-
1
-
-
77955732089
-
Financial markets and fluctuations in volatility
-
Federal Reserve Bank of Minneapolis Research Department Staff Report.
-
Arellano, C., Bai, Y., Kehoe, P., 2012. Financial markets and fluctuations in volatility. Federal Reserve Bank of Minneapolis Research Department Staff Report.
-
(2012)
-
-
Arellano, C.1
Bai, Y.2
Kehoe, P.3
-
4
-
-
84883824200
-
Business Cycles and Endogenous Uncertainty
-
Mimeo, Yale University.
-
Bachmann, R., Moscarini, G., 2012. Business Cycles and Endogenous Uncertainty. Mimeo, Yale University.
-
(2012)
-
-
Bachmann, R.1
Moscarini, G.2
-
5
-
-
84883776427
-
Uncertainty Shocks in a Model of Effective Demand
-
Basu, S., Bundick, B., 2012. Uncertainty Shocks in a Model of Effective Demand. Mimeo, Boston College.
-
(2012)
Mimeo, Boston College.
-
-
Basu, S.1
Bundick, B.2
-
6
-
-
84866488918
-
The Dynamics of the U.S. Price Distribution
-
Mimeo, Yale University.
-
Berger, D., Vavra, J., 2011. The Dynamics of the U.S. Price Distribution. Mimeo, Yale University.
-
(2011)
-
-
Berger, D.1
Vavra, J.2
-
7
-
-
84995453303
-
Irreversibility, uncertainty, and cyclical investment
-
Bernanke B. Irreversibility, uncertainty, and cyclical investment. The Quarterly Journal of Economics 1983, 98(1):85-106.
-
(1983)
The Quarterly Journal of Economics
, vol.98
, Issue.1
, pp. 85-106
-
-
Bernanke, B.1
-
8
-
-
65949093957
-
The impact of uncertainty shocks
-
Bloom N. The impact of uncertainty shocks. Econometrica 2009, 77(3):623-685.
-
(2009)
Econometrica
, vol.77
, Issue.3
, pp. 623-685
-
-
Bloom, N.1
-
10
-
-
84883746562
-
-
Really uncertain business cycles. NBER-WP 18245.
-
Bloom, N., Floetotto, M., Jaimovich, N., Saporta-Eksten, I., Terry, S., 2012. Really uncertain business cycles. NBER-WP 18245.
-
(2012)
-
-
Bloom, N.1
Floetotto, M.2
Jaimovich, N.3
Saporta-Eksten, I.4
Terry, S.5
-
11
-
-
33750464172
-
Uncertainty and Investment: An Empirical Investigation Using Data on Analysts' Profits Forecasts
-
Mimeo, Federal Reserve Board.
-
Bond, S., Cummins, J., 2004. Uncertainty and Investment: An Empirical Investigation Using Data on Analysts' Profits Forecasts. Mimeo, Federal Reserve Board.
-
(2004)
-
-
Bond, S.1
Cummins, J.2
-
12
-
-
76349096937
-
Why demand uncertainty curbs investment. evidence from a panel of Italian manufacturing firms
-
Bontempi M., Golinelli R., Parigi G. Why demand uncertainty curbs investment. evidence from a panel of Italian manufacturing firms. Journal of Macroeconomics 2010, 32(1):218-238.
-
(2010)
Journal of Macroeconomics
, vol.32
, Issue.1
, pp. 218-238
-
-
Bontempi, M.1
Golinelli, R.2
Parigi, G.3
-
15
-
-
84883770856
-
-
Financial factors in economic fluctuations. ECB WP 1192.
-
Christiano, L., Motto, R., Rostagno, M., 2010. Financial factors in economic fluctuations. ECB WP 1192.
-
(2010)
-
-
Christiano, L.1
Motto, R.2
Rostagno, M.3
-
16
-
-
84883798875
-
-
Firm Risk and Leverage-Based Business Cycles. Mimeo, Boston College.
-
Chugh, S., 2012. Firm Risk and Leverage-Based Business Cycles. Mimeo, Boston College.
-
(2012)
-
-
Chugh, S.1
-
17
-
-
84883823347
-
-
Correlated Disturbances and U.S. Business Cycles. Mimeo, Columbia University.
-
Curdia, V., Reis, R., 2012. Correlated Disturbances and U.S. Business Cycles. Mimeo, Columbia University.
-
(2012)
-
-
Curdia, V.1
Reis, R.2
-
18
-
-
0003678642
-
-
MIT Press, Cambridge, Massachusetts
-
Davis S., Haltiwanger J., Schuh S. Job Creation and Destruction 1996, MIT Press, Cambridge, Massachusetts.
