15
H index
19
i10 index
1742
Citations
Boston College (90% share) | 15 H index 19 i10 index 1742 Citations RESEARCH PRODUCTION: 24 Articles 73 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pablo A. Guerron. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Economic Dynamics and Control | 3 |
Business Review | 2 |
American Economic Review | 2 |
Journal of Monetary Economics | 2 |
Review of Economic Dynamics | 2 |
Journal of Econometrics | 2 |
Year | Title of citing document | |
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2021 | Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05. Full description at Econpapers || Download paper | |
2021 | 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 | |
2021 | Modelling and Estimating Large Macroeconomic Shocks During the Pandemic. (2021). Paolillo, Aldo ; Grassi, Stefano ; Corrado, Luisa. In: CREATES Research Papers. RePEc:aah:create:2021-08. Full description at Econpapers || Download paper | |
2021 | Influences of Economic Policy Uncertainty on Corporate Social Responsibility Information Disclosure. (2021). Dai, Mingjie ; Zhang, Xiao ; Wang, Jieqiong. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:23:y:2021:i:58:p:843. Full description at Econpapers || Download paper | |
2021 | The Transmission Channels of Government Spending Uncertainty. (2021). Poilly, Celine ; Eyquem, Aurelien ; Belianska, Anna. In: AMSE Working Papers. RePEc:aim:wpaimx:2115. Full description at Econpapers || Download paper | |
2021 | Doves for the Rich, Hawks for the Poor? Distributional Consequences of Systematic Monetary Policy. (2021). Gornemann, Nils ; Nakajima, Makoto ; Kuester, Keith. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:089. Full description at Econpapers || Download paper | |
2021 | Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach. (2021). Polat, Onur. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:47-59. Full description at Econpapers || Download paper | |
2021 | The unbearable lightness of equilibria in a low interest rate environment. (2020). Ascari, Guido ; Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2006.12966. Full description at Econpapers || Download paper | |
2021 | The fiscal response to revenue shocks. (2021). Schelker, Mark ; Huber, Martin ; Berset, Simon. In: Papers. RePEc:arx:papers:2101.07661. Full description at Econpapers || Download paper | |
2021 | Identification at the Zero Lower Bound. (2021). Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2103.12779. Full description at Econpapers || Download paper | |
2023 | Necessity of Rational Asset Price Bubbles in Two-Sector Growth Economies. (2022). Jinnai, Ryo ; Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2211.13100. Full description at Econpapers || Download paper | |
2023 | Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621. Full description at Econpapers || Download paper | |
2021 | Uncertainty shocks and employment fluctuations in Germany: the role of establishment size. (2021). Kovalenko, Tim. In: Working Papers. RePEc:bav:wpaper:212_kovalenko. Full description at Econpapers || Download paper | |
2022 | State Dependence of Fiscal Multipliers: the Source of Fluctuations Matters. (2022). Zanetti, Francesco ; Brenes, Jose Camarena. In: BCAM Working Papers. RePEc:bbk:bbkcam:2204. Full description at Econpapers || Download paper | |
2021 | Occasionally Binding Constraints in Large Models: A Review of Solution Methods. (). Swarbrick, Jonathan. In: Discussion Papers. RePEc:bca:bocadp:21-5. Full description at Econpapers || Download paper | |
2021 | ToTEM III: The Bank of Canada’s Main DSGE Model for Projection and Policy Analysis. (2021). Miyamoto, Wataru ; Lepetyuk, Vadym ; Dorich, Jose ; Desgagnes, Helene ; Corrigan, Paul ; Zhang, Yang. In: Technical Reports. RePEc:bca:bocatr:119. Full description at Econpapers || Download paper | |
2021 | Discount Rates, Debt Maturity, and the Fiscal Theory. (2021). Morales, Gonzalo ; Kung, Howard ; Kind, Thilo ; Corhay, Alexandre. In: Staff Working Papers. RePEc:bca:bocawp:21-58. Full description at Econpapers || Download paper | |
2021 | Fiscal rebalancing plans in the medium term: the case of the United Kingdom. (2021). Brunet, Julia ; Parraga, Susana. In: Economic Bulletin. RePEc:bde:journl:y:2021:i:06:d:aa:n:15. Full description at Econpapers || Download paper | |
2021 | Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets. (2021). Pagliari, Maria Sole ; Ferrari, Massimo ; Kurcz, Frederik. In: Working papers. RePEc:bfr:banfra:802. Full description at Econpapers || Download paper | |
2022 | DSGE Nash: solving Nash Games in Macro Models With an application to optimal monetary policy under monopolistic commodity pricing. (2022). Ferrari Minesso, Massimo ; Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:884. Full description at Econpapers || Download paper | |
2021 | Do term premiums matter? Transmission via exchange rate dynamics. (2021). Takahashi, Koji ; Katagiri, Mitsuru. In: BIS Working Papers. RePEc:bis:biswps:971. Full description at Econpapers || Download paper | |
