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Citations for "Rare Disasters, Asset Prices, and Welfare Costs"

by Robert J. Barro

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  1. Eduardo Cavallo & Sebastian Galiani & Ilan Noy & Juan Pantano, 2010. "Catastrophic Natural Disasters and Economic Growth," Research Department Publications, Inter-American Development Bank, Research Department 4671, Inter-American Development Bank, Research Department.
  2. Koulovatianos, Christos & Wieland, Volker, 2011. "Asset Pricing under Rational Learning about Rare Disasters," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8514, C.E.P.R. Discussion Papers.
  3. Beeler, Jason & Campbell, John Y., 2012. "The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment," Critical Finance Review, now publishers, now publishers, vol. 1(1), pages 141-182, January.
  4. Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2013. "Pareto utility," Theory and Decision, Springer, Springer, vol. 75(1), pages 43-57, July.
  5. Posch, Olaf, 2011. "Risk premia in general equilibrium," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(9), pages 1557-1576, September.
  6. Mollerstrom, Johanna Britta & Laibson, David I. & Chauvin, Kyle, 2011. "Asset Bubbles and the Cost of Economic Fluctuations," Scholarly Articles 9938146, Harvard University Department of Economics.
  7. Ruenzi, Stefan & Weigert, Florian, 2011. "Crash Sensitivity and the Cross-Section of Expected Stock Returns," Working Papers on Finance, University of St. Gallen, School of Finance 1324, University of St. Gallen, School of Finance, revised Mar 2013.
  8. Xavier Gabaix, 2012. "Boundedly Rational Dynamic Programming: Some Preliminary Results," NBER Working Papers 17783, National Bureau of Economic Research, Inc.
  9. Ampudia, Miguel & Ehrmann, Michael, 2014. "Macroeconomic experiences and risk taking of euro area households," Working Paper Series, European Central Bank 1652, European Central Bank.
  10. Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset Market Participation and Portfolio Choice over the Life-Cycle," Economics Working Papers, European University Institute ECO2013/07, European University Institute.
  11. Cropper, Maureen, 2012. "How Should Benefits and Costs Be Discounted in an Intergenerational Context?," Discussion Papers, Resources For the Future dp-12-42, Resources For the Future.
  12. Paul Levine, 2010. "Monetary Policy in an Uncertain World: Probability Models and the Design of Robust Monetary Rules," School of Economics Discussion Papers, School of Economics, University of Surrey 0210, School of Economics, University of Surrey.
  13. SAWADA Yasuyuki & NAKATA Hiroyuki & SEKIGUCHI Kunio, 2014. "Natural Disasters, Land Price, and Location of Firms: Evidence from Thailand," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) 14029, Research Institute of Economy, Trade and Industry (RIETI).
  14. Reinhart, Carmen & Rogoff, Kenneth, 2009. "Banking Crises: An Equal Opportunity Menace," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7131, C.E.P.R. Discussion Papers.
  15. Landon, Stuart & Smith, Constance, 2014. "Rule-Based Resource Revenue Stabilization Funds: A Welfare Comparison," Working Papers 2014-1, University of Alberta, Department of Economics.
  16. Jessica A. Wachter, 2013. "Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?," Journal of Finance, American Finance Association, American Finance Association, vol. 68(3), pages 987-1035, 06.
  17. Robert J. Barro & Tao Jin, 2011. "On the Size Distribution of Macroeconomic Disasters," Econometrica, Econometric Society, Econometric Society, vol. 79(5), pages 1567-1589, 09.
  18. David Hendry & Grayham E. Mizon, 2013. "Unpredictability in Economic Analysis, Econometric Modeling and Forecasting," Economics Series Working Papers, University of Oxford, Department of Economics 2013-W04, University of Oxford, Department of Economics.
  19. Todd Walker & Eric Leeper & Troy Davig, 2010. "Inflation and the Fiscal Limit," 2010 Meeting Papers, Society for Economic Dynamics 837, Society for Economic Dynamics.
