Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle

By Francesco Bianchi, Cosmin L. Ilut, Martin Schneider. 2018

118 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/306980c6f86f05900d4b70a55d1e04943e883b79

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In Economics and Econometrics

1. Edouard Schaal

Citations in the corpus

• Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (2015, unknown): “We also study the Baker, Bloom, and Davis (2016) economic policy uncertainty (EPU) index, an alternative to the JLN macro uncertainty measure that is arguably relevant for real activity based macro uncertainty.”
• Uncertainty and Unemployment (2017, background): “…et al. (2010); the New-Keynesian DSGE papers of Basu and Bundick (2012) and Leduc and Liu (2012); the uncertainty and ambiguity aversion paper of Bianchi et al. (2014); or the measurement papers of Bachmann et al. (2013), Baker et al. (2014), Jurado et al. (2014). of Leduc and Liu (2012) and…”