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Johannes Pfeifer

Citations

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Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Benjamin Born & Gernot J. Müller & Johannes Pfeifer, 2020. "Does Austerity Pay Off?," The Review of Economics and Statistics, MIT Press, vol. 102(2), pages 323-338, May.

    Mentioned in:

    1. Does Austerity Pay Off? (REStat 2020) in ReplicationWiki ()
  2. Pfeifer, Johannes, 2016. "Macroeconomic Effects of Financial Shocks: Comment," Dynare Working Papers 50, CEPREMAP.

    Mentioned in:

    1. Macroeconomic Effects of Financial Shocks: Comment (Dynare WP 2016) in ReplicationWiki ()

Working papers

  1. Adjemian, Stéphane & Juillard, Michel & Karamé, Fréderic & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2024. "Dynare: Reference Manual, Version 6," Dynare Working Papers 80, CEPREMAP, revised Nov 2025.

    Cited by:

    1. Aryan Eftekhari & Michel Juillard & Normann Rion & Simon Scheidegger, 2025. "Scalable Global Solution Techniques for High-Dimensional Models in Dynare," Papers 2503.11464, arXiv.org.
    2. Stefan Hohberger, 2025. "Germany’s macroeconomic drivers during the pandemic and inflation surge," International Economics and Economic Policy, Springer, vol. 22(1), pages 1-49, February.
    3. Jean-Guillaume Sahuc & Gauthier Vermandel & Frank Smets, 2024. "The New Keynesian Climate Model," Working papers 977, Banque de France.
    4. S. S. Lazaryan & I. V. Nikonov & S. S. Sudakov, 2024. "Impact of Accounting for Financial Market Imperfections on the Predictive Power of the DSGE Model of the Russian Economy," Studies on Russian Economic Development, Springer, vol. 35(4), pages 530-539, August.

  2. Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Mihoubi, Ferhat & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2022. "Dynare: Reference Manual Version 5," Dynare Working Papers 72, CEPREMAP, revised Mar 2023.
    • Stéphane Adjemian & Houtan Bastani & Michel Juillard & Frédéric Karamé & Ferhat Mihoubi & Willi Mutschler & Johannes Pfeifer & Marco Ratto & Sébastien Villemot & Normann Rion, 2023. "Dynare: Reference Manual Version 5," PSE Working Papers hal-04219920, HAL.
    • Stéphane Adjemian & Houtan Bastani & Michel Juillard & Frédéric Karamé & Ferhat Mihoubi & Willi Mutschler & Johannes Pfeifer & Marco Ratto & Sébastien Villemot & Normann Rion, 2023. "Dynare: Reference Manual Version 5," Working Papers hal-04219920, HAL.

    Cited by:

    1. Ferri, Javier & Herranz-Baez, Francisca, 2024. "Government expenditure and the housing puzzle: Unpacking mechanisms," Economic Modelling, Elsevier, vol. 140(C).
    2. Gantert, Konstantin, 2022. "The impact of active aggregate demand on utilisation-adjusted TFP," IWH Discussion Papers 9/2022, Halle Institute for Economic Research (IWH).
    3. William Gatt, 2022. "MEDSEA-FIN: an estimated DSGE model with housing and financial frictions for Malta," CBM Working Papers WP/05/2022, Central Bank of Malta.
    4. Karadi, Peter & Nakov, Anton & Nuño, Galo & Pasten, Ernesto & Thaler, Dominik, 2025. "Strike while the iron is hot – optimal monetary policy under state-dependent pricing," Working Paper Series 3068, European Central Bank.
    5. Guljanov, Gaygysyz & Mutschler, Willi & Trede, Mark, 2022. "Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve," Dynare Working Papers 78, CEPREMAP.
    6. Gantert, Konstantin, 2022. "The Impact of Active Aggregate Demand on Utilization-Adjusted TFP," VfS Annual Conference 2022 (Basel): Big Data in Economics 264103, Verein für Socialpolitik / German Economic Association.
    7. Alexander Eliseev, 2025. "Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables," Russian Journal of Money and Finance, Bank of Russia, vol. 84(3), pages 63-93, September.
    8. Peter Karadi & Anton Nakov & Galo Nuño & Ernesto Pastén & Dominik Thaler, 2024. "Strike while the Iron is Hot - Optimal Monetary Policy with a Nonlinear Phillips Curve," Working Papers Central Bank of Chile 1025, Central Bank of Chile.
    9. Alexander Eliseev, 2025. "Nowcasting Russian GDP in a mixed-frequency DSGE model with a panel of non-modelled variables," Bank of Russia Working Paper Series wps145, Bank of Russia.
    10. del Río, Fernando & Lores, Francisco-Xavier, 2023. "Accounting for the role of investment frictions in recessions," MPRA Paper 116024, University Library of Munich, Germany.

  3. Benjamin Born & Francesco D’Ascanio & Gernot J. Müller & Johannes Pfeifer, 2021. "Mr. Keynes Meets the Classics: Government Spending and the Real Exchange Rate," ifo Working Paper Series 352, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.

    Cited by:

    1. Boysen-Hogrefe, Jens & Groll, Dominik & Hoffmann, Timo & Jannsen, Nils & Kooths, Stefan & Schröder, Christian, 2025. "Deutsche Wirtschaft im Sommer 2025: Talsohle erreicht, Erholungssignale verdichten sich [German Economy in Summer 2025: Signs of recovery as economy bottoms out]," Kieler Konjunkturberichte 125, Kiel Institute for the World Economy.
    2. Laurent Ferrara & Luca Metelli & Filippo Natoli & Daniele Siena, 2020. "Questioning the puzzle: Fiscal policy, exchange rate and inflation," Working papers 752, Banque de France.
    3. Kim, Hyeongwoo & Shao, Peng & Zhang, Shuwei, 2023. "Policy coordination and the effectiveness of fiscal stimulus," Journal of Macroeconomics, Elsevier, vol. 75(C).
    4. Naser Yenus Nuru & Hayelom Yrgaw Gereziher, 2021. "The impacts of public expenditure innovations on real exchange rate volatility in South Africa," WIDER Working Paper Series wp-2021-72, World Institute for Development Economic Research (UNU-WIDER).
    5. Matthias Burgert & Philipp Pfeiffer & Werner Roeger, 2021. "Fiscal policy in a monetary union with downward nominal wage rigidity," Working Papers 2021-16, Swiss National Bank.
    6. García, Carlos J. & González, Wildo & Valenzuela, Gabriel, 2025. "The valuation of economic recovery: The case for investment-led fiscal spending policies in open economies," International Review of Economics & Finance, Elsevier, vol. 99(C).
    7. Gancho Ganchev & Ivan Todorov, 2021. "Taxation, government spending and economic growth: The case of Bulgaria," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, vol. 7(3), pages 255-266.
    8. Olejnik, Łukasz Wiktor, 2023. "Short-run multiplier effects of military expenditures in NATO's Eastern Flank countries in 1999–2021," Journal of Comparative Economics, Elsevier, vol. 51(4), pages 1344-1355.
    9. Luca Fornaro, 2025. "Fiscal stimulus with supply constraints," Economics Working Papers 1922, Department of Economics and Business, Universitat Pompeu Fabra.
    10. HSING, Yu, 2021. "Are The Predictions Of The Mundell-Fleming Model Applicable To Argentina?," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 21(1), pages 37-48.
    11. Duque Gabriel, Ricardo & Klein, Mathias & Pesso, Ana Sofia, 2020. "The Effects of Government Spending in the Eurozone," Working Paper Series 400, Sveriges Riksbank (Central Bank of Sweden).
    12. Damiano Di Francesco & Omar Pietro Carnevale, 2025. "Are Hysteresis Effects Nonlinear?," LEM Papers Series 2025/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    13. Liu, Siming, 2022. "Government spending during sudden stop crises," Journal of International Economics, Elsevier, vol. 135(C).
    14. Haug, Alfred A. & Sznajderska, Anna, 2024. "Government spending multipliers: Is there a difference between government consumption and investment purchases?," Journal of Macroeconomics, Elsevier, vol. 79(C).
    15. Anne Kathrin Funk & Daniel Kaufmann, 2022. "Do Sticky Wages Matter? New Evidence from Matched Firm Survey and Register Data," Economica, London School of Economics and Political Science, vol. 89(355), pages 689-712, July.
    16. Lorenti, A.Nicolás & Mora-Ruano, Rubén & Fernández Romero, Daniel & Angoitia Grijalba, Miguel, 2025. "Fiscal Forecast Errors in the Eurozone: The Influence of Independent Fiscal Institutions (IFIs) and Monetary Policy," Hacienda Pública Española / Review of Public Economics, IEF, vol. 254(3), pages 119-156, September.
    17. Jo, Yoon Joo, 2025. "Beyond the spike at zero: Understanding nominal wage rigidity through empirical and model-based approaches," Journal of International Economics, Elsevier, vol. 157(C).
    18. Benatti, Nicola & Groiss, Martin & Kelly, Petra & Lopez-Garcia, Paloma, 2024. "Environmental regulation and productivity growth in the euro area: Testing the porter hypothesis," Journal of Environmental Economics and Management, Elsevier, vol. 126(C).
    19. Mr. Tidiane Kinda & Andras Lengyel & Kaustubh Chahande, 2022. "Fiscal Multipliers During Pandemics," IMF Working Papers 2022/149, International Monetary Fund.
    20. Lukasz Wiktor Olejnik, 2023. "Economic growth and military expenditure in the countries on NATOʼs Eastern flank in 1999–2021," Bank of Estonia Working Papers wp2023-2, Bank of Estonia, revised 09 May 2023.
    21. Ferrara, Laurent & Metelli, Luca & Natoli, Filippo & Siena, Daniele, 2021. "Questioning the puzzle: Fiscal policy, real exchange rate and inflation," Journal of International Economics, Elsevier, vol. 133(C).
    22. Wataru Hirata & Toshitaka Maruyama & Tomohide Mineyama, 2020. "Flattening of the Wage Phillips Curve and Downward Nominal Wage Rigidity: The Japanese Experience in the 2010s," Bank of Japan Working Paper Series 20-E-4, Bank of Japan.
    23. James Cloyne & Òscar Jordà & Alan M. Taylor, 2023. "State-Dependent Local Projections: Understanding Impulse Response Heterogeneity," Working Paper Series 2023-05, Federal Reserve Bank of San Francisco.
    24. Yoon J. Jo & Sarah Zubairy, 2021. "State dependent government spending multipliers: Downward nominal wage rigidity and sources of business cycle fluctuations," Working Papers 20210127-001, Texas A&M University, Department of Economics.
    25. Ilzetzki, Ethan, 2025. "Guns and growth: The economic consequences of defense buildups," Kiel Reports 2, Kiel Institute for the World Economy.
    26. Kolasa, Marcin & Laséen, Stefan & Lindé, Jesper, 2025. "Unconventional Monetary Policies in Small Open Economies," Working Paper Series 450, Sveriges Riksbank (Central Bank of Sweden).
    27. Ramona Tiganasu & Gabriela Carmen Pascariu & Dan Lupu, 2022. "Competitiveness, fiscal policy and corruption: evidence from Central and Eastern European countries," Oeconomia Copernicana, Institute of Economic Research, vol. 13(3), pages 667-698, September.
    28. Di Serio, Mario & Fragetta, Matteo & Gasteiger, Emanuel & Melina, Giovanni, 2023. "The Euro Area Government Spending Multiplier in Demand- and Supply-Driven Recessions?," ECON WPS - Working Papers in Economic Theory and Policy 02/2023, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.