2022 | Financial cycle, business cycle, and policy uncertainty in India: An empirical investigation. (2022). Kamaiah, Bandi ; Bhandari, Avishek ; Paramanik, Rajendra N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:825-837. Full description at Econpapers || Download paper | |
2021 | Asymmetric effects of sectoral shifts under low and high uncertainty. (2021). Berg, Kimberly ; Vu, Nam T. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1149-1171. Full description at Econpapers || Download paper | |
2022 | Firm?specific forecast errors and asymmetric investment propensity. (2022). Tonzer, Lena ; Berner, Julian ; Buchholz, Manuel. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:764-793. Full description at Econpapers || Download paper | |
2021 | The effect of the Brexit referendum result on subjective well?being. (2021). Vandoros, Sotiris ; Kavetsos, Georgios ; Kyriopoulos, Ilias ; Kawachi, Ichiro. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:707-731. Full description at Econpapers || Download paper | |
2021 | Convergence stories of post?socialist Central?Eastern European countries. (2021). Kónya, István ; Baksa, Daniel. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:3:p:239-258. Full description at Econpapers || Download paper | |
2021 | Uncertainty and Labour Force Participation. (2021). Fontaine, Idriss. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:437-471. Full description at Econpapers || Download paper | |
2021 | 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 | |
2021 | Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy. (2021). Serletis, Apostolos ; Dery, Cosmas. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1029-1065. Full description at Econpapers || Download paper | |
2021 | Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi ; Tomioka, Kazuki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1193-1217. Full description at Econpapers || Download paper | |
2022 | The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula. (2022). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:21-56. Full description at Econpapers || Download paper | |
2021 | Fear thy neighbor: Spillovers from economic policy uncertainty. (2021). Grigoli, Francesco ; Hengge, Martina ; Biljanovska, Nina. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:409-438. Full description at Econpapers || Download paper | |
2021 | Welfare costs of monetary policy uncertainty in the economy with shifting trend inflation. (2021). To, Thanh ; Doan, Thang. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:1:p:126-154. Full description at Econpapers || Download paper | |
2022 | Globalisation, economic uncertainty and labour market regulations: Implications for the COVID?19 crisis. (2022). Gözgör, Giray ; Nolt, James H ; Fang, Jianchun. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:7:p:2165-2187. Full description at Econpapers || Download paper | |
2021 | Identifying the sources of the slowdown in growth: Demand vs. supply. (2021). Maffei-Faccioli, Nicolo. In: Working Paper. RePEc:bno:worpap:2021_9. Full description at Econpapers || Download paper | |
2022 | Explaining Deviations from Okun’s Law. (2022). Furlanetto, Francesco ; Foroni, Claudia. In: Working Paper. RePEc:bno:worpap:2022_4. Full description at Econpapers || Download paper | |
2021 | Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029. Full description at Econpapers || Download paper | |
2021 | Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_001. Full description at Econpapers || Download paper | |
2021 | 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 | |
2022 | Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005. Full description at Econpapers || Download paper | |
2021 | Computational Methods for Production-Based Asset Pricing Models with Recursive Utility. (2021). Howard, Kung ; Mark, Aldrich Eric. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:26:n:5. Full description at Econpapers || Download paper | |
2021 | Evaluating effectiveness of price level targeting in the presence of increasing uncertainty. (2021). Pirzada, Ahmed ; Kara, Engin. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:21/737. Full description at Econpapers || Download paper | |
2021 | 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 | |
2022 | The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation. (2022). Rendahl, P ; Lee, H ; Freund, L B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2251. Full description at Econpapers || Download paper | |
2022 | Sovereign Uncertainty. (2022). Silgado-Gomez, Edgar. In: Research Technical Papers. RePEc:cbi:wpaper:10/rt/22. Full description at Econpapers || Download paper | |
2022 | Targeting moments for calibration compared with indirect inference. (2022). Minford, Patrick ; Meenagh, David ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/12. Full description at Econpapers || Download paper | |
2023 | Indirect Inference and Small Sample Bias - Some Recent Results. (2023). Xu, Yongdeng ; Minford, Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/15. Full description at Econpapers || Download paper | |
2022 | The world uncertainty index. (2022). Furceri, Davide ; bloom, nicholas ; Ahir, Hites. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1842. Full description at Econpapers || Download paper | |
