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Citations for "Disasters Risk and Business Cycles"

by François Gourio

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  1. Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2013. "Measuring the Financial Soundness of U.S. Firms, 1926–2012," NBER Working Papers 19204, National Bureau of Economic Research, Inc.
  2. Cesa-Bianchi, Ambrogio & Fernandez-Corugedo, Emilio, 2014. "Uncertainty in a model with credit frictions," Bank of England working papers, Bank of England 496, Bank of England.
  3. Sylvain Leduc & Zheng Liu, 2012. "Uncertainty shocks are aggregate demand shocks," Working Paper Series, Federal Reserve Bank of San Francisco 2012-10, Federal Reserve Bank of San Francisco.
  4. repec:pdn:wpaper:77 is not listed on IDEAS
  5. 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, Review of Economic Dynamics 11-84, Review of Economic Dynamics.
  6. Susanto Basu & Brent Bundick, 2012. "Uncertainty shocks in a model of effective demand," Working Papers, Federal Reserve Bank of Boston 12-15, Federal Reserve Bank of Boston.
  7. Chong Wang & Neng Wang & Jinqiang Yang, 2013. "Optimal Consumption and Savings with Stochastic Income," NBER Working Papers 19319, National Bureau of Economic Research, Inc.
  8. 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.
  9. Hengjie Ai & Mariano Massimiliano Croce & Kai Li, 2013. "Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 26(2), pages 491-530.
  10. Christoph Gortz & John D Tsoukalas, 2012. "News and Financial Intermediation in Aggregate and Sectoral Fluctuations," Discussion Papers, Department of Economics, University of Birmingham 12-10, Department of Economics, University of Birmingham.
  11. Grammig, Joachim & Sönksen, Jantje, 2014. "Consumption-based asset pricing with rare disaster risk," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) 14-06, University of Cologne, Centre for Financial Research (CFR).
  12. 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.
  13. Ippei Fujiwara & Lena Mareen Körber & Daisuke Nagakura, 2011. "How much asymmetry is there in bond returns and exchange rates?," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 93, Federal Reserve Bank of Dallas.
  14. Mariano Max Croce, 2010. "Tax Uncertainty, Leverage and Asset Prices," 2010 Meeting Papers, Society for Economic Dynamics 1084, Society for Economic Dynamics.
  15. Adam, Klaus & Grill, Michael, 2012. "Optimal Sovereign Default," Working Papers, University of Mannheim, Department of Economics 12-16, University of Mannheim, Department of Economics.
  16. Görtz, Christoph & Tsoukalas, John, 2011. "News and Financial Intermediation in Aggregate Fluctuations," MPRA Paper 34113, University Library of Munich, Germany, revised Oct 2011.
  17. Ivan Jaccard, 2010. "Asset Pricing and Housing Supply in a Production Economy," 2010 Meeting Papers, Society for Economic Dynamics 605, Society for Economic Dynamics.
  18. Francois Gourio, 2010. "Credit risk and Disaster risk," 2010 Meeting Papers, Society for Economic Dynamics 112, Society for Economic Dynamics.
  19. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, American Economic Association, vol. 51(4), pages 1120-54, December.
  20. Christoph Görtz & John D. Tsoukalas, 2013. "Sector Specific News Shocks in Aggregate and Sectoral Fluctuations," CESifo Working Paper Series 4269, CESifo Group Munich.
  21. Mark Gertler & Peter Karadi, 2013. "QE 1 vs. 2 vs. 3. . . : A Framework for Analyzing Large-Scale Asset Purchases as a Monetary Policy Tool," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 5-53, January.
  22. Max Gillman & Michal Kejak & Michal Pakos, 2014. "Learning about Rare Disasters: Implications for Consumptions and Asset Prices," CEU Working Papers, Department of Economics, Central European University 2014_2, Department of Economics, Central European University.
  23. 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.
  24. François Gourio & Michael Siemer & Adrien Verdelhan, 2011. "International Risk Cycles," NBER Working Papers 17277, National Bureau of Economic Research, Inc.
  25. Christoph Görtz & John D. Tsoukalas, 2013. "News shocks and business cycles: bridging the gap from different methodologies," Working Papers, Business School - Economics, University of Glasgow 2013_25, Business School - Economics, University of Glasgow.