  4. Born, Benjamin & Müller, Gernot & Pfeifer, Johannes, 2020. "Uncertainty shocks in currency unions," CEPR Discussion Papers 15579, C.E.P.R. Discussion Papers.

    Cited by:

    1. Malak Kandoussi & François Langot, 2022. "Uncertainty shocks and unemployment dynamics," Post-Print hal-04204670, HAL.
    2. Ambrocio, Gene, 2022. "Inflationary household uncertainty shocks," Bank of Finland Research Discussion Papers 5/2022, Bank of Finland.

  5. Benjamin Born & Gernot Müller & Johannes Pfeifer & Susanne Wellmann, 2020. "Different No More: Country Spreads in Advanced and Emerging Economies," CESifo Working Paper Series 8083, CESifo.

    Cited by:

    1. Silvia Marchesi & Tania Masi & Pietro Bomprezzi, 2024. "Is to Forgive to Forget? Sovereign Risk in the Aftermath of Private or Official Debt Restructurings," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 292-334, March.
    2. Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt, 2024. "Macroprudential capital regulation and fiscal balances in the euro area," Journal of International Money and Finance, Elsevier, vol. 143(C).
    3. Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021. "Identifying indicators of systemic risk," Journal of International Economics, Elsevier, vol. 132(C).
    4. Ioannou, Demosthenes & Stracca, Livio & Pagliari, Maria Sole, 2020. "The international dimension of an incomplete EMU," Working Paper Series 2459, European Central Bank.
    5. Demosthenes Ioannou & Maria Sole Pagliari & Livio Stracca, 2020. "The international dimension of a fragile EMU," Working papers 795, Banque de France.
    6. Li, Xiang, 2021. "Dilemma and global financial cycle: Evidence from capital account liberalisation episodes," IWH Discussion Papers 13/2021, Halle Institute for Economic Research (IWH).
    7. Li, Xiang & Su, Dan, 2022. "Surges and instability: The maturity shortening channel," Journal of International Economics, Elsevier, vol. 139(C).
    8. Andrea Bacchiocchi & Alessandro Bellocchi & Gian Italo Bischi & Giuseppe Travaglini, 2024. "A non-linear model of public debt with bonds and money finance," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 41(2), pages 457-498, July.
    9. Ioannou, Demosthenes & Pagliari, Maria Sole & Stracca, Livio, 2024. "The international impact of a fragile EMU," European Economic Review, Elsevier, vol. 161(C).
    10. Silvia Marchesi & Tania Masi & Pietro Bomprezzi, 2021. "Is to Forgive to Forget? Sovereign Risk in the Aftermath of a Default," Development Working Papers 475, Centro Studi Luca d'Agliano, University of Milano.
    11. Gabriel, Ricardo Duque & Klein, Mathias & Pessoa, Sofia, 2022. "The Political Costs of Austerity," Working Paper Series 418, Sveriges Riksbank (Central Bank of Sweden).
    12. Oliver Hülsewig & Horst Rottmann, 2022. "Euro Area Periphery Countries' Fiscal Policy and Monetary Policy Surprises," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 544-568, June.

  6. Benjamin Born & Francesco D'Ascanio & Gernot Müller & Johannes Pfeifer, 2019. "The Worst of Both Worlds: Fiscal Policy and Fixed Exchange Rates," CESifo Working Paper Series 7922, CESifo.

    Cited by:

    1. Laurent Ferrara & Luca Metelli & Filippo Natoli & Daniele Siena, 2020. "Questioning the puzzle: Fiscal policy, exchange rate and inflation," Working papers 752, Banque de France.
    2. Kim, Hyeongwoo & Shao, Peng & Zhang, Shuwei, 2023. "Policy coordination and the effectiveness of fiscal stimulus," Journal of Macroeconomics, Elsevier, vol. 75(C).
    3. Naser Yenus Nuru & Hayelom Yrgaw Gereziher, 2021. "The impacts of public expenditure innovations on real exchange rate volatility in South Africa," WIDER Working Paper Series wp-2021-72, World Institute for Development Economic Research (UNU-WIDER).
    4. Matthias Burgert & Philipp Pfeiffer & Werner Roeger, 2021. "Fiscal policy in a monetary union with downward nominal wage rigidity," Working Papers 2021-16, Swiss National Bank.
    5. Olejnik, Łukasz Wiktor, 2023. "Short-run multiplier effects of military expenditures in NATO's Eastern Flank countries in 1999–2021," Journal of Comparative Economics, Elsevier, vol. 51(4), pages 1344-1355.
    6. HSING, Yu, 2021. "Are The Predictions Of The Mundell-Fleming Model Applicable To Argentina?," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 21(1), pages 37-48.
    7. Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2021. "Risk sharing in currency unions: The migration channel," University of Tübingen Working Papers in Business and Economics 144, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
    8. Duque Gabriel, Ricardo & Klein, Mathias & Pesso, Ana Sofia, 2020. "The Effects of Government Spending in the Eurozone," Working Paper Series 400, Sveriges Riksbank (Central Bank of Sweden).
    9. Liu, Siming, 2022. "Government spending during sudden stop crises," Journal of International Economics, Elsevier, vol. 135(C).
    10. Anne Kathrin Funk & Daniel Kaufmann, 2022. "Do Sticky Wages Matter? New Evidence from Matched Firm Survey and Register Data," Economica, London School of Economics and Political Science, vol. 89(355), pages 689-712, July.
    11. Benatti, Nicola & Groiss, Martin & Kelly, Petra & Lopez-Garcia, Paloma, 2024. "Environmental regulation and productivity growth in the euro area: Testing the porter hypothesis," Journal of Environmental Economics and Management, Elsevier, vol. 126(C).
    12. Mr. Tidiane Kinda & Andras Lengyel & Kaustubh Chahande, 2022. "Fiscal Multipliers During Pandemics," IMF Working Papers 2022/149, International Monetary Fund.
    13. Lukasz Wiktor Olejnik, 2023. "Economic growth and military expenditure in the countries on NATOʼs Eastern flank in 1999–2021," Bank of Estonia Working Papers wp2023-2, Bank of Estonia, revised 09 May 2023.
    14. Ferrara, Laurent & Metelli, Luca & Natoli, Filippo & Siena, Daniele, 2021. "Questioning the puzzle: Fiscal policy, real exchange rate and inflation," Journal of International Economics, Elsevier, vol. 133(C).
    15. Wataru Hirata & Toshitaka Maruyama & Tomohide Mineyama, 2020. "Flattening of the Wage Phillips Curve and Downward Nominal Wage Rigidity: The Japanese Experience in the 2010s," Bank of Japan Working Paper Series 20-E-4, Bank of Japan.
    16. Yoon J. Jo & Sarah Zubairy, 2021. "State dependent government spending multipliers: Downward nominal wage rigidity and sources of business cycle fluctuations," Working Papers 20210127-001, Texas A&M University, Department of Economics.
    17. Ramona Tiganasu & Gabriela Carmen Pascariu & Dan Lupu, 2022. "Competitiveness, fiscal policy and corruption: evidence from Central and Eastern European countries," Oeconomia Copernicana, Institute of Economic Research, vol. 13(3), pages 667-698, September.

  7. Benjamin Born & Johannes Pfeifer, 2017. "Uncertainty-driven Business Cycles: Assessing the Markup Channel," CESifo Working Paper Series 6303, CESifo.

    Cited by:

    1. Dlugoszek, Grzegorz, 2018. "Macroeconomic Effects of Financial Uncertainty," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181596, Verein für Socialpolitik / German Economic Association.
    2. Angelo Marsiglia Fasolo, 2018. "Monetary Policy Volatility Shocks in Brazil," Working Papers Series 480, Central Bank of Brazil, Research Department.
    3. Meinen, Philipp & Röhe, Oke, 2018. "To sign or not to sign? On the response of prices to financial and uncertainty shocks," Discussion Papers 33/2018, Deutsche Bundesbank.
    4. Efrem Castelnuovo, 2022. "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers 0279, Dipartimento di Scienze Economiche "Marco Fanno".
    5. Qazi Haque & Leandro M. Magnusson, 2020. "Uncertainty shocks and inflation dynamics in the U.S," Economics Discussion / Working Papers 20-25, The University of Western Australia, Department of Economics.
    6. Bachmann, Rüdiger & Born, Benjamin & Elstner, Steffen & Grimme, Christian, 2019. "Time-varying business volatility and the price setting of firms," Journal of Monetary Economics, Elsevier, vol. 101(C), pages 82-99.
    7. Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2023. "The confidence channel of U.S. financial uncertainty: Evidence from industry-level data," Economic Modelling, Elsevier, vol. 129(C).
    8. Kim, Wongi, 2019. "Government spending policy uncertainty and economic activity: US time series evidence," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
    9. Magnus Reif, 2020. "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87.
    10. Anastasiia Antonova & Mykhailo Matvieiev & Céline Poilly, 2025. "Macroeconomic Shocks in the Fog: The Role of Endogenous Uncertainty," AMSE Working Papers 2538, Aix-Marseille School of Economics, France.
    11. Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2018. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," "Marco Fanno" Working Papers 0222, Dipartimento di Scienze Economiche "Marco Fanno".
    12. Ignacio Lozano-Espitia & Fernando Arias-Rodríguez & Jesus Bejarano & Andres Gonzalez & Clark Granger-Castaño & Franz Hamann & Yurany Hernández-Turca & Juan Manuel Julio-Román & Martha López & Juan C. , 2019. "La política fiscal y la estabilización macroeconómica en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 90, pages 1-60, April.
    13. Beckmann, Joscha & Czudaj, Robert L., 2024. "Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring," MPRA Paper 119971, University Library of Munich, Germany.
    14. Meinen, Philipp & Roehe, Oke, 2017. "On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area," European Economic Review, Elsevier, vol. 92(C), pages 161-179.
    15. Baxa, Jaromír & Šestořád, Tomáš, 2025. "Common and country-specific uncertainty shocks in europe: Why their nature matters for policy," Economic Modelling, Elsevier, vol. 150(C).
    16. Pintér, Gábor, 2023. "Inflation and uncertainty in New Keynesian models: A note," Economics Letters, Elsevier, vol. 222(C).
    17. Mathias Krogh & Giovanni Pellegrino, "undated". "Real Activity and Uncertainty Shocks: The Long and the Short of It," "Marco Fanno" Working Papers 0310, Dipartimento di Scienze Economiche "Marco Fanno".
    18. Todd Potts & Jennifer Roy, 2025. "The heterogeneous impact of uncertainty shocks on labour market outcomes for men and women," Applied Economics, Taylor & Francis Journals, vol. 57(50), pages 8327-8345, October.
    19. Davide Brignone & Luca Gambetti & Martino Ricci, 2025. "Geopolitical risk shocks: when size matters," Bank of England working papers 1118, Bank of England.
    20. Miescu, Mirela S., 2023. "Uncertainty shocks in emerging economies: A global to local approach for identification," European Economic Review, Elsevier, vol. 154(C).
    21. Born, Benjamin & Müller, Gernot & Pfeifer, Johannes, 2020. "Uncertainty shocks in currency unions," CEPR Discussion Papers 15579, C.E.P.R. Discussion Papers.
    22. Martha Elena Delgado-Rojas & Hernán Rincón-Castro, 2017. "Incertidumbre acerca de la política fiscal y ciclo económico," Borradores de Economia 1008, Banco de la Republica de Colombia.
    23. Andreasen, Martin M. & Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2024. "Does risk matter more in recessions than in expansions? Implications for monetary policy," Journal of Monetary Economics, Elsevier, vol. 143(C).
    24. Gründler, Daniel, 2024. "Does the inflation pass-through of gasoline price shocks depend on the level of inflation?," Economics Letters, Elsevier, vol. 243(C).
    25. Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2024. "Friend, Not Foe - Energy Prices and European Monetary Policy," Discussion Papers of DIW Berlin 2089, DIW Berlin, German Institute for Economic Research.
    26. Ferrari Minesso, Massimo & Pagliari, Maria Sole, 2025. "DSGE Nash: Solving Nash games in macro models," Journal of Economic Dynamics and Control, Elsevier, vol. 178(C).
    27. Giulia Piccillo & Poramapa Poonpakdee, 2023. "Ambiguous Business Cycles, Recessions and Uncertainty: A Quantitative Analysis," CESifo Working Paper Series 10646, CESifo.
    28. Liao, Shian-Yu & Chen, Been-Lon, 2023. "News shocks to investment-specific technology in business cycles," European Economic Review, Elsevier, vol. 152(C).
    29. Céline Poilly & Fabien Tripier, 2023. "Regional Trade Policy Uncertainty," AMSE Working Papers 2321, Aix-Marseille School of Economics, France.
    30. Efrem Castelnuovo & Lorenzo Mori, 2022. "Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens," CESifo Working Paper Series 10062, CESifo.
    31. Kučera, Adam & Kočenda, Evžen & Maršál, Aleš, 2025. "Yield curve dynamics and fiscal policy shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 178(C).
    32. Xu, Qinhua & Fu, Buben & Wang, Bin, 2022. "The effects of oil price uncertainty on China’s economy," Energy Economics, Elsevier, vol. 107(C).
    33. Chatterjee, Pratiti, 2024. "Uncertainty shocks, financial frictions, and business cycle asymmetries across countries," European Economic Review, Elsevier, vol. 162(C).
    34. Lukas Freund & Hanbaek Lee & Pontus Rendahl, 2023. "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 117-137, December.
    35. Ambrocio, Gene, 2022. "Inflationary household uncertainty shocks," Bank of Finland Research Discussion Papers 5/2022, Bank of Finland.

  8. Pfeifer, Johannes, 2016. "Macroeconomic Effects of Financial Shocks: Comment," Dynare Working Papers 50, CEPREMAP.

    Cited by:

    1. Thomas Drechsel, 2018. "Earnings-Based Borrowing Constraints and Macroeconomic Fluctuations," 2018 Papers pdr141, Job Market Papers.
    2. Gabrovski, Miroslav & Geromichalos, Athanasios & Herrenbrueck, Lucas & Kospentaris, Ioannis & Lee, Sukjoon, 2025. "The real effects of financial disruptions in a monetary economy," Journal of Monetary Economics, Elsevier, vol. 151(C).
    3. Carnicelli, Lauro, 2018. "Financial shocks and endogenous labor market participation," MPRA Paper 90254, University Library of Munich, Germany.

  9. Born, Benjamin & Pfeifer, Johannes, 2016. "The New Keynesian Wage Phillips Curve: Calvo vs. Rotemberg," Dynare Working Papers 51, CEPREMAP.

    Cited by:

    1. Montoro, Carlos & Ortiz, Marco, 2023. "The portfolio balance channel of capital flows and foreign exchange intervention in a small open economy," Journal of International Money and Finance, Elsevier, vol. 133(C).
    2. Christian Schoder & Remzi Baris Tercioglu, 2024. "A climate-fiscal policy mix to achieve Türkiye’s net-zero ambition under feasibility constraints," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 21(2), pages 331-359, April.
    3. Khalil, Makram, 2020. "Global oil prices and the macroeconomy: The role of tradeable manufacturing versus nontradeable services," Discussion Papers 60/2020, Deutsche Bundesbank.
    4. Barattieri, Alessandro & Cacciatore, Matteo & Ghironi, Fabio, 2021. "Protectionism and the business cycle," Journal of International Economics, Elsevier, vol. 129(C).
    5. Peiris, M.U. & Shirobokov, A. & Tsomocos, D.P., 2024. "Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?," Journal of International Money and Finance, Elsevier, vol. 141(C).
    6. Benjamin Born & Johannes Pfeifer, 2021. "Uncertainty‐driven business cycles: Assessing the markup channel," Quantitative Economics, Econometric Society, vol. 12(2), pages 587-623, May.
    7. Yuto Iwasaki & Ichiro Muto & Mototsugu Shintani, 2018. "Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model," IMES Discussion Paper Series 18-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
    8. Dmitry Kreptsev & Sergei Seleznev, 2017. "DSGE Model of the Russian Economy with the Banking Sector," Bank of Russia Working Paper Series wps27, Bank of Russia.
    9. Bergholt, Drago & Røisland, Øistein & Sveen, Tommy & Torvik, Ragnar, 2023. "Monetary policy when export revenues drop," Journal of International Money and Finance, Elsevier, vol. 137(C).
    10. Ortiz, Marco & Inca, Arthur & Solf, Fabrizio, 2024. "Welfare implications of nomimal GDP targeting in a small open economy," MPRA Paper 119999, University Library of Munich, Germany.
    11. Jocelyn Maillard, 2018. "Heterogeneity, Rigidity and Convergence of Labor Markets in the Euro Area," Working Papers 1823, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon.
    12. Mihaylovski, Peter, 2025. "Recourse versus non-recourse mortgage debt and costly state verification," WiSo-HH Working Paper Series 89, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
    13. Charalampidis, Nikolaos, 2022. "Top income shares, inequality, and business cycles: United States, 1957–2016," European Economic Review, Elsevier, vol. 150(C).
    14. Martin, Reiner & O’Brien, Edward & Peiris, Udara & Tsomocos, Dimitrios P., 2025. "Distressed assets and fiscal-monetary support: are AMCs a third way?," Working Paper Series 3023, European Central Bank.
    15. Vinci, Francesca & Schang, Christopher, 2024. "Marrying fiscal rules & investment: a central fiscal capacity for Europe," Working Paper Series 2962, European Central Bank.
    16. Francesca Vinci & Omar Licandro, 2021. "Switching-track after the Great Recession," Working Papers 1260, Barcelona School of Economics.
    17. Schoder, Christian & Tercioglu, Remzi Baris, 2023. "A Climate-Fiscal Policy Mix to Achieve Türkiye’s Net-Zero Ambition under Feasibility Constraints," Policy Research Working Paper Series 10551, The World Bank.
    18. Luca Portoghese & Patrizio Tirelli, 2024. "Getting ready for the next pandemic: supply- side policies to escape the health-vs-economy dilemma," DEM Working Papers Series 219, University of Pavia, Department of Economics and Management.
    19. Rahul Nath, 2018. "Equity Pricing New Keynesian Models with Nominal Rigidities and Investment," Economics Series Working Papers 850, University of Oxford, Department of Economics.
    20. Gnocato, Nicolò & Montes-Galdón, Carlos & Stamato, Giovanni, 2025. "Tariffs across the supply chain," Working Paper Series 3081, European Central Bank.
    21. Langot, François & Malmberg, Selma & Tripier, Fabien & Hairault, Jean-Olivier, 2023. "The Macroeconomic and Redistributive Effects of Shielding Consumers from Rising Energy Prices: the French Experiment," CEPREMAP Working Papers (Docweb) 2305, CEPREMAP.
    22. Khalil, Makram, 2022. "Oil prices, manufacturing goods, and nontradeable services," Journal of International Economics, Elsevier, vol. 134(C).
    23. Colombo, Emilio & Furceri, Davide & Pizzuto, Pietro & Tirelli, Patrizio, 2024. "Public expenditure multipliers and informality," European Economic Review, Elsevier, vol. 164(C).
    24. Oscar Valencia & Alfredo Villca & Carolina Ulloa-Suárez & Gustavo Sánchez, 2025. "Bridging the Wage Gap: The Fiscal and Economic Gains of Reducing Government Employment Inefficiencies," Working Papers of BETA 2025-49, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    25. Jamie Lenney, 2022. "Monetary policy transmission, the labour share and HANK models," Bank of England working papers 960, Bank of England.
    26. Hirschbühl, Dominik & Spitzer, Martin, 2021. "International medium-term business cycles," Working Paper Series 2536, European Central Bank.
    27. Busetti, Fabio & Neri, Stefano & Notarpietro, Alessandro & Pisani, Massimiliano, 2021. "Monetary policy strategies in the New Normal: A model-based analysis for the euro area," Journal of Macroeconomics, Elsevier, vol. 70(C).