-
(1996)
Job Creation and Destruction
-
-
Davis, S.1
Haltiwanger, J.2
Schuh, S.3
-
19
-
-
34250889279
-
Volatility and dispersion in business growth rates. publicly traded and privately held firms
-
Davis S., Haltiwanger J., Jarmin R., Miranda J. Volatility and dispersion in business growth rates. publicly traded and privately held firms. NBER Macroeconomics Annual 2006, 107-180.
-
(2006)
NBER Macroeconomics Annual
, pp. 107-180
-
-
Davis, S.1
Haltiwanger, J.2
Jarmin, R.3
Miranda, J.4
-
21
-
-
84883766769
-
The within-distribution business cycle dynamics of German firms
-
Discussion Paper Series 1: Economic Studies, No 29/2006, Deutsche Bundesbank.
-
Doepke, J., Weber, S., 2006. The within-distribution business cycle dynamics of German firms. Discussion Paper Series 1: Economic Studies, No 29/2006, Deutsche Bundesbank.
-
(2006)
-
-
Doepke, J.1
Weber, S.2
-
22
-
-
78649404601
-
The cross-sectional dynamics of German business cycles: a bird's eye view
-
Discussion Paper Series 1: Economic Studies, No 23/2005, Deutsche Bundesbank.
-
Doepke, J., Funke, M., Holly, S., Weber, S., 2005. The cross-sectional dynamics of German business cycles: a bird's eye view. Discussion Paper Series 1: Economic Studies, No 23/2005, Deutsche Bundesbank.
-
(2005)
-
-
Doepke, J.1
Funke, M.2
Holly, S.3
Weber, S.4
-
23
-
-
0001336356
-
Capital adjustment patterns in manufacturing plants
-
Doms M., Dunne T. Capital adjustment patterns in manufacturing plants. Review of Economic Dynamics 1998, 1:409-429.
-
(1998)
Review of Economic Dynamics
, vol.1
, pp. 409-429
-
-
Doms, M.1
Dunne, T.2
-
25
-
-
51249089019
-
Firm's investment decisions in response to demand and price uncertainty
-
Fuss C., Vermeulen P. Firm's investment decisions in response to demand and price uncertainty. Applied Economics 2004, 40(18):2337-2351.
-
(2004)
Applied Economics
, vol.40
, Issue.18
, pp. 2337-2351
-
-
Fuss, C.1
Vermeulen, P.2
-
26
-
-
84883791569
-
-
Uncertainty, Credit Spreads and Investment Dynamics. Mimeo, Boston University.
-
Gilchrist, S., Sim, J., Zakrajsek, E., 2010. Uncertainty, Credit Spreads and Investment Dynamics. Mimeo, Boston University.
-
(2010)
-
-
Gilchrist, S.1
Sim, J.2
Zakrajsek, E.3
-
27
-
-
84883769857
-
-
Estimating firm-level risk. Mimeo, Boston University.
-
Gourio, F., 2008. Estimating firm-level risk. Mimeo, Boston University.
-
(2008)
-
-
Gourio, F.1
-
28
-
-
84867697764
-
Disaster risk and business cycles
-
Gourio F. Disaster risk and business cycles. The American Economic Review 2012, 102(6):2734-2766.
-
(2012)
The American Economic Review
, vol.102
, Issue.6
, pp. 2734-2766
-
-
Gourio, F.1
-
29
-
-
34547697767
-
Investment spikes. new facts and a general equilibrium exploration
-
Gourio F., Kashyap A. Investment spikes. new facts and a general equilibrium exploration. Journal of Monetary Economics 2007, 54:1-22.
-
(2007)
Journal of Monetary Economics
, vol.54
, pp. 1-22
-
-
Gourio, F.1
Kashyap, A.2
-
31
-
-
0030161313
-
Variations in risk and fluctuations in demand - a theoretical model
-
Hassler J. Variations in risk and fluctuations in demand - a theoretical model. Journal of Economic Dynamics and Control 1996, 20:1143-1155.
-
(1996)
Journal of Economic Dynamics and Control
, vol.20
, pp. 1143-1155
-
-
Hassler, J.1
-
32
-
-
0035597552
-
Uncertainty and the timing of automobile purchases
-
Hassler J. Uncertainty and the timing of automobile purchases. The Scandinavian Journal of Economics 2001, 103:351-366.