2021 | Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp682. Full description at Econpapers || Download paper | |
2021 | Asset Prices and Business Cycles with Liquidity Shocks. (2021). Slavik, Ctirad ; Nezafat, Mahdi. In: CERGE-EI Working Papers. RePEc:cer:papers:wp711. Full description at Econpapers || Download paper | |
2022 | 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 | |
2021 | The Fiscal Response to Revenue Shocks. (2021). Schelker, Mark ; Huber, Martin ; Berset, Simon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8854. Full description at Econpapers || Download paper | |
2021 | Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8985. Full description at Econpapers || Download paper | |
2021 | Why Does Risk Matter More in Recessions than in Expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9328. Full description at Econpapers || Download paper | |
2021 | Rigid High Street, Flexible Wall Street. (2021). Sustek, Roman. In: Discussion Papers. RePEc:cfm:wpaper:2122. Full description at Econpapers || Download paper | |
2022 | State Dependence of Fiscal Multipliers: The Source of Fluctuations Matters. (2022). Zanetti, Francesco ; Ghassibe, Mishel. In: Discussion Papers. RePEc:cfm:wpaper:2208. Full description at Econpapers || Download paper | |
2021 | Bubbles, Crashes, Ups and Downs in Economic Growth Theory and Evidence. (2021). Jinnai, Ryo ; Hirano, Tomohiro ; Guerron-Quintana, Pablo A. In: CIGS Working Paper Series. RePEc:cnn:wpaper:21-006e. Full description at Econpapers || Download paper | |
2021 | Household Savings and Monetary Policy under Individual and Aggregate Stochastic Volatility. (2021). Naubert, Christopher ; Gorodnichenko, Yuriy ; Maliar, Serguei. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15614. Full description at Econpapers || Download paper | |
2021 | Downside and Upside Uncertainty Shocks. (2021). Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15881. Full description at Econpapers || Download paper | |
2021 | The Transmission Channels of Government Spending Uncertainty. (2021). Eyquem, Aurélien ; Poilly, Celine ; Anna, Beliansk. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15894. Full description at Econpapers || Download paper | |
2021 | Commodity Prices and Banking Crises. (2021). Presbitero, Andrea ; Eberhardt, Markus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15959. Full description at Econpapers || Download paper | |
2021 | FISCAL MULTIPLIERS AT THE ZERO LOWER BOUND: THE ROLE OF GOVERNMENT SPENDING PERSISTENCE. (2021). Ngo, Phuong V. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:25:y:2021:i:4:p:970-997_5. Full description at Econpapers || Download paper | |
2021 | The unbearable lightness of equilibria in a low interest rate environment. (2021). Mavroeidis, Sophocles ; Ascari, Guido. In: Working Papers. RePEc:dnb:dnbwpp:734. Full description at Econpapers || Download paper | |
2022 | Uncertainty shocks and the monetary-macroprudential policy mix. (2022). Smadu, Andra ; Nalban, Valeriu. In: Working Papers. RePEc:dnb:dnbwpp:739. Full description at Econpapers || Download paper | |
2021 | Global impacts of US monetary policy uncertainty shocks. (2021). Lastauskas, Povilas ; Minh, Anh Dinh. In: Working Paper Series. RePEc:ecb:ecbwps:20212513. Full description at Econpapers || Download paper | |
2021 | Policy uncertainty, lender of last resort and the real economy. (2021). Mendicino, Caterina ; Jasova, Martina ; Supera, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20212521. Full description at Econpapers || Download paper | |
2021 | Striking a bargain: narrative identification of wage bargaining shocks. (2021). Sokol, Andrej ; Porqueddu, Mario ; Budrys, Ymantas. In: Working Paper Series. RePEc:ecb:ecbwps:20212602. Full description at Econpapers || Download paper | |
2021 | Global risk and the dollar. (2021). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Working Paper Series. RePEc:ecb:ecbwps:20212628. Full description at Econpapers || Download paper | |
2021 | Endogenous growth, downward wage rigidity and optimal inflation. (2021). Abbritti, Mirko ; Weber, Sebastian ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212635. Full description at Econpapers || Download paper | |
2022 | Labour market skills, endogenous productivity and business cycles. (2022). Abbritti, Mirko ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20222651. Full description at Econpapers || Download paper | |
2022 | DSGE Nash: solving Nash games in macro models. (2022). Pagliari, Maria Sole ; Minesso, Massimo Ferrari. In: Working Paper Series. RePEc:ecb:ecbwps:20222678. Full description at Econpapers || Download paper | |
2022 | Explaining deviations from Okun’s law. (2022). Furlanetto, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20222699. Full description at Econpapers || Download paper | |
2022 | Counter-cyclical fiscal rules and the zero lower bound. (2022). Radke, Lucas ; Kamps, Christophe ; Hauptmeier, Sebastian. In: Working Paper Series. RePEc:ecb:ecbwps:20222715. Full description at Econpapers || Download paper | |