  10. Müller, Gernot & Pfeifer, Johannes & Born, Benjamin, 2015. "Does austerity pay off?," CEPR Discussion Papers 10425, C.E.P.R. Discussion Papers.

    Cited by:

    1. Lemoine, Matthieu & Lindé, Jesper, 2016. "Fiscal consolidation under imperfect credibility," European Economic Review, Elsevier, vol. 88(C), pages 108-141.
    2. Benjamin Born & Francesco D’Ascanio & Gernot J. Müller & Johannes Pfeifer, 2021. "Mr. Keynes Meets the Classics: Government Spending and the Real Exchange Rate," ifo Working Paper Series 352, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    3. Atanas Pekanov, 2018. "The New View on Fiscal Policy and its Implications for the European Monetary Union," WIFO Working Papers 562, WIFO.
    4. Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2024. "State-dependent local projections," Journal of Econometrics, Elsevier, vol. 244(2).
    5. Mathias Klein, 2017. "Austerity and Private Debt," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(7), pages 1555-1585, October.
    6. Stefan Niemann & Paul Pichler, 2020. "Optimal fiscal policy and sovereign debt crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 234-254, July.
    7. Bi, Huixin & Shen, Wenyi & Yang, Shu-Chun S., 2016. "Debt-dependent effects of fiscal expansions," European Economic Review, Elsevier, vol. 88(C), pages 142-157.
    8. House, Christopher L. & Proebsting, Christian & Tesar, Linda L., 2020. "Austerity in the aftermath of the great recession," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 37-63.
    9. Sebastian Gechert & Ansgar Rannenberg, 2015. "The Costs of Greece's Fiscal Consolidation," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 84(3), pages 47-59.
    10. Hülsewig, Oliver & Rottmann, Horst, 2021. "Euro area periphery countries' fiscal policy and monetary policy surprises," Weidener Diskussionspapiere 81, University of Applied Sciences Amberg-Weiden (OTH).
    11. Bayer, Christian & Born, Benjamin & Luetticke, Ralph & Müller, Gernot, 2022. "The Coronavirus Stimulus Package: How large is the transfer multiplier?," CEPR Discussion Papers 14600, C.E.P.R. Discussion Papers.
    12. Born, Benjamin & Müller, Gernot & Pfeifer, Johannes & Wellmann, Susanne, 2020. "Different no more: Country spreads in advanced and emerging economies," CEPR Discussion Papers 14392, C.E.P.R. Discussion Papers.
    13. Rüdiger Bachmann & Sebastian K. Rüth, 2020. "Systematic Monetary Policy And The Macroeconomic Effects Of Shifts In Residential Loan‐To‐Value Ratios," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 503-530, May.
    14. Valencia, Oscar & Gamboa-Arbeláez, Juliana & Sánchez, Gustavo, 2024. "Debt erosion: Asymmetric response to demand and supply shocks," International Review of Economics & Finance, Elsevier, vol. 96(PA).
    15. Vybhavi Balasundharam & Olivier Basdevant & Dalmacio Benicio & Andrew Ceber & Yujin Kim & Luca Mazzone & Hoda Selim & Yongzheng Yang, 2023. "Fiscal Consolidation: Taking Stock of Success Factors, Impact, and Design," IMF Working Papers 2023/063, International Monetary Fund.
    16. Klein, Mathias & Winkler, Roland, 2017. "Austerity, Inequality, and Private Debt Overhang," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168076, Verein für Socialpolitik / German Economic Association.
    17. Piotr Ciżkowicz & Grzegorz Parosa & Andrzej Rzońca, 2022. "Fiscal tensions and risk premium," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(3), pages 833-896, August.
    18. Darracq Pariès, Matthieu & Müller, Georg & Papadopoulou, Niki, 2023. "Fiscal multipliers within the euro area in the context of sovereign risk and bank fragility," Economic Modelling, Elsevier, vol. 126(C).
    19. Krapf, Matthias & Chadi, Adrian, 2015. "The Protestant Fiscal Ethic: Religious Confession and Euro Skepticism in Germany," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112833, Verein für Socialpolitik / German Economic Association.
    20. Benjamin Born & Gernot J. Müller & Johannes Pfeifer, 2020. "Does Austerity Pay Off?," The Review of Economics and Statistics, MIT Press, vol. 102(2), pages 323-338, May.
    21. Duque Gabriel, Ricardo & Klein, Mathias & Pesso, Ana Sofia, 2020. "The Effects of Government Spending in the Eurozone," Working Paper Series 400, Sveriges Riksbank (Central Bank of Sweden).
    22. Bachmann, Rüdiger & Rueth, Sebastian, 2017. "Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios," CEPR Discussion Papers 12024, C.E.P.R. Discussion Papers.
    23. Beetsma, Roel & Furtuna, Oana & Giuliodori, Massimo, 2018. "Revenue- versus spending-based consolidation plans: the role of follow-up," Working Paper Series 2178, European Central Bank.
    24. David Finck & Peter Tillmann, 2020. "Pandemic Shocks and Household Spending," MAGKS Papers on Economics 202036, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    25. Šergo Zdravko & Damijanić Ana Težak & Gržinić Jasmina, 2025. "The Twin Deficit Hypothesis in Developed Nations: A Panel Analysis of Tourism and Non-Tourism Economies," Zagreb International Review of Economics and Business, Sciendo, vol. 28(2), pages 193-230.
    26. Philipp Heimberger, 2025. "The new EU fiscal framework: Implications for public spending on the green and digital transition," wiiw Policy Notes 94, The Vienna Institute for International Economic Studies, wiiw.
    27. Stracca, Livio & Kalbhenn, Anna, 2015. "Does fiscal austerity affect public opinion?," Working Paper Series 1774, European Central Bank.
    28. Nicholas E. Karavitis, 2018. "Fiscal adjustment and debt sustainability: Greece 2010-2016 and beyond," Working Papers 245, Bank of Greece.
    29. David, Antonio C. & Guajardo, Jaime & Yepez, Juan F., 2022. "The rewards of fiscal consolidations: Sovereign spreads and confidence effects," Journal of International Money and Finance, Elsevier, vol. 123(C).
    30. Matthieu Darracq Paries & Georg Muller & Niki Papadopoulou, 2022. "Fiscal Multipliers with Sovereign Risk and Fragile Banks," Working Papers 2022-5, Central Bank of Cyprus.
    31. Gustav A. Horn & Sebastian Gechert & Alexander Herzog-Stein & Peter Hohlfeld & Fabian Lindner & Ansgar Rannenberg & Sabine Stephan & Thomas Theobald & Silke Tober, 2015. "Im Aufschwung - Prognose der wirtschaftlichen Entwicklung 2015/2016," IMK Report 104-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    32. Mathias Klein, 2016. "Austerity and Private Debt," Discussion Papers of DIW Berlin 1611, DIW Berlin, German Institute for Economic Research.
    33. Rüth, Sebastian K., 2017. "State-dependent monetary policy transmission and financial market tensions," Economics Letters, Elsevier, vol. 157(C), pages 56-61.
    34. Sophie Brana & Quentin Bro de Comères & Anne-Gaël Vaubourg, 2025. "How Do Analyst Recommendations on Banks Respond to Monetary Policy News? An Application to the Eurozone," Post-Print hal-04986898, HAL.
    35. Hristov, Nikolay & Roth, Markus, 2022. "Uncertainty shocks and systemic-risk indicators," Journal of International Money and Finance, Elsevier, vol. 122(C).
    36. Serhan Cevik, João Tovar Jalles, 2023. "Restructuring Reforms for Green Growth," Working Papers REM 2023/0278, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    37. Davtyan, Karen, 2017. "The distributive effect of monetary policy: The top one percent makes the difference," Economic Modelling, Elsevier, vol. 65(C), pages 106-118.
    38. Ağca, Şenay & Igan, Deniz, 2019. "Fiscal consolidations and the cost of credit," Journal of International Economics, Elsevier, vol. 120(C), pages 84-108.
    39. Sheng, Xuguang Simon & Sukaj, Rubena, 2021. "Identifying external debt shocks in low- and middle-income countries," Journal of International Money and Finance, Elsevier, vol. 110(C).
    40. Beetsma, Roel & Furtuna, Oana & Giuliodori, Massimo & Mumtaz, Haroon, 2021. "Revenue- versus spending-based fiscal consolidation announcements: Multipliers and follow-up," Journal of International Economics, Elsevier, vol. 131(C).
    41. Rüth, Sebastian K. & Simon, Camilla, 2022. "How do income and the debt position of households propagate fiscal stimulus into consumption?," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
    42. Valeria Cirillo & Marcella Corsi & Carlo D’Ippoliti & Lucio Gobbi, 2024. "Asymmetric effects of macro policies on women’s and men’s incomes. An empirical investigation of the eurozone crisis in a gender perspective," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 41(2), pages 327-359, July.
    43. Hayley Pallan, 2022. "Sovereign Spreads and Corporate Taxation," IHEID Working Papers 15-2022, Economics Section, The Graduate Institute of International Studies.
    44. Carolina Correa-Caro & Leandro Medina & Marcos Poplawski-Ribeiro & Bennett Sutton, 2021. "Fiscal Stimulus and Firms’ Sales and Capital Expenditure During the Global Financial Crisis," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(3), pages 489-535, September.
    45. Corbisiero, Giuseppe, 2022. "Bank lending, collateral, and credit traps in a monetary union," European Economic Review, Elsevier, vol. 144(C).
    46. Machasio, Immaculate & Tillmann, Peter, 2017. "Remittance Inflows and State-Dependent Monetary Policy Transmission in Developing Countries," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168137, Verein für Socialpolitik / German Economic Association.
    47. Branimir Jovanovic, 2017. "Growth forecast errors and government investment and consumption multipliers," International Review of Applied Economics, Taylor & Francis Journals, vol. 31(1), pages 83-107, January.
    48. Andrea Tafuro, 2024. "Lagging behind: the hysteresis of austerity," Empirical Economics, Springer, vol. 66(1), pages 327-368, January.
    49. Serhan Cevik & João Tovar Jalles, 2024. "Restructuring reforms for green growth," Scottish Journal of Political Economy, Scottish Economic Society, vol. 71(4), pages 515-541, September.
    50. Rasmus Wiese & Jakob de Haan & João Tovar Jalles, 2023. "The impact of endogenous product and labour market reforms on unemployment: New evidence based on local projections," Working Papers REM 2023/0296, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    51. Beetsma, Roel & Furtuna, Oana & Giuliodori, Massimo & Mumtaz, Haroon, 2017. "Revenue- versus spending-based fiscal consolidation announcements: follow-up, multipliers and confidence," CEPR Discussion Papers 12133, C.E.P.R. Discussion Papers.
    52. Paul Rudel, 2024. "Loan Supply Shocks, Prudential Regulation, and the Business Cycle," MAGKS Papers on Economics 202409, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    53. Keyser, Alice & Paczos, Wojtek, 2023. "Sovereign risk, debt composition and exchange rate regimes," Finance Research Letters, Elsevier, vol. 58(PB).
    54. Froemel, Maren & Paczos, Wojtek, 2024. "Imperfect financial markets and the cyclicality of social spending," European Economic Review, Elsevier, vol. 167(C).
    55. Alfredo Arahuetes García & Gonzalo Gómez Bengoechea, 2022. "Back to the Future: Lessons from the 2009–2012 austerity policies for the aftermath of the COVID crisis," Global Policy, London School of Economics and Political Science, vol. 13(5), pages 751-766, November.
    56. David Finck & Peter Tillmann, 2022. "Pandemic Shocks and Household Spending," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(2), pages 273-299, April.
    57. Paolo Surico & Riccardo Trezzi, 2015. "Consumer Spending and Fiscal Consolidation: Evidence from a Housing Tax Experiment," Finance and Economics Discussion Series 2015-57, Board of Governors of the Federal Reserve System (U.S.).
    58. Klein, Mathias, 2016. "Austerity and Private Debt," VfS Annual Conference 2016 (Augsburg): Demographic Change 145681, Verein für Socialpolitik / German Economic Association.
    59. Hjortsoe, Ida & Weale, Martin & Wieladek, Tomasz, 2018. "How does financial liberalisation affect the influence of monetary policy on the current account?," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 93-123.