-
(2001)
The Scandinavian Journal of Economics
, vol.103
, pp. 351-366
-
-
Hassler, J.1
-
33
-
-
0001766028
-
The common structure of statistical models of truncation, sample selection, and limited dependent variables and a simple estimator for such models
-
Heckman J. The common structure of statistical models of truncation, sample selection, and limited dependent variables and a simple estimator for such models. Annals of Economic and Social Measurement 1976, 5:475-492.
-
(1976)
Annals of Economic and Social Measurement
, vol.5
, pp. 475-492
-
-
Heckman, J.1
-
34
-
-
19944408944
-
Debt dynamics
-
Henessy, C., Whited, T., 2005. Debt dynamics. The Journal of Finance LX (3), 1129-1165.
-
(2005)
The Journal of Finance
, vol.40
, Issue.3
, pp. 1129-1165
-
-
Henessy, C.1
Whited, T.2
-
36
-
-
2442705700
-
The business cycle, macroeconomic shocks and the cross section. the growth of UK quoted companies
-
Higson C., Holly S., Kattuman P., Platis S. The business cycle, macroeconomic shocks and the cross section. the growth of UK quoted companies. Economica 2004, 71(281):299-318.
-
(2004)
Economica
, vol.71
, Issue.281
, pp. 299-318
-
-
Higson, C.1
Holly, S.2
Kattuman, P.3
Platis, S.4
-
37
-
-
84867716470
-
The Cyclicality of Productivity Dispersion
-
Mimeo, University of Texas, Austin.
-
Kehrig, M., 2011. The Cyclicality of Productivity Dispersion. Mimeo, University of Texas, Austin.
-
(2011)
-
-
Kehrig, M.1
-
38
-
-
39149127544
-
Idiosyncratic shocks and the role of nonconvexities in plant and aggregate investment dynamics
-
Khan A., Thomas J. Idiosyncratic shocks and the role of nonconvexities in plant and aggregate investment dynamics. Econometrica 2008, 76(2):395-436.
-
(2008)
Econometrica
, vol.76
, Issue.2
, pp. 395-436
-
-
Khan, A.1
Thomas, J.2
-
39
-
-
0032275731
-
Small sample confidence intervals for impulse response functions
-
Kilian L. Small sample confidence intervals for impulse response functions. Review of Economics and Statistics 1998, 80:218-230.
-
(1998)
Review of Economics and Statistics
, vol.80
, pp. 218-230
-
-
Kilian, L.1
-
40
-
-
0031374315
-
Income and wealth heterogeneity, portfolio choice and equilibrium asset returns
-
Krusell P., Smith A. Income and wealth heterogeneity, portfolio choice and equilibrium asset returns. Macroeconomic Dynamics 1997, 1:387-422.
-
(1997)
Macroeconomic Dynamics
, vol.1
, pp. 387-422
-
-
Krusell, P.1
Smith, A.2
-
41
-
-
0032451887
-
Income and wealth heterogeneity in the macroeconomy
-
Krusell P., Smith A. Income and wealth heterogeneity in the macroeconomy. Journal of Political Economy 1998, 106(5):867-896.
-
(1998)
Journal of Political Economy
, vol.106
, Issue.5
, pp. 867-896
-
-
Krusell, P.1
Smith, A.2
-
42
-
-
84878982306
-
Does an Aggregate Increase in Idiosyncratic Volatility Cause a Recession?
-
Mimeo, University of Chicago.
-
Lee, J., 2011. Does an Aggregate Increase in Idiosyncratic Volatility Cause a Recession? Mimeo, University of Chicago.
-
(2011)
-
-
Lee, J.1
-
43
-
-
84883763855
-
-
Hidden Actions, Risk-Taking and Uncertainty Shocks. Mimeo, University of Minnesota.
-
Narita, F., 2011. Hidden Actions, Risk-Taking and Uncertainty Shocks. Mimeo, University of Minnesota.
-
(2011)
-
-
Narita, F.1
-
44
-
-
84883771598
-
-
Uncertainty, Productivity and Unemployment in the Great Recession. Mimeo, Princeton University.
-
Schaal, E., 2011. Uncertainty, Productivity and Unemployment in the Great Recession. Mimeo, Princeton University.
-
(2011)
-
-
Schaal, E.1
-
45
-
-
38249044049
-
Finite state Markov-chain approximations to univariate and vector autoregressions
-
Tauchen G. Finite state Markov-chain approximations to univariate and vector autoregressions. Economics Letters 1986, 20:177-181.
-
(1986)
Economics Letters
, vol.20
, pp. 177-181
-
-
Tauchen, G.1
|