  20. Schularick, Moritz & Taylor, Alan M., 2009. "Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7570, C.E.P.R. Discussion Papers.
  21. Robert S. Pindyck, 2013. "The Climate Policy Dilemma," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, vol. 7(2), pages 219-237, July.
  22. Raffaella Calabrese & Silvia Angela Osmetti, 2011. "Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults," Working Papers, Geary Institute, University College Dublin 201120, Geary Institute, University College Dublin.
  23. Yasuyuki SAWADA & Fauziah ZEN, 2014. "Disaster Management in ASEAN," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA) DP-2014-03, Economic Research Institute for ASEAN and East Asia (ERIA).
  24. Andrew T. Foerster, 2011. "Financial crises, unconventional monetary policy exit strategies, and agents' expectations," Research Working Paper, Federal Reserve Bank of Kansas City RWP 11-04, Federal Reserve Bank of Kansas City.
  25. Tirelli Mario & Turner Sergio, 2010. "Quantifying the Cost of Risk in Consumption," The B.E. Journal of Theoretical Economics, De Gruyter, De Gruyter, vol. 10(1), pages 1-33, July.
  26. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2010. "Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons," NBER Working Papers 16567, National Bureau of Economic Research, Inc.
  27. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2013. "On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century and Beyond," Economics Working Papers (Ensaios Economicos da EPGE) 748, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  28. Robert J. Barro & Sanjay P. Misra, 2013. "Gold Returns," NBER Working Papers 18759, National Bureau of Economic Research, Inc.
  29. Francisco Ruge-Murcia, 2012. "Skewness Risk and Bond Prices," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ 17-2012, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  30. Larry G. Epstein & Emmanuel Farhi & Tomasz Strzalecki, 2014. "How Much Would You Pay to Resolve Long-Run Risk?," American Economic Review, American Economic Association, American Economic Association, vol. 104(9), pages 2680-97, September.
  31. Lars-Alexander Kuehn & Nicolas Petrosky-Nadeau & Lu Zhang, 2012. "An Equilibrium Asset Pricing Model with Labor Market Search," NBER Working Papers 17742, National Bureau of Economic Research, Inc.
  32. Tim Bollerslev & Viktor Todorov, 2011. "Tails, Fears, and Risk Premia," Journal of Finance, American Finance Association, American Finance Association, vol. 66(6), pages 2165-2211, December.
  33. Olaf Posch & Timo Trimborn, 2010. "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Economics Working Papers, School of Economics and Management, University of Aarhus 2010-08, School of Economics and Management, University of Aarhus.
  34. SAWADA Yasuyuki & Rima BHATTCHARYAY & KOTERA Tomoaki, 2011. "Aggregate Impacts of Natural and Man-made Disasters: A quantitative comparison," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) 11023, Research Institute of Economy, Trade and Industry (RIETI).
  35. Edith Liu & Karen Lewis, 2012. "International Consumption Risk Is Shared After All: An Asset Return View," 2012 Meeting Papers, Society for Economic Dynamics 643, Society for Economic Dynamics.
  36. Ryo Kato & Takayuki Tsuruga, 2011. "Bank Overleverage and Macroeconomic Fragility," IMES Discussion Paper Series 11-E-15, Institute for Monetary and Economic Studies, Bank of Japan.
  37. Olaf Posch & Timo Trimborn, 2011. "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade c016_044, DEGIT, Dynamics, Economic Growth, and International Trade.
  38. Sakai, Yoko & Estudillo, Jonna P. & Fuwa, Nobuhiko & Higuchi, Yuki & Sawada, Yasuyuki, 2012. "Do Natural Disasters Affect the Poor Disproportionately? The Case of Typhoon Milenyo in the Rural Philippines," PRIMCED Discussion Paper Series, Institute of Economic Research, Hitotsubashi University 31, Institute of Economic Research, Hitotsubashi University.