  11. Benjamin Born & Johannes Pfeifer, 2014. "Risk Matters: A Comment," CESifo Working Paper Series 4793, CESifo.

    Cited by:

    1. Xianbo Zhou & Zhuoran Chen, 2023. "The Impact of Uncertainty Shocks to Consumption under Different Confidence Regimes Based on a Stochastic Uncertainty-in-Mean TVAR Model," Sustainability, MDPI, vol. 15(4), pages 1-20, February.
    2. Robert Kollmann, 2015. "Risk sharing in a world economy with uncertainty shocks," CAMA Working Papers 2015-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. Samil Oh & Thepthida Sopraseuth, 2017. "Firm entry, Search and Matching in a Small Open Economy Faced with Uncertainty Shocks: The case of Korea," Thema Working Papers 2017-27, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS.
    4. Wouter Den Haan & Lukas Freund & Pontus Rendahl, 2020. "Volatile Hiring: Uncertainty in Search and Matching Models," Discussion Papers 2011, Centre for Macroeconomics (CFM).
    5. Kollmann, Robert, 2016. "International business cycles and risk sharing with uncertainty shocks and recursive preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 115-124.
    6. Koirala, Niraj P. & Koirala, Dhiroj Prasad & Nyiwul, Linus & Hu, Zhining, 2024. "Economic uncertainty, households’ credit situations, and higher education," Journal of Macroeconomics, Elsevier, vol. 80(C).
    7. Lorenzo Bretscher & Alex Hsu & Andrea Tamoni, 2019. "Response of the Macroeconomy to Uncertainty Shocks:the Risk Premium Channel," 2019 Meeting Papers 1567, Society for Economic Dynamics.
    8. Punzi, Maria Teresa, 2019. "The impact of energy price uncertainty on macroeconomic variables," Energy Policy, Elsevier, vol. 129(C), pages 1306-1319.
    9. Kollmann, Robert, 2016. "Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations," MPRA Paper 70350, University Library of Munich, Germany.
    10. Gabriel Cuadra & Victoria Nuguer, 2018. "Risky Banks and Macro-Prudential Policy for Emerging Economies," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 125-144, October.
    11. Carrillo, Julio A. & Peersman, Gert & Wauters, Joris, 2022. "Endogenous wage indexation and aggregate shocks," Journal of Macroeconomics, Elsevier, vol. 72(C).
    12. Ma, Dan & Zhang, Chuan & Hui, Yarong & Xu, Bing, 2022. "Economic uncertainty spillover and social networks," Journal of Business Research, Elsevier, vol. 145(C), pages 454-467.
    13. Bonciani, Dario & Ricci, Martino, 2020. "The international effects of global financial uncertainty shocks," Journal of International Money and Finance, Elsevier, vol. 109(C).
    14. Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021. "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, vol. 58(C).
    15. Michael Curran & Adnan Velic, 2020. "Interest rate volatility and macroeconomic dynamics: Heterogeneity matters," Review of International Economics, Wiley Blackwell, vol. 28(4), pages 957-975, September.
    16. Hinterlang, Natascha & Moyen, Stephane & Röhe, Oke & Stähler, Nikolai, 2023. "Gauging the effects of the German COVID-19 fiscal stimulus package," European Economic Review, Elsevier, vol. 154(C).
    17. Jerow, Sam & Wolff, Jonathan, 2022. "Fiscal policy and uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 145(C).
    18. Michael Patrick Curran & Adnan Velic, 2017. "Interest Rate Volatility And Macroeconomic Dynamics: A Cross-Country Analysis," Villanova School of Business Department of Economics and Statistics Working Paper Series 35, Villanova School of Business Department of Economics and Statistics.
    19. Giovanni Caggiano & Efrem Castelnuovo, 2023. "Global financial uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 432-449, April.
    20. Robert Kollmann, 2016. "Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks," 2016 Meeting Papers 721, Society for Economic Dynamics.
    21. Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2024. "Global risk and the dollar," Journal of Monetary Economics, Elsevier, vol. 144(C).
    22. Lorenzo Bretscher & Alex Hsu & Andrea Tamoni, 2023. "The Real Response to Uncertainty Shocks: The Risk Premium Channel," Management Science, INFORMS, vol. 69(1), pages 119-140, January.
    23. Kandoussi, Malak & Langot, François, 2022. "Uncertainty shocks and unemployment dynamics," Economics Letters, Elsevier, vol. 219(C).

  12. Benjamin Born & Johannes Pfeifer, 2013. "Policy Risk and the Business Cycle," CESifo Working Paper Series 4336, CESifo.

    Cited by:

    1. Yusuf Soner Başkaya & Timur Hülagü & Hande Küçük, 2013. "Oil Price Uncertainty in a Small Open Economy," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 61(1), pages 168-198, April.
    2. Mecikovsky, Ariel & Meier, Matthias, 2014. "Do plants freeze upon uncertainty shocks?," EconStor Preprints 100662, ZBW - Leibniz Information Centre for Economics.
    3. Bonciani, Dario, 2015. "Estimating the effects of uncertainty over the business cycle," MPRA Paper 65921, University Library of Munich, Germany.
    4. Saijo, Hikaru, 2017. "The uncertainty multiplier and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 1-25.
    5. Freund, L. B & Rendahl, P., 2020. "Unexpected Effects: Uncertainty, Unemployment, and Inflation," Cambridge Working Papers in Economics 2035, Faculty of Economics, University of Cambridge.
    6. Murray, James, 2014. "Fiscal Policy Uncertainty and Its Macroeconomic Consequences," MPRA Paper 57409, University Library of Munich, Germany.
    7. Lin, Zifei & Li, Jiaorui & Li, Shuang, 2016. "On a business cycle model with fractional derivative under narrow-band random excitation," Chaos, Solitons & Fractals, Elsevier, vol. 87(C), pages 61-70.
    8. Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta & Nangamso C. Manjez, 2016. "Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del b," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(1), pages 11-32.
    9. Idriss Fontaine, 2021. "Uncertainty and Labour Force Participation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 437-471, April.
    10. Haque, Qazi & Magnusson, Leandro M., 2021. "Uncertainty shocks and inflation dynamics in the U.S," Economics Letters, Elsevier, vol. 202(C).
    11. Cheng, Hua & Gawande, Kishore & Ongena, Steven & Qi, Shusen, 2021. "Connected banks and economic policy uncertainty," Journal of Financial Stability, Elsevier, vol. 56(C).
    12. Cho, Daeha & Han, Yoonshin & Oh, Joonseok & Rogantini Picco, Anna, 2021. "Uncertainty shocks, precautionary pricing, and optimal monetary policy," Journal of Macroeconomics, Elsevier, vol. 69(C).
    13. Robert Dixon & Guay C. Lim, 2018. "Labor'S Share, The Firm'S Market Power, And Total Factor Productivity," Economic Inquiry, Western Economic Association International, vol. 56(4), pages 2058-2076, October.
    14. Fasani, Stefano & Rossi, Lorenza, 2018. "Are uncertainty shocks aggregate demand shocks?," Economics Letters, Elsevier, vol. 167(C), pages 142-146.
    15. La Torre, Davide & Marsiglio, Simone & Mendivil, Franklin & Privileggi, Fabio, 2020. "Public Debt Dynamics under Ambiguity by Means of Iterated Function Systems on Density Functions," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202009, University of Turin.
    16. Ahmed Jamal Pirzada, 2017. "Energy Price Uncertainty and Decreasing Pass-through to Core Inflation," Bristol Economics Discussion Papers 17/681, School of Economics, University of Bristol, UK, revised 30 May 2017.
    17. Meinen, Philipp & Röhe, Oke, 2018. "To sign or not to sign? On the response of prices to financial and uncertainty shocks," Discussion Papers 33/2018, Deutsche Bundesbank.
    18. Born, Benjamin & Müller, Gernot & Schularick, Moritz & SedlÃ¡Ä ek, Petr, 2017. "The Costs of Economic Nationalism: Evidence from the Brexit Experiment," CEPR Discussion Papers 12454, C.E.P.R. Discussion Papers.
    19. Elisabeth Falck & Mathias Hoffmann & Patrick Hürtgen, 2018. "Disagreement and Monetary Policy," 2018 Meeting Papers 655, Society for Economic Dynamics.
    20. Han, Zhao, 2021. "Low-frequency fiscal uncertainty," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 639-657.
    21. Popiel Michal Ksawery, 2020. "Fiscal policy uncertainty and US output," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-26, April.
    22. Tyler Atkinson & Michael D. Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2020. "Complementarity and Macroeconomic Uncertainty," Working Papers 2009, Federal Reserve Bank of Dallas.
    23. Bonciani, Dario, 2014. "Uncertainty shocks: it's a matter of habit," MPRA Paper 59370, University Library of Munich, Germany.
    24. Ekaterina Pirozhkova, 2017. "Banks' balance sheet, uncertainty and macroeconomy," EcoMod2017 10430, EcoMod.
    25. Dario Bonciani & Joonseok Jason Oh, 2019. "The long-run effects of uncertainty shocks," Bank of England working papers 802, Bank of England.
    26. Efrem Castelnuovo, 2022. "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers 0279, Dipartimento di Scienze Economiche "Marco Fanno".
    27. Luca Rossi, 2020. "Indicators of uncertainty: a brief user’s guide," Questioni di Economia e Finanza (Occasional Papers) 564, Bank of Italy, Economic Research and International Relations Area.
    28. Dario Bonciani & Martino Ricci, 2020. "The global effects of global risk and uncertainty," Bank of England working papers 863, Bank of England.
    29. Yang, Xite & Zhang, Qin & Liu, Haiyue & Liu, Zihan & Tao, Qiufan & Lai, Yongzeng & Huang, Linya, 2024. "Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
    30. Bayer, Christian & Tjaden, Volker & Pham-Do, Lien & Lütticke, Ralph, 2015. "Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk," CEPR Discussion Papers 10849, C.E.P.R. Discussion Papers.
    31. Stefano Giglio & Ian Dew-Becker & David Berger, 2017. "Uncertainty Shocks as Second-Moment News Shocks," 2017 Meeting Papers 403, Society for Economic Dynamics.
    32. Tarek A. Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2017. "Firm-Level Political Risk: Measurement and Effects," NBER Working Papers 24029, National Bureau of Economic Research, Inc.
    33. Landon, Stuart & Smith, Constance, 2017. "Does the design of a fiscal rule matter for welfare?," Economic Modelling, Elsevier, vol. 63(C), pages 226-237.
    34. Xiang, Jingjie & Li, Li, 2022. "Monetary policy uncertainty, debt financing cost and real economic activities: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 1025-1044.
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    Cited by:

    1. Hylton Hollander, 2024. "Debt-financed fiscal stimulus in South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 48(1), pages 87-112, January.
    2. Troy Davig & Andrew Foerster, 2019. "Uncertainty and Fiscal Cliffs," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(7), pages 1857-1887, October.
    3. Robert Dixon & Guay C. Lim, 2018. "Labor'S Share, The Firm'S Market Power, And Total Factor Productivity," Economic Inquiry, Western Economic Association International, vol. 56(4), pages 2058-2076, October.
    4. Guido Ascari & Peder Beck-Friis & Anna Florio & Alessandro Gobbi, 2021. "Fiscal foresight and the effects of government spending: It’s all in the monetary-fiscal mix," Discussion Papers 2112, Centre for Macroeconomics (CFM).
    5. Afrin, Sadia, 2020. "Does oligopolistic banking friction amplify small open economy's business cycles? Evidence from Australia," Economic Modelling, Elsevier, vol. 85(C), pages 119-138.
    6. Nancy Stokey, 2016. "Wait-and See: Investment Options under Policy Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 246-265, July.
    7. Roy Havemann & Hylton Hollander, 2022. "Fiscal policy in times of fiscal stress: Or what to do when r > g," WIDER Working Paper Series wp-2022-52, World Institute for Development Economic Research (UNU-WIDER).
    8. Funke, Michael & Terasa, Raphael, 2022. "Has Germany’s temporary VAT rates cut as part of the COVID-19 fiscal stimulus boosted growth?," Journal of Policy Modeling, Elsevier, vol. 44(2), pages 450-473.
    9. Johannes Hermanus Kemp & Hylton Hollander, 2020. "A medium-sized, open-economy, fiscal DSGE model of South Africa," WIDER Working Paper Series wp-2020-92, World Institute for Development Economic Research (UNU-WIDER).
    10. Michael Funke & Raphael Terasa, 2020. "Will Germany's Temporary VAT Tax Rates Cut as Part of the Covid-19 Fiscal Stimulus Package Boost Consumption and Growth?," CESifo Working Paper Series 8765, CESifo.
    11. Kazutaka Kurasawa, 2017. "Forecasting US recession with the economic policy uncertainty indexes of policy categories," Economics and Business Letters, Oviedo University Press, vol. 6(4), pages 100-109.
    12. Masahiro Tanaka, 2015. "Measuring Political Budget Cycles: A Bayesian Semiparametric Assessment," Working Papers 1415, Waseda University, Faculty of Political Science and Economics.
    13. Herrera Luis & Vázquez Jesús, 2023. "Interpreting Structural Shocks and Assessing Their Historical Importance," The B.E. Journal of Macroeconomics, De Gruyter, vol. 23(1), pages 375-425, January.
    14. Anna Orlik & Laura Veldkamp, 2014. "Understanding Uncertainty Shocks and the Role of Black Swans," NBER Working Papers 20445, National Bureau of Economic Research, Inc.
    15. Fengqi Liu & Keqing Liu & Jianpo Xue, 2025. "Habit Formation and News-driven Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 56, April.
    16. Kyle Jurado & Ryan Chahrour, 2017. "News or Noise? The Missing Link," 2017 Meeting Papers 320, Society for Economic Dynamics.
    17. Nancy L. Stokey, 2013. "Wait-and-See: Investment Options under Policy Uncertainty," NBER Working Papers 19630, National Bureau of Economic Research, Inc.
    18. Fève, Patrick & Kass-Hanna, Tannous & Pietrunti, Mario, 2016. "An Analytical Characterization of Noisy Fiscal Policy," TSE Working Papers 16-696, Toulouse School of Economics (TSE).
    19. Michael Funke & Raphael Terasa, 2022. "Temporary Super Depreciation Allowances for Green and Digital Investments," CESifo Working Paper Series 9838, CESifo.
    20. Rodriguez-Lopez, Jesus & Solis-Garcia, Mario, 2018. "Defense spending and fiscal multipliers: it's all in the variance," MPRA Paper 86911, University Library of Munich, Germany.
    21. Dennis Wesselbaum, 2019. "Expectation shocks and fiscal rules," International Economics and Economic Policy, Springer, vol. 16(2), pages 357-377, April.
    22. Paul Beaudry & Franck Portier, 2014. "News Driven Business Cycles: Insights and Challenges," 2014 Meeting Papers 289, Society for Economic Dynamics.
    23. Born, Benjamin & Peter, Alexandra & Pfeifer, Johannes, 2013. "Fiscal news and macroeconomic volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2582-2601.
    24. Martha Elena Delgado-Rojas & Hernán Rincón-Castro, 2017. "Incertidumbre acerca de la política fiscal y ciclo económico," Borradores de Economia 1008, Banco de la Republica de Colombia.
    25. Zhang, Heng-Guo & CAO, Tingting & Li, Houxuan & Xu, Tiantian, 2021. "Dynamic measurement of news-driven information friction in China's carbon market: Theory and evidence," Energy Economics, Elsevier, vol. 95(C).
    26. Bonam, Dennis & Ciccarelli, Matteo & Gomes, Sandra & Aldama, Pierre & Bańkowski, Krzysztof & Buss, Ginters & da Costa, José Cardoso & Christoffel, Kai & Elfsbacka Schmöller, Michaela & Jacquinot, Pasc, 2024. "Challenges for monetary and fiscal policy interactions in the post-pandemic era," Occasional Paper Series 337, European Central Bank.
    27. Karel Mertens & José L. Montiel Olea, 2013. "Marginal Tax Rates and Income: New Time Series Evidence," NBER Working Papers 19171, National Bureau of Economic Research, Inc.
    28. William Gatt, 2018. "Housing boom-bust cycles and asymmetric macroprudential policy," CBM Working Papers WP/02/2018, Central Bank of Malta.
    29. Kang, Jihye & Kim, Soyoung, 2022. "Government spending news and surprise shocks: It’s the timing and persistence," Journal of Macroeconomics, Elsevier, vol. 73(C).
    30. Laura Veldkamp & Anna Orlik, 2013. "Understanding Uncertainty Shocks," 2013 Meeting Papers 391, Society for Economic Dynamics.
    31. Kučera, Adam & Kočenda, Evžen & Maršál, Aleš, 2025. "Yield curve dynamics and fiscal policy shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 178(C).
    32. Robert Dixon & Guay C. Lim, 2018. "Labor’s Share, the firm’s market power and TFP," Department of Economics - Working Papers Series 2038, The University of Melbourne.
    33. Yasuo Hirose & Takushi Kurozumi, 2019. "Identifying News Shocks with Forecast Data," Globalization Institute Working Papers 366, Federal Reserve Bank of Dallas.
    34. Ng, Eric C.Y. & Feng, Ning, 2016. "Housing market dynamics in a small open economy: Do external and news shocks matter?," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 64-88.
    35. Nikolaos Kokonas & Paulo Santos Monteiro, 2020. "The Ins and Outs of Unemployment in General Equilibrium," Discussion Papers 2014, Centre for Macroeconomics (CFM).
    36. Laura Veldkamp & Anna Orlik, 2014. "Uncertainty Shocks and the Role of the Black Swan," 2014 Meeting Papers 275, Society for Economic Dynamics.

  14. Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Maih, Junior & Mihoubi, Ferhat & Mutschler, Willi & Perendia, George & Pfeifer, Johannes & Ratto, Marco & Villemot, Sébasti, 2011. "Dynare: Reference Manual Version 4," Dynare Working Papers 1, CEPREMAP, revised Mar 2021.

