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Citations for "Crises and Recoveries in an Empirical Model of Consumption Disasters"

by Jose Ursua & Jon Steinsson & Emi Nakamura & Robert Barro

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  1. Backus, David & Chernov, Mikhail & Martin, Ian, 2009. "Disasters implied by equity index options," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7416, C.E.P.R. Discussion Papers.
  2. François Gourio, 2009. "Disasters Risk and Business Cycles," NBER Working Papers 15399, National Bureau of Economic Research, Inc.
  3. Volker Wieland & Christos Koulovatianos, 2011. "Asset Pricing under Rational Learning about Rare Disasters," 2011 Meeting Papers, Society for Economic Dynamics 1417, Society for Economic Dynamics.
  4. François Gourio & Michael Siemer & Adrien Verdelhan, 2011. "International Risk Cycles," NBER Working Papers 17277, National Bureau of Economic Research, Inc.
  5. Jushan Bai & Peng Wang, 2011. "Conditional Markov chain and its application in economic time series analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 26(5), pages 715-734, 08.
  6. 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.
  7. 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.
  8. Jules Vanbinsbergen & Wouter H. Hueskes & Ralph Koijen & Evert B Vrugt, 2012. "Equity Yields," Working Papers, Becker Friedman Institute for Research In Economics 2012-007, Becker Friedman Institute for Research In Economics.
    • Jules H. van Binsbergen & Wouter Hueskes & Ralph Koijen & Evert B. Vrugt, 2011. "Equity Yields," NBER Working Papers 17416, National Bureau of Economic Research, Inc.
  9. Francois Gourio, 2010. "Credit risk and Disaster risk," 2010 Meeting Papers, Society for Economic Dynamics 112, Society for Economic Dynamics.
  10. Auray, Stéphane & Eyquem, Aurélien & Jouneau-Sion, Frédéric, 2014. "Wars and capital destruction," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 41(C), pages 224-240.
  11. David Backus & Mikhail Chernov & Stanley E. Zin, 2011. "Sources of Entropy in Representative Agent Models," NBER Working Papers 17219, National Bureau of Economic Research, Inc.
  12. 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.
  13. Aizenman, Joshua & Noy, Ilan, 2013. "Public and private saving and the long shadow of macroeconomic shocks," Working Paper Series, Victoria University of Wellington, School of Economics and Finance 2776, Victoria University of Wellington, School of Economics and Finance.
  14. Glover, Andrew & Heathcote, Jonathan & Krueger, Dirk & Rios-Rull, Jose-Victor, 2014. "Intergenerational Redistribution in the Great Recession," Staff Report, Federal Reserve Bank of Minneapolis 498, Federal Reserve Bank of Minneapolis.
  15. van Binsbergen, Jules & Hueskes, Wouter & Koijen, Ralph & Vrugt, Evert, 2013. "Equity yields," Journal of Financial Economics, Elsevier, Elsevier, vol. 110(3), pages 503-519.
    • Jules H. van Binsbergen & Wouter Hueskes & Ralph Koijen & Evert B. Vrugt, 2011. "Equity Yields," NBER Working Papers 17416, National Bureau of Economic Research, Inc.
  16. Francesco Bianchi, 2010. "Rare Events, Financial Crises, and the Cross-Section of Asset Returns," Working Papers, Duke University, Department of Economics 10-40, Duke University, Department of Economics.
  17. 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.
  18. Robert J. Barro & Tao Jin, 2009. "On the Size Distribution of Macroeconomic Disasters," NBER Working Papers 15247, National Bureau of Economic Research, Inc.
  19. Holger Strulik & Timo Trimborn, 2014. "Natural disasters and macroeconomic performance: The role of residential investment," Center for European, Governance and Economic Development Research Discussion Papers, University of Goettingen, Department of Economics 194, University of Goettingen, Department of Economics.
  20. Emi Nakamura & J?n Steinsson, 2014. "Fiscal Stimulus in a Monetary Union: Evidence from US Regions," American Economic Review, American Economic Association, American Economic Association, vol. 104(3), pages 753-92, March.
  21. 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.
  22. Christian Traeger, 2012. "Once Upon a Time Preference - How Rationality and Risk Aversion Change the Rationale for Discounting," CESifo Working Paper Series, CESifo Group Munich 3793, CESifo Group Munich.
  23. Pierre-Olivier Gourinchas & Helene Rey & Nicolas Govillot, 2010. "Exorbitant Privilege and Exorbitant Duty," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan 10-E-20, Institute for Monetary and Economic Studies, Bank of Japan.
  24. Suzuki, Shiba, 2014. "An exploration of the effect of doubt during disasters on equity premiums," Economics Letters, Elsevier, Elsevier, vol. 123(3), pages 270-273.
  25. Gourio, François, 2012. "Macroeconomic implications of time-varying risk premia," Working Paper Series, European Central Bank 1463, European Central Bank.
  26. Suzuki, Shiba, 2012. "Stock market booms in economies damaged during World War II," Research in Economics, Elsevier, Elsevier, vol. 66(2), pages 175-183.
  27. Traeger, Christian, 2013. "A 4-stated DICE: quantitatively addressing uncertainty effects in climate change," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley qt9034k05t, Department of Agricultural & Resource Economics, UC Berkeley.
  28. Crost, Benjamin & Traeger, Christian P., 2013. "Optimal climate policy: Uncertainty versus Monte Carlo," Economics Letters, Elsevier, Elsevier, vol. 120(3), pages 552-558.
  29. Traeger, Christian, 2012. "A 4-stated DICE: quantitatively addressing uncertainty effects in climate change," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley qt6jx2p7fv, Department of Agricultural & Resource Economics, UC Berkeley.