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Risk Matters: The Real E¤ects of Volatility Shocks

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  • Pablo A. Guerron-Quintana

    (North Carolina State U)

  • Martin Uribe

    (Columbia U)

  • Juan Rubio-Ramirez

    (Duke U)

  • Jesús Fernández-Villaverde

    (University of Pennsylvania)

Abstract

and a notable change in the current account of the economy.

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Bibliographic Info

Paper provided by Society for Economic Dynamics in its series 2009 Meeting Papers with number 237.

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Date of creation: 2009
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Handle: RePEc:red:sed009:237

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References

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  7. Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler, 2013. "Why Do Emerging Economies Borrow Short Term?," Journal of the European Economic Association, European Economic Association, vol. 11, pages 67-100, 01.
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  18. Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramirez, Juan Francisco & Uribe, Martín, 2009. "Risk Matters: The Real Effects of Volatility Shocks," CEPR Discussion Papers 7264, C.E.P.R. Discussion Papers.
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  37. Kevin B. Grier & Mark J. Perry, 2000. "The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 45-58.
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  1. Las raíces políticas de la crisis del Euro
    by Cives in Politikon on 2012-05-22 11:48:47
  2. El acuerdo del Eurogrupo: Vivir en la Incertidumbre
    by Luis Garicano in Nada Es Gratis on 2012-07-10 10:04:44
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