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Robust animal spirits
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Cited by:
- Susanto Basu & Brent Bundick, 2017.
"Uncertainty Shocks in a Model of Effective Demand,"
Econometrica, Econometric Society, vol. 85, pages 937-958, May.
- Susanto Basu & Brent Bundick, 2011. "Uncertainty Shocks in a Model of Effective Demand," Boston College Working Papers in Economics 774, Boston College Department of Economics, revised 01 Nov 2015.
- Susanto Basu & Brent Bundick, 2012. "Uncertainty shocks in a model of effective demand," Working Papers 12-15, Federal Reserve Bank of Boston.
- Susanto Basu & Brent Bundick, 2012. "Uncertainty Shocks in a Model of Effective Demand," NBER Working Papers 18420, National Bureau of Economic Research, Inc.
- Susanto Basu & Brent Bundick, 2014. "Uncertainty shocks in a model of effective demand," Research Working Paper RWP 14-15, Federal Reserve Bank of Kansas City.
- Hakon Tretvoll, 2018.
"Real Exchange Variability in a Two-Country Business Cycle Model,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 123-145, January.
- Hakon Tretvoll, 2017. "Code and data files for "Real Exchange Variability in a Two-Country Business Cycle Model"," Computer Codes 13-34, Review of Economic Dynamics.
- Karantounias, Anastasios G., 2023.
"Doubts about the model and optimal policy,"
Journal of Economic Theory, Elsevier, vol. 210(C).
- Anastasios G. Karantounias, 2020. "Doubts about the Model and Optimal Policy," FRB Atlanta Working Paper 2020-12, Federal Reserve Bank of Atlanta.
- Anastasios G. Karantounias, 2023. "Doubts about the model and optimal policy," School of Economics Discussion Papers 0423, School of Economics, University of Surrey.
- Anastasios G. Karantounias, 2023. "Doubts about the model and optimal policy," Discussion Papers 2312, Centre for Macroeconomics (CFM).
- Xin Li & Borghan N. Narajabad & Ted Temzelides, 2014.
"Robust Dynamic Optimal Taxation and Environmental Externalities,"
Finance and Economics Discussion Series
2014-75, Board of Governors of the Federal Reserve System (U.S.).
- Ted Temzelides & Borghan Narajabad, 2014. "Robust Dynamic Optimal Taxation and Environmental Externalities," 2014 Meeting Papers 59, Society for Economic Dynamics.
- Xin Li & Borghan Narajabad & Ted Temzelides, 2014. "Robust Dynamic Optimal Taxation and Environmental Externalities," CESifo Working Paper Series 4562, CESifo.
- Kyle Jurado, 2016. "Advance Information and Distorted Beliefs in Macroeconomic and Financial Fluctuations," 2016 Meeting Papers 154, Society for Economic Dynamics.
- Luo, Yulei & Nie, Jun & Young, Eric R., 2014.
"Model uncertainty and intertemporal tax smoothing,"
Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 289-314.
- Yulei Luo & Jun Nie & Eric Young, 2012. "Model uncertainty and intertemporal tax smoothing," Research Working Paper RWP 12-01, Federal Reserve Bank of Kansas City.
- Luo, Yulei & Nie, Jun & Young, Eric, 2014. "Model Uncertainty and Intertemporal Tax Smoothing," MPRA Paper 54268, University Library of Munich, Germany.
- Frank Kwabi & Andrews Owusu & Ernest Ezeani & Agyenim Boateng, 2024. "The impact of political uncertainty on the cost of capital," Review of Quantitative Finance and Accounting, Springer, vol. 62(4), pages 1397-1429, May.
- Meyer-Gohde, Alexander, 2014. "Risky linear approximations," SFB 649 Discussion Papers 2014-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Drobetz, Wolfgang & El Ghoul, Sadok & Guedhami, Omrane & Janzen, Malte, 2018. "Policy uncertainty, investment, and the cost of capital," Journal of Financial Stability, Elsevier, vol. 39(C), pages 28-45.
- Bidder, R.M. & Smith, M.E., 2018.