  39. Gollier, Christian, 2012. "Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes," TSE Working Papers, Toulouse School of Economics (TSE) 12-361, Toulouse School of Economics (TSE).
  40. Kazuo Nishimura & Alain Venditti, 2010. "Indeterminacy and expectation-driven uctuations with non-separable preferences," KIER Working Papers, Kyoto University, Institute of Economic Research 702, Kyoto University, Institute of Economic Research.
  41. Richard W. Evans & Laurence J. Kotlikoff & Kerk L. Phillips, 2012. "Game Over: Simulating Unsustainable Fiscal Policy," NBER Working Papers 17917, National Bureau of Economic Research, Inc.
  42. Matthew A. COLE & Robert J R ELLIOTT & OKUBO Toshihiro & Eric STROBL, 2013. "Natural Disasters and Plant Survival: The impact of the Kobe earthquake," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) 13063, Research Institute of Economy, Trade and Industry (RIETI).
  43. Buss, Adrian, 2013. "Capital controls and international financial stability: a dynamic general equilibrium analysis in incomplete markets," Working Paper Series, European Central Bank 1578, European Central Bank.
  44. Dolmas, Jim, 2013. "Disastrous disappointments: asset-pricing with disaster risk and disappointment aversion," Working Papers, Federal Reserve Bank of Dallas 1309, Federal Reserve Bank of Dallas.
  45. 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.
  46. Niemann, Stefan & Pichler, Paul, 2011. "Optimal fiscal and monetary policies in the face of rare disasters," European Economic Review, Elsevier, Elsevier, vol. 55(1), pages 75-92, January.
  47. Eduardo Cavallo & Ilan Noy, 2009. "The Economics of Natural Disasters: A Survey," Research Department Publications, Inter-American Development Bank, Research Department 4649, Inter-American Development Bank, Research Department.
  48. Jakub W. Jurek & Erik Stafford, 2011. "Crashes and Collateralized Lending," NBER Working Papers 17422, National Bureau of Economic Research, Inc.
  49. Eugenio Figueroa B. & Roberto Pasten C., 2012. "The insurance value of forests in supplying climate regulation," Working Papers, University of Chile, Department of Economics wp372, University of Chile, Department of Economics.
  50. Enrique G. Mendoza & Javier Bianchi, 2011. "Overborrowing, Financial Crises and ‘Macro-Prudential’ Policy?," IMF Working Papers 11/24, International Monetary Fund.
  51. Ruge-Murcia, Francisco, 2012. "Estimating nonlinear DSGE models by the simulated method of moments: With an application to business cycles," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(6), pages 914-938.
  52. Mehl, Arnaud, 2013. "Large global volatility shocks, equity markets and globalisation: 1885-2011," Working Paper Series, European Central Bank 1548, European Central Bank.
  53. Fransesco Furlanetto & Martin Seneca, 2010. "New Perspectives on Depreciation Shocks as a Source of Business Cycle Fluctuations," Economics, Department of Economics, Central bank of Iceland wp48, Department of Economics, Central bank of Iceland.
  54. Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2011. "Collateral Requirements and Asset Prices," 2011 Meeting Papers 737, Society for Economic Dynamics.
  55. Masako Ikefuji & Roger J. A. Laeven & Jan R. Magnus & Chris Muris, 2011. "Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model," ISER Discussion Paper, Institute of Social and Economic Research, Osaka University 0825, Institute of Social and Economic Research, Osaka University.
  56. Larbi Alaoui & Alvaro Sandroni, 2013. "Predestination and the Protestant ethic," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 1350, Department of Economics and Business, Universitat Pompeu Fabra.
  57. Tomas Havranek, 2013. "Publication Bias in Measuring Intertemporal Substitution," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies 2013/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2013.
