Does risk matter more in recessions than in expansions? Implications for monetary policy-Reference-Cited by-同舟云学术

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Does risk matter more in recessions than in expansions? Implications for monetary policy

Published:2023-11 Issue: Volume: Page:
ISSN:0304-3932
Container-title:Journal of Monetary Economics
language:en
Short-container-title:Journal of Monetary Economics

Author:

Andreasen Martin M.,Caggiano Giovanni,Castelnuovo Efrem,Pellegrino Giovanni

Funder

Ministero dell’Istruzione, dell’Università e della Ricerca

Independent Research Fund Denmark

Danmarks Frie Forskningsfond

Australian Research Council

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference49 articles.

1. Financial regimes and uncertainty shocks;Alessandri;J. Monet. Econ.,2019

2. On the effects of rare disasters and uncertainty shocks for risk premia in non-linear DSGE models;Andreasen;Rev. Econ. Dyn.,2012

3. The pruned state-space system for non-linear DSGE models: Theory and empirical applications;Andreasen;Rev. Econom. Stud.,2018

4. The importance of timing attitudes in consumption-based asset pricing models;Andreasen;J. Monetary Econ.,2020

5. Narrative sign restrictions;Antolín-Díaz;Amer. Econ. Rev.,2018

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