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Uncertainty Shocks in a Model of Effective Demand: Comment. (2017). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver.
In: Working Papers.
RePEc:fip:feddwp:1706.

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  1. Why Does Risk Matter More in Recessions than in Expansions?. (2021). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni ; Andreasen, Martin M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9328.

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

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

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  4. Macro Uncertainty and Unemployment Risk. (2020). Oh, Joonseok ; Picco, Anna Rogantini.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0395.

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  5. Uncertainty and Monetary Policy during Extreme Events. (2020). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2020-11.

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  6. Valuation Risk Revalued. (2019). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver.
    In: Research Papers.
    RePEc:liv:livedp:201904.

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  7. Informality and Bank Stability. (2019). Mitra, Shalini ; Lui-Evans, Gareth.
    In: Research Papers.
    RePEc:liv:livedp:201903.

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  8. The long-run effects of uncertainty shocks. (2019). Oh, Joonseok ; Bonciani, Dario.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0802.

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  9. Valuation Risk Revalued. (2018). de Groot, Oliver ; Throckmorton, Nathaniel A ; Richter, Alexander W.
    In: Discussion Paper Series, School of Economics and Finance.
    RePEc:san:wpecon:1805.

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  10. Valuation Risk Revalued. (2018). de Groot, Oliver ; Throckmorton, Nathaniel A ; Richter, Alexander W.
    In: CDMA Working Paper Series.
    RePEc:san:cdmawp:1803.

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  11. A New Way to Quantify the Effect of Uncertainty. (2018). Throckmorton, Nathaniel ; Richter, Alexander.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:565.

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  12. Macroeconomic Effects of Financial Uncertainty. (2018). Długoszek, Grzegorz ; Dugoszek, Grzegorz.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:1128.

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  13. Economic Policy Uncertainty Spillovers in Booms and Busts. (2018). Figueres, Juan ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0220.

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  14. Valuation Risk Revalued. (2018). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver.
    In: Working Papers.
    RePEc:fip:feddwp:1808.

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  15. A New Way to Quantify the Effect of Uncertainty. (2017). Throckmorton, Nathaniel ; Richter, Alexander.
    In: Working Papers.
    RePEc:fip:feddwp:1705.

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References

References cited by this document

  1. BACHMANN, R., S. ELSTNER, AND E. SIMS (2013): “Uncertainty and Economic Activity: Evidence from Business Survey Data,” American Economic Journal: Macroeconomics, 5, 217–49.

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  5. BLOOM, N. (2009): “The Impact of Uncertainty Shocks,” Econometrica, 77, 623–685.

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  15. RICHTER, A. W. AND N. A. THROCKMORTON (2017): “A New Way to Quantify the Effect of Uncertainty,” FRB Dallas Working Paper 1705.

  16. RUDEBUSCH, G. AND E. SWANSON (2012): “The Bond Premium in a DSGE Model with LongRun Real and Nominal Risks,” American Economic Journal: Macroeconomics, 4, 105–43.
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  17. SMETS, F. AND R. WOUTERS (2007): “Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach,” American Economic Review, 97, 586–606.

  18. VAN BINSBERGEN, J. H., J. FERNÁNDEZ-VILLAVERDE, R. S. KOIJEN, AND J. RUBIORAMÍREZ (2012): “The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences,” Journal of Monetary Economics, 59, 634–648. DE GROOT, RICHTER & THROCKMORTON: COMMENT 0 4 8 12 16 20 Quarters -0.15 -0.1 -0.05 Output (%) Level Shock 0 4 8 12 16 20 Quarters 0.1 0.2 Consumption (%) Level Shock 0 4 8 12 16 20 Quarters -0.8 -0.6 -0.4 -0.2 Investment (%) Level Shock 0 4 8 12 16 20 Quarters -0.2 -0.1 Output (%) SV Shock 0 4 8 12 16 20 Quarters -0.15 -0.1 -0.05 Consumption (%) SV Shock 0 4 8 12 16 20 Quarters -0.4 -0.2 Investment (%) SV Shock BB Preferences Alternative Preferences
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