    Cited by:

    1. Michael T. Kiley, 2015. "What Can the Data Tell Us About the Equilibrium Real Interest Rate?," Finance and Economics Discussion Series 2015-77, Board of Governors of the Federal Reserve System (U.S.).
    2. Christoph Görtz & John D. Tsoukalas, 2013. "Sector Specific News Shocks in Aggregate and Sectoral Fluctuations," CESifo Working Paper Series 4269, CESifo.
    3. Paul Kitney, 2015. "Does the central bank respond to credit market factors? A Bayesian DSGE approach," CAMA Working Papers 2015-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    4. Federico Di Pace & Matthias S. Hertweck, 2012. "Labour Market Frictions, Monetary Policy and Durable Goods," Working Paper Series of the Department of Economics, University of Konstanz 2012-09, Department of Economics, University of Konstanz.
    5. Gelain, Paolo & Guerrazzi, Marco, 2014. "A demand-driven search model with self-fulfilling expectations: The new `Farmerian' framework under scrutiny," MPRA Paper 55773, University Library of Munich, Germany.
    6. Anella Munro, 2014. "Exchange Rates, Expected Returns and Risk: UIP Unbound," CAMA Working Papers 2014-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    7. SENBETA, Sisay Regassa, 2013. "Foreign exchange constraints and macroeconomic dynamics in a small open economy," Working Papers 2013023, University of Antwerp, Faculty of Business and Economics.
    8. Guo, Lingyi & Xu, Wenli & Xu, Kun, 2016. "中国财政政策调整的宏观经济效应——基于消费者异质性的新凯恩斯模型 [The effect of Fiscal Consolidations on Chinese Maroeconomies——Based on The NK Model with Cosummer’s Heterogenicity]," MPRA Paper 69170, University Library of Munich, Germany.
    9. Angelo M. Fasolo, 2011. "The Accuracy of Perturbation Methods to Solve Small Open Economy Models," Working Papers Series 262, Central Bank of Brazil, Research Department.
    10. Tom Holden & Michael Paetz, 2012. "Efficient simulation of DSGE models with inequality constraints," School of Economics Discussion Papers 1612, School of Economics, University of Surrey.
    11. Alain Gabler, 2014. "Relative Price Fluctuations in a Two-Sector Model with Imperfect Competition," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(3), pages 474-483, July.
    12. Poutineau, Jean-Christophe & Vermandel, Gauthier, 2015. "Financial frictions and the extensive margin of activity," Research in Economics, Elsevier, vol. 69(4), pages 525-554.
    13. Stylianos Asimakopoulos & James Malley & Konstantinos Angelopoulos, 2014. "Tax smoothing in a business cycle model with capital-skill complementarity," Discussion Papers 2014/11, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    14. Konstantinos Angelopoulos & Stylianos Asimakopoulos & James Malley, 2014. "Optimal progressive taxation in a model with endogenous skill supply," Working Papers 2014_07, Business School - Economics, University of Glasgow.
    15. Fabio Verona & Maik H. Wolters, 2013. "Sticky Information Models in Dynare," CEF.UP Working Papers 1306, Universidade do Porto, Faculdade de Economia do Porto.
    16. Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2013. "Food Prices and Inflation Targeting in Emerging Economies," EconomiX Working Papers 2013-7, University of Paris Nanterre, EconomiX.
    17. Viktors Ajevskis, 2013. "Non-Local Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach," Working Papers 2013/03, Latvijas Banka.
    18. Grégory Levieuge & Jean-Guillaume Sahuc, 2021. "Downward Interest Rate Rigidity," Working papers 828, Banque de France.
    19. Fanny Henriet & Nicolas Maggiar & Schubert, K., 2014. "A stylized applied energy-economy model for France," Working papers 478, Banque de France.
    20. Hall, Jamie, 2012. "Rapid estimation of nonlinear DSGE models," MPRA Paper 41218, University Library of Munich, Germany.
    21. Kaszab, Lorant & Marsal, Ales, 2013. "Fiscal Policy and the Nominal Term Premium," Cardiff Economics Working Papers E2013/13, Cardiff University, Cardiff Business School, Economics Section.
    22. Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2017. "Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models," Econometrica, Econometric Society, vol. 85, pages 991-1012, May.
    23. Andr�s Gonz�lez & Sergio Ocampo & Juli�n P�rez & Diego Rodr�guez, 2012. "Output gap and Neutral interest measures for Colombia," Borradores de Economia 9870, Banco de la Republica.
    24. Andrey Polbin, 2014. "Econometric estimation of a structural macroeconomic model for the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 3-29.
    25. M. Falagiarda & A. Saia, 2013. "Credit, Endogenous Collateral and Risky Assets: A DSGE Model," Working Papers wp916, Dipartimento Scienze Economiche, Universita' di Bologna.
    26. Punnoose Jacob & Gert Peersman, 2013. "Dissecting the dynamics of the US trade balance in an estimated equilibrium model," Reserve Bank of New Zealand Discussion Paper Series DP2013/04, Reserve Bank of New Zealand.
    27. Federico GIRI, 2014. "Does Interbank Market Matter for Business Cycle Fluctuation? An Estimated DSGE Model with Financial Frictions for the Euro Area," Working Papers 398, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    28. Hess Chung & Edward Herbst & Michael T. Kiley, 2014. "Effective Monetary Policy Strategies in New Keynesian Models: A Re-examination," NBER Working Papers 20611, National Bureau of Economic Research, Inc.
    29. Michael T. Kiley, 2014. "Policy Paradoxes in the New Keynesian Model," Finance and Economics Discussion Series 2014-29, Board of Governors of the Federal Reserve System (U.S.).
    30. Ginters Buss, 2016. "Financial frictions in Latvia," Empirical Economics, Springer, vol. 51(2), pages 547-575, September.
    31. Bjørnar Karlsen Kivedal, 2013. "A New Keynesian Framework and Wage and Price Dynamics in the US," Working Paper Series 15113, Department of Economics, Norwegian University of Science and Technology.
    32. Marek Jarocinski & Albert Marcet, 2013. "Priors about Observables in Vector Autoregressions," UFAE and IAE Working Papers 929.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    33. Jean-Guillaume Sahuc & Frank Smets & Gauthier Vermandel, 2025. "The New Keynesian Climate Model," EconomiX Working Papers 2025-1, University of Paris Nanterre, EconomiX.
    34. Clancy, Daragh & Jacquinot, Pascal & Lozej, Matija, 2014. "The Effects of Government Spending in a Small Open Economy within a Monetary Union," Research Technical Papers 12/RT/14, Central Bank of Ireland.
    35. Jan in't Veld & Robert Kollmann & Marco Ratto & Werner Roeger & Lukas Vogel, 2014. "What drives the German current account? and how does it affect other EU member states?," Globalization Institute Working Papers 176, Federal Reserve Bank of Dallas.
    36. Ivashchenko, S., 2013. "Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms," Journal of the New Economic Association, New Economic Association, vol. 19(3), pages 27-50.
    37. Pawel Baranowski & Mariusz Gorajski & Maciej Malaczewski & Grzegorz Szafranski, 2013. "Inflation in Poland under state-dependent pricing," Discussion Papers 83, Aboa Centre for Economics.
    38. Daragh Clancy & Rossana Merola, 2016. "ÉIRE Mod: A DSGE Model for Ireland," The Economic and Social Review, Economic and Social Studies, vol. 47(1), pages 1-31.
    39. SENBETA, Sisay Regassa, 2013. "Informality and macroeconomic fluctuations: A small open economy New Keynesian DSGE model with dual labour markets," Working Papers 2013002, University of Antwerp, Faculty of Business and Economics.
    40. di Iasio, Giovanni & Kaufmann, Christoph & Wicknig, Florian, 2022. "Macroprudential regulation of investment funds," Working Paper Series 2695, European Central Bank.
    41. Simone Meier, 2013. "Financial globalization and monetary transmission," Globalization Institute Working Papers 145, Federal Reserve Bank of Dallas.
    42. Robert Kollmann, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," CAMA Working Papers 2014-70, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    43. Jan in't Veld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger, 2014. "International capital flows and the boom-bust cycle in Spain," Globalization Institute Working Papers 181, Federal Reserve Bank of Dallas.
    44. Jaccard, Ivan, 2013. "Liquidity constraints, risk premia, and themacroeconomic effects of liquidity shocks," Working Paper Series 1525, European Central Bank.
    45. William D. Craighead, 2012. "Monetary Rules and Sectoral Unemployment in Open Economies," Wesleyan Economics Working Papers 2012-001, Wesleyan University, Department of Economics.
    46. Hall, Jamie, 2012. "Consumption dynamics in general equilibrium," MPRA Paper 43933, University Library of Munich, Germany.
    47. Klima, Grzegorz & Retkiewicz-Wijtiwiak, Kaja, 2014. "On automatic derivation of first order conditions in dynamic stochastic optimisation problems," MPRA Paper 55612, University Library of Munich, Germany.
    48. Daniel Němec, 2013. "Investigating Differences Between the Czech and Slovak Labour Market Using a Small DSGE Model with Search and Matching Frictions," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 7(1), pages 021-041, March.
    49. Óscar Ávila-Montealegre & Juan J. Ospina-Tejeiromario & Mario A. Ramos-Veloza, 2025. "Macroeconomic Effects of Healthcare Financing in Colombia," Hacienda Pública Española / Review of Public Economics, IEF, vol. 254(3), pages 59-85, September.
    50. Cheng, G., 2013. "A Growth Perspective on Foreign Reserve Accumulation," Working papers 443, Banque de France.
    51. Ahmed, Shahzad & Pasha, Farooq, 2014. "The Role of Money in Explaining Business Cycles for a Developing Economy: The Case of Pakistan," MPRA Paper 55262, University Library of Munich, Germany, revised 11 Apr 2014.
    52. Miguel Casares & Hashmat Khan & Jean-Christophe Poutineau, 2018. "A Structural Analysis of US Entry and Exit Dynamics," Carleton Economic Papers 18-02, Carleton University, Department of Economics.
    53. Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New methods for macro-financial model comparison and policy analysis," IMFS Working Paper Series 107, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    54. Andrés González & Sergio Ocampo & Diego Rodr�guez & Norberto Rodr�guez, 2012. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 30(68), pages 218-272.
    55. James M. Nason & Ellis W. Tallman, 2012. "Business cycles and financial crises: the roles of credit supply and demand shocks," Working Papers (Old Series) 1221, Federal Reserve Bank of Cleveland.