  58. Mariko Hatase & Mototsugu Shintani & Tomoyoshi Yabu, 2013. "Great earthquakes, exchange rate volatility and government interventions," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics 13-00007, Vanderbilt University Department of Economics.
  59. Opening Speech by Masaaki Shirakawa, Governor of the Bank of Japan, 2011. "Bubbles, Demographic Change and Natural Disasters," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, Institute for Monetary and Economic Studies, Bank of Japan, vol. 29, pages 19-32, November.
  60. Lu Zhang & Howard Kung & Hang Bai, 2013. ""Shooting" the CAPM," 2013 Meeting Papers, Society for Economic Dynamics 905, Society for Economic Dynamics.
  61. Bertrand Candelon & Norbert Metiu & Stefan Straetmans, 2014. "Disentangling economic recessions and depressions," Working Papers, Department of Research, Ipag Business School 2014-328, Department of Research, Ipag Business School.
  62. Robert J. Barro & José F. Ursúa, 2012. "Rare Macroeconomic Disasters," Annual Review of Economics, Annual Reviews, Annual Reviews, vol. 4(1), pages 83-109, 07.
  63. Tomas Havranek & Roman Horvath & Zuzana Irsova & Marek Rusnak, 2014. "Cross-Country Heterogeneity in Intertemporal Substitution," Working Papers, Czech National Bank, Research Department 2014/06, Czech National Bank, Research Department.
  64. Douglas Sutherland & Peter Hoeller, 2013. "Growth-promoting Policies and Macroeconomic Stability," OECD Economics Department Working Papers 1091, OECD Publishing.
  65. Popov, Alexander, 2011. "Output growth and fluctuation: the role of financial openness," Working Paper Series, European Central Bank 1368, European Central Bank.
  66. Robert J. Barro & José F. Ursúa, 2009. "Stock-Market Crashes and Depressions," NBER Working Papers 14760, National Bureau of Economic Research, Inc.
  67. Rob Aalbers, 2013. "Optimal Discount Rates for Investments in Mitigation and Adaptation," CPB Discussion Paper 257, CPB Netherlands Bureau for Economic Policy Analysis.
  68. Larbi Alaoui & Alvaro Sandroni, 2013. "Predestination and the Protestant Ethic," Working Papers 679, Barcelona Graduate School of Economics.
  69. Volker Ziemann, 2013. "Do Structural Policies Affect Macroeconomic Stability?," OECD Economics Department Working Papers 1075, OECD Publishing.
  70. Popov, Alexander, 2014. "Credit constraints, equity market liberalization, and growth rate asymmetry," Journal of Development Economics, Elsevier, Elsevier, vol. 107(C), pages 202-214.
  71. Jess Benhabib & Chetan Dave, 2011. "Learning, Large Deviations and Rare Events," NBER Working Papers 16816, National Bureau of Economic Research, Inc.
  72. Rodolfo E. Manuelli & Ananth Seshadri, 2009. "Explaining International Fertility Differences," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 124(2), pages 771-807, May.
  73. Larry Epstein & Emmanuel Farhi & Tomasz Stralezcki, 2013. "How Much Would You Pay to Resolve Long-Run Risk?," Working Paper 106061, Harvard University OpenScholar.
  74. Hiroyuki Nakata, 2013. "Welfare effects of short-sale constraints under heterogeneous beliefs," Economic Theory, Springer, Springer, vol. 53(2), pages 283-314, June.
  75. repec:ipg:wpaper:201405 is not listed on IDEAS
  76. repec:bos:wpaper:wp2013-002 is not listed on IDEAS
  77. Alessandro Barattieri, 2011. "Comparative Advantage, Service Trade, and Global Imbalances," Cahiers de recherche, CIRPEE 1134, CIRPEE.
  78. Aloysius Gunadi Brata & Henri L.F. de Groot & Piet Rietveld, 2013. "Dynamics in Aceh and North Sumatera after the Twin Disasters," Tinbergen Institute Discussion Papers 13-115/VIII, Tinbergen Institute.
