Uncertain Times, uncertain measures

By Jon S. Cohen, Michelle Alexopoulos. 2009

145 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/7712a1cf564fde366fda09b21c3a5f97e57b196f

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Citations in the corpus

Uncertainty Shocks in a Model of Effective Demand (2011, unknown): “Alexopoulos and Cohen (2009) analyze the effects of stock market volatility on industrial production using a vector autoregression with a recursive identification scheme.”
Financial Factors in Economic Fluctuations (2010, unknown): “1 0 1 1 5 5 15 5 1 6 13 10 2 0 0 (40) (2) (—) (0) (—) (1) (1) (4) (0) (17) (3) (0) (2) (12) (14) (3) (—) (0) [44] [2] [—] [0] [—] [1] [1] [—] [—] [20] [5] [—] [—] [5] [20] [3] [—] [0] Hours 20 0 0.”
Macroeconomic Uncertainty Through the Lens of Professional Forecasters (2019, methodology): “A proxy constructed using word searches from newspaper articles is proposed in Alexopoulos and Cohen (2009). Finally, the Baker et al. (2013) Economic Policy Uncertainty index combines news article counts with the number of federal tax code provisions set to expire as well as the forecast disagreeme”
Financial regulation policy uncertainty and credit spreads in the US (2014, unknown): “, Alexopoulos and Cohen (2009), Bachmann et al.”
Economic policy uncertainty in the US: Does it matter for the Euro area? (2013, background): “Our results corroborate those reported in previous contributions on the demand type of e ects triggered by uncertainty shocks in the US economy (Bloom, 2009; Alexopoulos and Cohen, 2009; Leduc and Liu, 2013; Baker et al., 2013).”
Stock Market Volatility and the Business Cycle (2010, methodology): “Alexopoulos and Cohen (2009) identify uncertainty shocks using vector autoregressive methods. To measure uncertainty, they use stock market volatility measures, as in Raunig and Scharler (2010) and Choudhry (2003), and also an index based on the number of New York Times’ articles on economic uncerta”