamura, Enrique ; Garcia Cicco, Javier ; Garcia-Cicco, Javier.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:55:y:2015:i:c:p:205-239.

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34. Near unit root small open economies. (2015). Seoane, Hernan D..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:53:y:2015:i:c:p:37-46.

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35. Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/220899.

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36. Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10940.

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37. Likelihood Ratio Based Tests for Markov Regime Switching. (2015). Qu, Zhongjun.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2015-003.

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38. Nominal Rigidities and Asset Pricing. (2014). Weber, Michael.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:53.

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39. Exchange rates dynamics with long-run risk and recursive preferences. (2014). Kollmann, Robert.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:212.

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40. Perturbation methods for Markov-switching DSGE models. (2014). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Foerster, Andrew.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2014-16.

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41. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-70.

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42. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/177116.

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43. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10232.

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44. Non-Local Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach. (2013). Ajevskis, Viktors.
    In: Working Papers.
    RePEc:ltv:wpaper:201303.

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45. Monetary policy regime switches and macroeconomic dynamic. (2013). Foerster, Andrew.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp13-04.

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46. Tractable latent state filtering for non-linear DSGE models using a second-order approximation. (2013). Kollmann, Robert.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:147.

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47. Tractable latent state filtering for non-linear DSGE models using a second-order Approximation. (2013). Kollmann, Robert.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-29.

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48. Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation. (2013). Kollmann, Robert.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/143755.

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49. Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation. (2013). Kollmann, Robert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9469.

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50. Policy Risk and the Business Cycle. (2013). Pfeifer, Johannes ; Born, Benjamin.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4336.

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