2022 | The effects of local government leadership turnover on entrepreneurial behavior. (2022). Zhong, Yuejun ; Zhang, Tianhua ; Wang, Xiaobing ; Dong, Zhiqiang. In: China Economic Review. RePEc:eee:chieco:v:71:y:2022:i:c:s1043951x21001450. Full description at Econpapers || Download paper | |
2021 | 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 | |
2021 | Migration and urban economic dynamics. (2021). Veracierto, Marcelo ; Fisher, Jonas ; Davis, Morris A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s016518892100169x. Full description at Econpapers || Download paper | |
2021 | Resolution of financial crises. (2021). Gonzalez-Eiras, Martin ; Fanelli, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001871. Full description at Econpapers || Download paper | |
2021 | Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002001. Full description at Econpapers || Download paper | |
2022 | Inflation anchoring and growth: The role of credit constraints. (2022). Furceri, Davide ; Choi, Sangyup ; Shim, Myungkyu ; Loungani, Prakash. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002141. Full description at Econpapers || Download paper | |
2022 | Disciplining expectations and the forward guidance puzzle. (2022). Montes-Galdon, Carlos ; Mazelis, Falk ; Christoffel, Kai ; Muller, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000410. Full description at Econpapers || Download paper | |
2022 | How do fiscal adjustments work? An empirical investigation. (2022). Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000525. Full description at Econpapers || Download paper | |
2022 | The fall in shadow banking and the slow U.S. recovery. (2022). Pierrard, Olivier ; Moura, Alban ; Feve, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001105. Full description at Econpapers || Download paper | |
2022 | Fiscal policy and uncertainty. (2022). Wolff, Jonathan ; Jerow, Sam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002627. Full description at Econpapers || Download paper | |
2021 | 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 | |
2021 | Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets. (2021). USMAN, OJONUGWA ; Balcilar, Mehmet ; Wohar, Mark E ; Roubaud, David ; Gungor, Hasan. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001656. Full description at Econpapers || Download paper | |
2022 | Time-varying effect of uncertainty shocks on unemployment. (2022). Onur, Bedri Kamil ; Eksi, Ozan. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000566. Full description at Econpapers || Download paper | |
2022 | Demand shocks and price stickiness in housing market dynamics. (2022). Fan, Ying. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000669. Full description at Econpapers || Download paper | |
2022 | Consumption–investment comovement and the dynamic impact of monetary policy uncertainty in China. (2022). Jianhao, Lin ; Zixiang, Zhu ; Ran, Gao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001547. Full description at Econpapers || Download paper | |
2022 | How does oil price volatility affect unemployment rates? A dynamic stochastic general equilibrium model. (2022). Dong, Yilin ; Chan, Ying Tung. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s026499932200181x. Full description at Econpapers || Download paper | |
2023 | Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182. Full description at Econpapers || Download paper | |
2023 | Risk and Uncertainty: The Role of Financial Frictions. (2023). Higgins, Charles. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003753. Full description at Econpapers || Download paper | |
2023 | The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583. Full description at Econpapers || Download paper | |
2022 | Belief-driven growth slowdowns and zero-bounded risk-free rate. (2022). Zhang, Xiaoge. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001996. Full description at Econpapers || Download paper | |
2021 | Monetary policy uncertainty and bank leverage: Evidence from China. (2021). Luo, Daqing ; Fu, Buben. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001439. Full description at Econpapers || Download paper | |
2021 | Efficient VAR discretization. (2021). Gordon, Grey. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s016517652100149x. Full description at Econpapers || Download paper | |
2021 | Recession-specific recoveries: L’s, U’s and everything in between. (2021). Panovska, Irina ; Donayre, Luiggi. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521004225. Full description at Econpapers || Download paper | |
2022 | Data revisions and the effects of monetary policy volatility. (2022). Kamalyan, Hayk. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001379. Full description at Econpapers || Download paper | |
2022 | Uncertainty shocks and unemployment dynamics. (2022). Langot, Franois ; Kandoussi, Malak. In: Economics Letters. RePEc:eee:ecolet:v:219:y:2022:i:c:s0165176522002725. Full description at Econpapers || Download paper | |
2023 | Inflation and uncertainty in New Keynesian models: A note. (2023). Pinter, Gabor. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003913. Full description at Econpapers || Download paper | |