"Doubts and variability: A robust perspective on exotic consumption series,"
Journal of Economic Theory, Elsevier, vol. 175(C), pages 689-712.
- Rhys M. Bidder & Matthew E. Smith, 2013. "Doubts and Variability: A Robust Perspective on Exotic Consumption Series," Working Paper Series 2013-28, Federal Reserve Bank of San Francisco.
- Windsor, Callan & La Cava, Gianni & Hansen, James, 2015. "Home price beliefs: Evidence from Australia," Journal of Housing Economics, Elsevier, vol. 29(C), pages 41-58.
- Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
- Dew-Becker, Ian & Nathanson, Charles G., 2019.
"Directed attention and nonparametric learning,"
Journal of Economic Theory, Elsevier, vol. 181(C), pages 461-496.
- Ian Dew-Becker & Charles G. Nathanson, 2017. "Directed Attention and Nonparametric Learning," NBER Working Papers 23917, National Bureau of Economic Research, Inc.
- Kwon, Hyosung & Miao, Jianjun, 2017.
"Three types of robust Ramsey problems in a linear-quadratic framework,"
Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 211-231.
- Hyosung Kwon & Jianjun Miao, 2013. "Three Types of Robjst Ramsey Problem in a Linear-Quadratic Framework," Boston University - Department of Economics - Working Papers Series 2013-019, Boston University - Department of Economics.
- Axelle Ferriere & Anastasios G. Karantounias, 2019.
"Fiscal Austerity in Ambiguous Times,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 11(1), pages 89-131, January.
- Axelle Ferrière & Anastasios G. Karantounias, 2016. "Fiscal Austerity in Ambiguous Times," FRB Atlanta Working Paper 2016-6, Federal Reserve Bank of Atlanta.
- Axelle Ferriere & Anastasios Karantounias, 2019. "Fiscal Austerity in Ambiguous Times," Post-Print halshs-02084280, HAL.
- Axelle Ferriere & Anastasios Karantounias, 2019. "Fiscal Austerity in Ambiguous Times," PSE-Ecole d'économie de Paris (Postprint) halshs-02084280, HAL.
- Bennett, Federico & Montamat, Giselle & Roch, Francisco, 2023.
"Robust optimal macroprudential policy,"
Journal of International Economics, Elsevier, vol. 141(C).
- Giselle Montamat & Mr. Francisco Roch, 2021. "Robust Optimal Macroprudential Policy," IMF Working Papers 2021/055, International Monetary Fund.
- Federico Bennett & Giselle Montamat & Francisco Roch, 2022. "Robust Optimal Macroprudential Policy," Working Papers 141, Red Nacional de Investigadores en Economía (RedNIE).
- Riccardo M Masolo & Francesca Monti, 2021.
"Ambiguity, Monetary Policy and Trend Inflation,"
Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 839-871.
- Masolo, Riccardo & Monti, Francesca, 2015. "Ambiguity, monetary policy and trend inflation," Bank of England working papers 565, Bank of England.
- Ricardo M. Masolo & Francesca Monti, 2017. "Ambiguity, Monetary Policy and Trend Inflation," Discussion Papers 1709, Centre for Macroeconomics (CFM).
- Masolo, Riccardo M. & Monti, Francesca, 2017. "Ambiguity, monetary policy and trend inflation," LSE Research Online Documents on Economics 86165, London School of Economics and Political Science, LSE Library.
- Francesca Monti & Riccardo Maria Masolo, 2017. "Ambiguity, Monetary Policy and Trend Inflation," 2017 Meeting Papers 508, Society for Economic Dynamics.
- Meyer-Gohde, Alexander, 2019.
"Generalized entropy and model uncertainty,"
Journal of Economic Theory, Elsevier, vol. 183(C), pages 312-343.
- Meyer-Gohde, Alexander, 2017. "Generalized Entropy and Model Uncertainty," SFB 649 Discussion Papers 2017-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Frank Hespeler & Marco M. Sorge, 2018. "Does Near†Rationality Matter In First†Order Approximate Solutions? A Perturbation Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 97-113, January.