  26. Reda Cherif & Fuad Hasanov, 2012. "The Volatility Trap," IMF Working Papers, International Monetary Fund 12/134, International Monetary Fund.
  27. repec:pra:mprapa:38985 is not listed on IDEAS
  28. Max Gillman & Michal Kejak & Michal Pakos, 2014. "Learning about Disaster Risk: Joint Implications for Consumption and Asset Prices," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economic Institute, Prague wp507, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  29. Eric Swanson, 2013. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," 2013 Meeting Papers, Society for Economic Dynamics 1137, Society for Economic Dynamics.
  30. M. Falagiarda & M. Marzo, 2012. "A DSGE model with Endogenous Term Structure," Working Papers wp830, Dipartimento Scienze Economiche, Universita' di Bologna.
  31. Eric T. Swanson, 2012. "Risk aversion, risk premia, and the labor margin with generalized recursive preferences," Working Paper Series, Federal Reserve Bank of San Francisco 2012-17, Federal Reserve Bank of San Francisco.
  32. Cherchye, L.J.H. & Crawford, I. & Rock, B. de & Vermeulen, F.M.P., 2011. "Aggregation without the Aggravation? Nonparametric Analysis of the Representative Consumer," Discussion Paper, Tilburg University, Center for Economic Research 2011-143, Tilburg University, Center for Economic Research.
  33. Chudik, Alexander & Fratzscher, Marcel, 2010. "Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8093, C.E.P.R. Discussion Papers.
  34. Lu Zhang & Howard Kung & Hang Bai, 2013. ""Shooting" the CAPM," 2013 Meeting Papers, Society for Economic Dynamics 905, Society for Economic Dynamics.
  35. Alexander Chudik & Marcel Fratzscher, 2012. "Liquidity, risk and the global transmission of the 2007–08 financial crisis and the 2010–11 sovereign debt crisis title," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 107, Federal Reserve Bank of Dallas.
  36. Jaccard Ivan, 2011. "Asset Pricing and Housing Supply in a Production Economy," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 11(1), pages 1-40, October.
  37. Andrew Y. Chen, 2013. "External Habit in a Production Economy," 2013 Papers, Job Market Papers pch1244, Job Market Papers.
  38. Francesco Bianchi & Cosmin L. Ilut & Martin Schneider, 2014. "Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle," NBER Working Papers 20081, National Bureau of Economic Research, Inc.
  39. Thomas Gries & Natasa Bilkic, 2014. "Investment under Threat of Disaster," Working Papers CIE 77, University of Paderborn, CIE Center for International Economics.
  40. 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.
  41. Volker Ziemann, 2012. "Debt and Macroeconomic Stability: Debt and the Business Cycle," OECD Economics Department Working Papers, OECD Publishing 1005, OECD Publishing.
  42. Huixin Bi & Wenyi Shen & Shu-Chun S. Yang, 2014. "Fiscal Limits, External Debt, and Fiscal Policy in Developing Countries," IMF Working Papers, International Monetary Fund 14/49, International Monetary Fund.
  43. Bakshi, Gurdip & Chabi-Yo, Fousseni, 2011. "Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2011-11, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  44. Bachmann, Rüdiger & Bayer, Christian, 2013. "‘Wait-and-See’ business cycles?," Journal of Monetary Economics, Elsevier, Elsevier, vol. 60(6), pages 704-719.
  45. Chudik, Alexander & Fratzscher, Marcel, 2012. "Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis," Working Paper Series, European Central Bank 1416, European Central Bank.
  46. Marlène Isoré & Urszula Szczerbowicz, 2013. "Disaster Risk in a New Keynesian Model," Working Papers, CEPII research center 2013-12, CEPII research center.
  47. Li, Minqiang, 2010. "Asset Pricing - A Brief Review," MPRA Paper 22379, University Library of Munich, Germany.
  48. Kliem, Martin & Uhlig, Harald, 2013. "Bayesian estimation of a DSGE model with asset prices," Discussion Papers, Deutsche Bundesbank, Research Centre 37/2013, Deutsche Bundesbank, Research Centre.
  49. Tausch, Arno, 2013. "The hallmarks of crisis. A new center-periphery perspective on long cycles," MPRA Paper 48356, University Library of Munich, Germany.