  79. Goetz von Peter & Sebastian von Dahlen & Sweta C Saxena, 2012. "Unmitigated disasters? New evidence on the macroeconomic cost of natural catastrophes," BIS Working Papers 394, Bank for International Settlements.
  80. Robert J. Barro, 2013. "Environmental Protection, Rare Disasters, and Discount Rates," NBER Working Papers 19258, National Bureau of Economic Research, Inc.
  81. Peter Christoffersen & Du Du & Redouane Elkamhi, 2013. "Rare Disasters and Credit Market Puzzles," CREATES Research Papers 2013-45, School of Economics and Management, University of Aarhus.
  82. Pagel, Michaela, 2012. "Expectations-Based Reference-Dependent Preferences and Asset Pricing," MPRA Paper 47933, University Library of Munich, Germany.
  83. Arrow, Kenneth J. & Cropper, Maureen L. & Gollier, Christian & Groom, Ben & Heal, Geoffrey M. & Newell, Richard G. & Nordhaus, William D. & Pindyck, Robert S. & Pizer, William A. & Portney, Paul R. & , 2012. "How Should Benefits and Costs Be Discounted in an Intergenerational Context? The Views of an Expert Panel," Discussion Papers, Resources For the Future dp-12-53, Resources For the Future.
  84. Ghiglino, Christian & Venditti, Alain, 2011. "Wealth distribution and output fluctuations," Journal of Economic Theory, Elsevier, Elsevier, vol. 146(6), pages 2478-2509.
  85. repec:ipg:wpaper:5 is not listed on IDEAS
  86. Karen K. Lewis & Edith X. Liu, 2012. "International Consumption Risk Is Shared After All: An Asset Return View," NBER Working Papers 17872, National Bureau of Economic Research, Inc.
  87. Cherif, Reda & Hasanov, Fuad, 2013. "Oil Exporters’ Dilemma: How Much to Save and How Much to Invest," World Development, Elsevier, Elsevier, vol. 52(C), pages 120-131.
  88. Frank Schorfheide & Dongho Song & Amir Yaron, 2013. "Identifying long-run risks: a bayesian mixed-frequency approach," Working Papers 13-39, Federal Reserve Bank of Philadelphia.
  89. Kadan, Ohad & Liu, Fang, 2014. "Performance evaluation with high moments and disaster risk," Journal of Financial Economics, Elsevier, Elsevier, vol. 113(1), pages 131-155.
  90. Philip R. Lane, 2008. "EMU and Financial Integration," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp272, IIIS.
  91. Kent Smetters & Xingtan Zhang, 2013. "A Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks," NBER Working Papers 19500, National Bureau of Economic Research, Inc.
  92. Robert Barro, 2009. "EconomicDynamics Interviews Robert Barro on Rare Events," EconomicDynamics Newsletter, Review of Economic Dynamics, Review of Economic Dynamics, vol. 10(2), April.
  93. Branger, Nicole & Grüning, Patrick & Kraft, Holger & Meinerding, Christoph, 2013. "Asset pricing under uncertainty about shock propagation," SAFE Working Paper Series 34, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  94. Blomberg S. Brock & Rose Adam Z., 2009. "Editor's Introduction to the Economic Impacts of the September 11, 2001, Terrorist Attacks," Peace Economics, Peace Science, and Public Policy, De Gruyter, De Gruyter, vol. 15(2), pages 1-16, July.
  95. Barattieri, Alessandro, 2014. "Comparative advantage, service trade, and global imbalances," Journal of International Economics, Elsevier, Elsevier, vol. 92(1), pages 1-13.
  96. Paul Levine, 2012. "Policy focus: Monetary policy in an uncertain world: probability models and the design of robust monetary rules," Indian Growth and Development Review, Emerald Group Publishing, Emerald Group Publishing, vol. 5(1), pages 70-88, April.