- Leduc, Sylvain & Liu, Zheng, 2016.
"Uncertainty shocks are aggregate demand shocks,"
Journal of Monetary Economics, Elsevier, vol. 82(C), pages 20-35.
- Sylvain Leduc & Zheng Liu, 2012. "Uncertainty shocks are aggregate demand shocks," Working Paper Series 2012-10, Federal Reserve Bank of San Francisco.
- Zheng Liu & Sylvain Leduc, 2013. "Uncertainty Shocks Are Aggregate Demand Shocks," 2013 Meeting Papers 270, Society for Economic Dynamics.
- Hikaru Saijo & Cosmin Ilut, 2015.
"Learning, Confidence, and Business Cycles,"
2015 Meeting Papers
917, Society for Economic Dynamics.
- Cosmin L. Ilut & Hikaru Saijo, 2016. "Learning, Confidence, and Business Cycles," NBER Working Papers 22958, National Bureau of Economic Research, Inc.
- Hikaru Saijo & Cosmin Ilut, 2016. "Learning, Confidence and Business Cycle," 2016 Meeting Papers 664, Society for Economic Dynamics.
- Dung Viet Tran, 2020. "Economic policy uncertainty and bank dividend policy," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 67(3), pages 339-361, September.
- Orlando Gomes, 2015. "Sentiment Cyclicality," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 9(2), pages 104-134, December.
- Meyer-Gohde, Alexander, 2015. "Risk-Sensitive Linear Approximations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113057, Verein für Socialpolitik / German Economic Association.
- Laura Veldkamp & Anna Orlik, 2016. "Understanding Uncertainty Shocks and the Role of the Black Swan," Working Papers 16-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Andrew McKenna & Rhys Bidder, 2014.
"Robust Stress Testing,"
2014 Meeting Papers
853, Society for Economic Dynamics.
- Rhys M. Bidder & Andrew McKenna, 2015. "Robust stress testing," Working Paper Series 2015-13, Federal Reserve Bank of San Francisco.
- Veldkamp, Laura & Orlik, Anna, 2014.
"Understanding Uncertainty Shocks and the Role of Black Swans,"
CEPR Discussion Papers
10147, C.E.P.R. Discussion Papers.
- Anna Orlik & Laura Veldkamp, 2014. "Understanding Uncertainty Shocks and the Role of Black Swans," NBER Working Papers 20445, National Bureau of Economic Research, Inc.
- María Isabel Rojas-Triana & Jeisson Gabriel Parra-Mariño & Jhancarlos Gutierrez-Ayala, 2020. "Teoría y empírica de los espíritus animales e incidencia en la inversión: caso Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 12(2), pages 523-552, August.
- Yulei Luo & Jun Nie & Eric Young, 2015.
"Robust permanent income in general equilibrium,"
Research Working Paper
RWP 15-14, Federal Reserve Bank of Kansas City.
- Luo, Yulei & Nie, Jun & Young, Eric, 2015. "Robust Permanent Income in General Equilibrium," MPRA Paper 63985, University Library of Munich, Germany.
- Guangyu PEI, 2019. "Uncertainty, Pessimism and Economic Fluctuations," 2019 Meeting Papers 1494, Society for Economic Dynamics.
- repec:hum:wpaper:sfb649dp2017-017 is not listed on IDEAS
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020.
"Ambiguous Business Cycles: A Quantitative Assessment,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 220-237, October.
- Sumru Altug & Fabrice Collard & Cem Çakmakli & Sujoy Mukerji & Han Özsöylev, 2020. "Ambiguous business cycles: a quantitative assessment," Post-Print hal-03039262, HAL.
- Altug, Sumru & Collard, Fabrice & Cakmakli, Cem & Mukerji, Sujoy & Ozsöylev, Han, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," TSE Working Papers 20-1107, Toulouse School of Economics (TSE).
- Anmol Bhandari & Jaroslav Borovicka & Paul Ho, 2019. "Survey Data and Subjective Beliefs in Business Cycle Models," Working Paper 19-14, Federal Reserve Bank of Richmond.
