Business Cycles and Endogenous Uncertainty

By Ruediger Bachmann, Giuseppe Moscarini. 2011

156 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b5f593d4cc6596407b751916db156bc2efb93bec

How researchers see this paper

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

Citations in the corpus

Dynamic Inputs and Resource (Mis)Allocation (2014, background): “Kehrig ð2011Þ, Bachmann and Moscarini ð2012Þ, and Bloom et al. ð2012Þ all find that productivity volatility increases in recessions.”
The Cyclicality of Productivity Dispersion (2011, unknown): “Earlier versions of the CMF or ASM have been used before in a number of studies (see for example Baily et al. (1992); Ábrahám and White (2006); Hsieh and Klenow (2009); Petrin et al.”
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (2015, unknown): “Some of these theories suggest that bad times incentivize risky behavior (Bachmann and Moscarini (2011), Fostel and Geanakoplos (2012)), or reduce information and with it the forecastability of future outcomes (Van Nieuwerburgh and Veldkamp (2006) Fajgelbaum, Schaal, and Taschereau-Dumouchel (2014))”
‘Wait-and-See’ business cycles? (2013, background): “2 See Bloom et al. (2012) for sales growth, Doepke et al. (2005), Doepke and Weber (2006), Higson et al.”
Bank lending in uncertain times (2020, unknown): “[8] Bachmann, Ruediger and Giuseppe Moscarini, 2012.”
Inflation Dynamics and Time-Varying Volatility: New Evidence and an Ss Interpretation* (2014, background): “See Barro (1972) for the rst proof of these results (in an environment with monopolistic competition rather than a quadratic loss function).”
Uncertainty Shocks and Balance Sheet Recessions (2017, background): “On the other hand, Bachmann and Moscarini (2011) argue that causation may run in the opposite direction, with downturns inducing higher risk.”
Uncertainty and Economic Activity: Evidence from Business Survey Data (2013, unknown): “In this paper we use (partly confidential) data from business surveys to investigate the relationship between uncertainty and economic activity within a structural vector autoregressions (SVAR) framework.”