Rare Macroeconomic Disasters

By Robert J. Barro, J. Ursúa. 2012

192 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/a6d70517e4726ab2dba5f573ae4e06e91b54c562

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Dario Caldara
2. Matteo Iacoviello
3. M. Rubio
4. C. Tovar
5. Tommaso Monacelli
6. Peter N. Ireland
7. Carlos Vargas‐Silva
8. F. Signoretti

In Finance

1. Dario Caldara
2. Matteo Iacoviello

Citations in the corpus

• What Matters to Individual Investors? Evidence from the Horse's Mouth (2018, unknown): “…in stocks will lose more money than a dollar deposited in a bank savings account during an economic 17 disaster (“rare disaster risk”).11 Using the cutoff of Barro and Ursúa (2012), we specify that the disaster in question is one where the U.S. economy’s annual output drops by more than 10%.”
• Measuring Geopolitical Risk (2018, methodology): “The real per capita GDP data are from Barro and Ursúa (2012), extended through 2019 using the World Bank World Development Indicators (WDI) for all countries except Taiwan, for which real per capita GDP is taken from Haver Analytics based on underlying data from national statistical offices…”