- Francesco Bianchi & Cosmin L. Ilut & Martin Schneider, 2018.
"Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 810-854.
- Martin Schneider & Cosmin Ilut & Francesco Bianchi, 2013. "Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle," 2013 Meeting Papers 202, Society for Economic Dynamics.
- Bianchi, Francesco & Ilut, Cosmin & Schneider, Martin, 2017. "Uncertainty shocks, asset supply and pricing over the business cycle," CEPR Discussion Papers 11950, C.E.P.R. Discussion Papers.
- Francesco Bianchi & Cosmin L. Ilut & Martin Schneider, 2014. "Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle," NBER Working Papers 20081, National Bureau of Economic Research, Inc.
- Orlando Gomes, 2017. "Heterogeneous wage setting and endogenous macro volatility," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(1), pages 27-57, April.
- Anmol Bhandari & Jaroslav Borovička & Paul Ho, 2016.
"Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data,"
NBER Working Papers
22225, National Bureau of Economic Research, Inc.
- Jaroslav Borovicka, 2016. "Identifying ambiguity shocks in business cycle models using survey data," 2016 Meeting Papers 1615, Society for Economic Dynamics.
- Szőke, Bálint, 2022. "Estimating robustness," Journal of Economic Theory, Elsevier, vol. 199(C).
- Leyla Jianyu Han & Kenneth Kasa, 2019. "Ambiguity and Information Processing in a Model of Intermediary Asset Pricing," Discussion Papers dp19-04, Department of Economics, Simon Fraser University.
- Takayuki Ogawa & Jun Sakamoto, 2021. "Welfare implications of mitigating investment uncertainty," Annals of Finance, Springer, vol. 17(4), pages 559-582, December.
- Yulei Luo & Jun Nie & Xiaowen Wang & Eric Young, 2021. "Production and Inventory Dynamics under Ambiguity Aversion," Research Working Paper RWP 21-05, Federal Reserve Bank of Kansas City.
- Lan, Hong & Meyer-Gohde, Alexander, 2013.
"Decomposing risk in dynamic stochastic general equilibrium,"
SFB 649 Discussion Papers
2013-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Lan, Hong & Meyer-Gohde, Alexander, 2014. "Decomposing Risk in Dynamic Stochastic General Equilibrium," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100523, Verein für Socialpolitik / German Economic Association.
- repec:hum:wpaper:sfb649dp2014-034 is not listed on IDEAS
- Bäuerle, Nicole & Jaśkiewicz, Anna, 2018. "Stochastic optimal growth model with risk sensitive preferences," Journal of Economic Theory, Elsevier, vol. 173(C), pages 181-200.
- Backus, David & Ferriere, Axelle & Zin, Stanley, 2015.
"Risk and ambiguity in models of business cycles,"
Journal of Monetary Economics, Elsevier, vol. 69(C), pages 42-63.
- David Backus & Axelle Ferriere & Stanley Zin, 2014. "Risk and Ambiguity in Models of Business Cycles," NBER Working Papers 20319, National Bureau of Economic Research, Inc.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020.
"Ambiguous Business Cycles: A Quantitative Assessment,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 220-237, October.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment"," Online Appendices 19-269, Review of Economic Dynamics.
- Lars Hansen & Jaroslav Borovicka, 2013. "Robust preference expansions," 2013 Meeting Papers 1199, Society for Economic Dynamics.
- Laura Veldkamp, 2022. "Understanding Uncertainty Shocks and the Role of Black Swans," Finance and Economics Discussion Series 2022-083, Board of Governors of the Federal Reserve System (U.S.).
- Lee, Sang Seok & Luk, Paul, 2018. "The Asian Financial Crisis and international reserve accumulation: A robust control approach," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 284-309.
- Callan Windsor & Gianni La Cava & James Hansen, 2014. "Home Price Beliefs in Australia," RBA Research Discussion Papers rdp2014-04, Reserve Bank of Australia.