2021 | Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:47-73. Full description at Econpapers || Download paper | |
2022 | Surveying business uncertainty. (2022). Parker, Nicholas ; Meyer, Brent ; Davis, Steven J ; Bloom, Nicholas ; Barrero, Jose Maria ; Altig, David. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:1:p:282-303. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2011 | Risk Matters: The Real Effects of Volatility Shocks In: American Economic Review. [Full Text][Citation analysis] | article | 490 |
2009 | Risk Matters: The Real Effects of Volatility Shocks.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 490 | paper | |
2009 | Risk Matters: The Real Effects of Volatility Shocks.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 490 | paper | |
2009 | Risk Matters: The Real Effects of Volatility Shocks.(2009) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 490 | paper | |
2009 | Risk Matters: The Real E¤ects of Volatility Shocks.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 490 | paper | |
2010 | Risk Matters: The Real Effects of Volatility Shocks.(2010) In: 2010 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 490 | paper | |
2015 | Fiscal Volatility Shocks and Economic Activity In: American Economic Review. [Full Text][Citation analysis] | article | 494 |
2011 | Fiscal Volatility Shocks and Economic Activity.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 494 | paper | |
2011 | Fiscal volatility shocks and economic activity.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 494 | paper | |
2011 | Fiscal Volatility Shocks and Economic Activity.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 494 | paper | |
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2014 | Estimating Dynamic Equilibrium Models with Stochastic Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
2012 | Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2015 | Estimating dynamic equilibrium models with stochastic volatility.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2013 | Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2014 | Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2013 | Estimating dynamic equilibrium models with stochastic volatility.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2012 | Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2013 | Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2013) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
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2015 | Liquidity Shocks and Asset Prices.(2015) In: Discussion paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
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2017 | Impulse response matching estimators for DSGE models.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
2016 | Impulse Response Matching Estimators for DSGE Models.(2016) In: Discussion paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2014 | Impulse response matching estimators for DSGE models.(2014) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2014 | Impulse response matching estimators for DSGE models.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2019 | Recurrent Bubbles and Economic Growth In: CARF F-Series. [Full Text][Citation analysis] | paper | 6 |
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2017 | Political Distribution Risk and Aggregate Fluctuations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
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2010 | Reading the Recent Monetary History of the U.S., 1959-2007 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
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2010 | Reading the Recent Monetary History of the U.S., 1959-2007.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2010 | Reading the Recent Monetary History of the U.S., 1959-2007.(2010) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2010 | Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 40 |
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2010 | Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data.(2010) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2010 | Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data.(2010) In: 2010 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2011 | Supply-Side Policies and the Zero Lower Bound In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2011 | Supply-side policies and the zero lower bound.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2011 | Supply-Side Policies and the Zero Lower Bound.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2014 | Supply-Side Policies and the Zero Lower Bound.(2014) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2012 | Supply-Side Policies and the Zero Lower Bound.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2012 | Nonlinear Adventures at the Zero Lower Bound In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 276 |
2015 | Nonlinear adventures at the zero lower bound.(2015) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 276 | article | |
