Disasters and the Welfare Cost of Uncertainty
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Bibliographic InfoArticle provided by American Economic Association in its journal American Economic Review.
Volume (Year): 98 (2008)
Issue (Month): 2 (May)
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- E21 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
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- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
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- Martin Andreasen, 2012.
"On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 295-316, July.
- Martin Andreasen, 2011. "Code and data files for "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models"," Computer Codes 11-84, Review of Economic Dynamics.
- Martin Andreasen, 2011. "Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models"," Technical Appendices 11-84, Review of Economic Dynamics.
- Tim Bollerslev & Viktor Todorov, 2010.
"Tails, Fears and Risk Premia,"
10-33, Duke University, Department of Economics.
- Sherrill Shaffer & Iftekhar Hasan & Mingming Zhou, 2008.
"New Small Firms And Dimensions Of Economic Performance,"
CAMA Working Papers
2008-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Shaffer , Sherrill & Hasan , Iftekhar & Zhou, Mingming, 2009. "New small firms and dimensions of economic performance," Research Discussion Papers 4/2009, Bank of Finland.
- Karim M. Abadir & Adriana Cornea, 2012. "Approximating Moments by Nonlinear Transformations," Working Paper Series 22_12, The Rimini Centre for Economic Analysis.
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