2012 | Nonlinear adventures at the zero lower bound.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 276 | paper | |
2012 | Nonlinear Adventures at the Zero Lower Bound.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 276 | paper | |
2010 | Economic Development and Volatility among the States In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2013 | Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes In: Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 13 |
2011 | The implications of inflation in an estimated new Keynesian model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
2010 | The implications of inflation in an estimated New-Keynesian model.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2017 | Asymmetric business cycles and sovereign default In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2013 | Common and idiosyncratic disturbances in developed small open economies In: Journal of International Economics. [Full Text][Citation analysis] | article | 15 |
2012 | Common and idiosyncratic disturbances in developed small open economies.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2009 | Money demand heterogeneity and the great moderation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 23 |
2016 | Interest rates and prices in an inventory model of money with credit In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 4 |
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2012 | Bayesian Estimation of DSGE Models In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 17 |
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2012 | Bayesian estimation of DSGE models.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2017 | Macroeconomic Forecasting in Times of Crises In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 8 |
2020 | Exchange Rates and Endogenous Productivity In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Reading the recent monetary history of the United States, 1959-2007 In: Review. [Full Text][Citation analysis] | article | 3 |
2013 | The economics of small open economies In: Business Review. [Full Text][Citation analysis] | article | 0 |
2012 | Risk and uncertainty In: Business Review. [Full Text][Citation analysis] | article | 2 |
2022 | Politics and Income Distribution In: Economic Insights. [Full Text][Citation analysis] | article | 0 |
2009 | Do uncertainty and technology drive exchange rates? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Fortune or virtue: time-variant volatilities versus parameter drifting In: Working Papers. [Full Text][Citation analysis] | paper | 29 |
2010 | Common factors in small open economies: inference and consequences In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Dynamics of investment, debt, and default In: Working Papers. [Full Text][Citation analysis] | paper | 33 |
2018 | Dynamics of Investment, Debt, and Default.(2018) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
2014 | Lliquidity, trends, and the great recession In: Working Papers. [Full Text][Citation analysis] | paper | 26 |
2014 | Liquidity, Trends, and the Great Recession.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2013 | Liquidity, Trends and the Great Recession.(2013) In: UTokyo Price Project Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2020 | Bargaining Shocks and Aggregate Fluctuations In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2017 | Bargaining Shocks and Aggregate Fluctuations.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2022 | How Do Real Exchange Rates Vary in Hard and Soft Sovereign Defaults? In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 0 |
2019 | On Regional Borrowing, Default, and Migration In: Working Paper. [Full Text][Citation analysis] | paper | 8 |
2021 | Public Debt, Private Pain: Regional Borrowing, Default, and Migration In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
2010 | What you match does matter: the effects of data on DSGE estimation In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 65 |
2020 | Uncertainty Shocks and Business Cycle Research In: NBER Working Papers. [Full Text][Citation analysis] | paper | 21 |
2020 | Uncertainty Shocks and Business Cycle Research.(2020) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2020 | Estimating DSGE Models: Recent Advances and Future Challenges In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2008 | What you match does matter: The effect of observables on DSGE In: 2008 Meeting Papers. [Citation analysis] | paper | 0 |
2014 | Municipal Bonds, Default, and Migration in General Equilibrium In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Endogenous Productivity, Exchange Rates, and Sudden Stops In: 2016 Meeting Papers. [Citation analysis] | paper | 1 |
2017 | Political Distribution Risk and Business Cycles In: 2017 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | On Regional Borrowing, Migration, and Default In: 2018 Meeting Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | Financial frictions, trends, and the great recession In: Quantitative Economics. [Full Text][Citation analysis] | article | 29 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team