    56. Brendan Epstein & Alan Finkelstein Shapiro, 2014. "Employment and Firm Heterogeneity, Capital Allocation, and Countercyclical Labor Market Policies," International Finance Discussion Papers 1115, Board of Governors of the Federal Reserve System (U.S.).
    57. Dmitry Plotnikov, 2013. "Hysteresis in Unemployment and Jobless Recoveries," 2013 Meeting Papers 208, Society for Economic Dynamics.
    58. Michael T. Kiley, 2012. "The aggregate demand effects of short- and long-term interest rates," Finance and Economics Discussion Series 2012-54, Board of Governors of the Federal Reserve System (U.S.).
    59. Sumru Altug & Serdar Kabaca, 2014. "Search Frictions, Financial Frictions and Labour Market Fluctuations in Emerging Markets," Staff Working Papers 14-35, Bank of Canada.
    60. James Malley & Apostolis Philippopoulos & Jim Malley, 2022. "The Macroeconomic Effects of Funding U.S. Infrastructure," CESifo Working Paper Series 9530, CESifo.
    61. Georgios A. Tritsaris, 2025. "Occupational Tasks, Automation, and Economic Growth: A Modeling and Simulation Approach," Papers 2512.16261, arXiv.org, revised Dec 2025.
    62. Holden, Tom D. & Levine, Paul & Swarbrick, Jonathan M., 2017. "Credit crunches from occasionally binding bank borrowing constraints," EconStor Preprints 168441, ZBW - Leibniz Information Centre for Economics.
    63. Jaccard, Ivan, 2022. "The trade-off between public health and the economy in the early stage of the COVID-19 pandemic," Working Paper Series 2690, European Central Bank.
    64. Marto, Ricardo, 2013. "Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model," MPRA Paper 55647, University Library of Munich, Germany.
    65. Daniel Němec & Zuzana Machová & Igor Kotlán & Eva Kotlánová & Christiana Kliková, 2022. "Corruption in Public Administration as a Brake on Transition to Industry 4.0," SAGE Open, , vol. 12(1), pages 21582440221, March.
    66. Sumru Altug & Serdar Kabaca & Meltem Poyraz, 2011. "Search Frictions, Financial Frictions and Labor Market Fluctuations in Emerging Economies," Koç University-TUSIAD Economic Research Forum Working Papers 1136, Koc University-TUSIAD Economic Research Forum.
    67. Jae Sim & Raphael Schoenle & Egon Zakrajsek & Simon Gilchrist, 2013. "Inflation Dynamics During the Financial Crisis," 2013 Meeting Papers 826, Society for Economic Dynamics.
    68. Paul Levine, 2012. "Monetary policy in an uncertain world: probability models and the design of robust monetary rules," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 5(1), pages 70-88, April.
    69. Jan in 't Veld & Andrea Pagano & Rafal Raciborski & Marco Ratto & Werner Roeger, 2012. "Imbalances and rebalancing scenarios in an estimated structural model for Spain," European Economy - Economic Papers 2008 - 2015 458, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    70. Joris de Wind, 2017. "SMOOTHIES: A Toolbox for the Exact Nonlinear and Non-Gaussian Kalman Smoother," CPB Discussion Paper 360, CPB Netherlands Bureau for Economic Policy Analysis.
    71. Engin Kara & Jasmin Sin, 2013. "Liquidity, Quantitative Easing and Optimal Monetary Policy," Bristol Economics Discussion Papers 13/635, School of Economics, University of Bristol, UK.
    72. Nicolas Petrosky-Nadeau & Lu Zhang, 2013. "Solving the DMP Model Accurately," NBER Working Papers 19208, National Bureau of Economic Research, Inc.
    73. Kienzler, Daniel, 2012. "Long-term Unemployment over the Business Cycle, Skill Loss, and Monetary Policy," Working Papers on Finance 1205, University of St. Gallen, School of Finance.
    74. Braun, Sebastian Till & Weber, Henning, 2016. "How do regional labor markets adjust to immigration? A dynamic analysis for post-war Germany," Discussion Papers 05/2016, Deutsche Bundesbank.
    75. Barbara Annicchiarico & Fabio di Dio, 2013. "Environmental Policy and Macroeconomic Dynamics in a New Keynesian Model," CEIS Research Paper 286, Tor Vergata University, CEIS, revised 30 Sep 2013.
    76. Belomestny, Denis & Krymova, Ekaterina & Polbin, Andrey, 2021. "Bayesian TVP-VARX models with time invariant long-run multipliers," Economic Modelling, Elsevier, vol. 101(C).
    77. Hashmat Khan & Abeer Reza, 2013. "House Prices and Government Spending Shocks," Carleton Economic Papers 13-10, Carleton University, Department of Economics, revised 14 Sep 2016.
    78. Tovonony Razafindrabe, 2014. "A multi-country DSGE model with incomplete Exchange Rate Pass-through: application for the Euro area," EconomiX Working Papers 2014-6, University of Paris Nanterre, EconomiX.
    79. Michael T. Kiley & Jae W. Sim, 2015. "Optimal Monetary and Macroprudential Policies: Gains and Pitfalls in a Model of Financial Intermediation," Finance and Economics Discussion Series 2015-78, Board of Governors of the Federal Reserve System (U.S.).
    80. Hüseyin Taştan & Bekir Aşık, 2014. "A Bayesian Estimation of Real Business-Cycle Models for the Turkish Economy," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 3(2), pages 27-50, May.
    81. Viktors Ajevskis, 2014. "Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path," Working Papers 2014/01, Latvijas Banka.
    82. Igor Kotlán & Daniel Němec & Eva Kotlánová & Petr Skalka & Rudolf Macek & Zuzana Machová, 2021. "European Green Deal: Environmental Taxation and Its Sustainability in Conditions of High Levels of Corruption," Sustainability, MDPI, vol. 13(4), pages 1-15, February.
    83. Naohisa Hirakata & Takushi Kurozumi, 2013. "The International Finance Multiplier in Business Cycle Fluctuations," IMES Discussion Paper Series 13-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
    84. Konstantinos Angelopoulos & Andrea Benecchi & James Malley, 2017. "Can subsidising job-related training reduce inequality?," Working Papers 2017_10, Business School - Economics, University of Glasgow.
    85. Yannick Kalantzis & Kenza Benhima & Philippe Bacchetta, 2012. "Capital Controls with International Reserve Accumulation: Can this Be Optimal?," 2012 Meeting Papers 448, Society for Economic Dynamics.
    86. Christoph Görtz & John D. Tsoukalas, 2013. "News shocks and business cycles: bridging the gap from different methodologies," Working Papers 2013_25, Business School - Economics, University of Glasgow.
    87. Stephen Burgess & Emilio Fernandez-Corugedo & Charlotta Groth & Richard Harrison & Francesca Monti & Konstantinos Theodoridis & Matt Waldron, 2013. "The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models," Bank of England working papers 471, Bank of England.
    88. Ginters Buss, 2014. "Financial Frictions in a DSGE Model for Latvia," Working Papers 2014/02, Latvijas Banka.
    89. Ginters Buss, 2015. "Search-and-Matching Frictions and Labour Market Dynamics in Latvia," Working Papers 2015/04, Latvijas Banka.
    90. Dobrew, Michael & Gerke, Rafael & Kienzler, Daniel & Schwemmer, Alexander, 2023. "Monetary policy rules under bounded rationality," Discussion Papers 18/2023, Deutsche Bundesbank.
    91. Villarreal, Francisco G., 2014. "Monetary Policy and Inequality in Mexico," MPRA Paper 57074, University Library of Munich, Germany.
    92. Lilia Maliar & Serguei Maliar & Sébastien Villemot, 2013. "Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 307-325, October.
    93. Hong Lan, 2018. "Comparing Solution Methods for DSGE Models with Labor Market Search," Computational Economics, Springer;Society for Computational Economics, vol. 51(1), pages 1-34, January.
    94. Tom Holden, 2012. "Medium-frequency cycles and the remarkable near trend-stationarity of output," School of Economics Discussion Papers 1412, School of Economics, University of Surrey.
    95. Punnoose Jacob & Martin Wong, 2018. "Estimating the NAIRU and the Natural Rate of Unemployment for New Zealand," Reserve Bank of New Zealand Analytical Notes series AN2018/04, Reserve Bank of New Zealand.
    96. Vogel, Lukas & Hohberger, Stefan & Priftis, Romanos, 2017. "The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168060, Verein für Socialpolitik / German Economic Association.
    97. Sergey Ivashchenko, 2014. "DSGE Model Estimation on the Basis of Second-Order Approximation," Computational Economics, Springer;Society for Computational Economics, vol. 43(1), pages 71-82, January.
    98. Kollmann, Robert, 2017. "Tractable Likelihood-Based Estimation of Non-Linear DSGE Models," CEPR Discussion Papers 12262, C.E.P.R. Discussion Papers.
    99. Vargas, Jose P Mauricio, 2012. "To be or not to be informal?: A Structural Simulation," MPRA Paper 41290, University Library of Munich, Germany.
    100. Daniele Siena, 2017. "What's News in International Business Cycles," 2017 Meeting Papers 1206, Society for Economic Dynamics.
    101. Craighead, William, 2017. "Intermediate Goods and Exchange Rate Disconnect," MPRA Paper 83075, University Library of Munich, Germany.
    102. Nida Çakir Melek & Michael Plante & Mine K. Yücel, 2017. "The U.S. Shale Oil Boom, the Oil Export Ban, and the Economy: A General Equilibrium Analysis," NBER Working Papers 23818, National Bureau of Economic Research, Inc.
    103. Falagiarda, Matteo, 2013. "Evaluating Quantitative Easing: A DSGE Approach," MPRA Paper 49457, University Library of Munich, Germany.
    104. Sohei Kaihatsu & Takushi Kurozumi, 2014. "Sources of Business Fluctuations: Financial or Technology Shocks?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 224-242, April.
    105. Rivera Moreno, Pablo Nebbi & Triana Montaño, Karol Lorena, 2022. "Central Bank Digital Currency in a Developing Economy: A Dynamic Stochastic General Equilibrium Analysis," Dynare Working Papers 74, CEPREMAP.

Articles

  1. Benjamin Born & Francesco D’Ascanio & Gernot J. Müller & Johannes Pfeifer, 2024. "Mr. Keynes Meets the Classics: Government Spending and the Real Exchange Rate," Journal of Political Economy, University of Chicago Press, vol. 132(5), pages 1642-1683.
    See citations under working paper version above.
  2. Benjamin Born & Johannes Pfeifer, 2021. "Uncertainty‐driven business cycles: Assessing the markup channel," Quantitative Economics, Econometric Society, vol. 12(2), pages 587-623, May.
    See citations under working paper version above.
  3. Born, Benjamin & Pfeifer, Johannes, 2020. "The New Keynesian Wage Phillips Curve: Calvo Vs. Rotemberg," Macroeconomic Dynamics, Cambridge University Press, vol. 24(5), pages 1017-1041, July.
    See citations under working paper version above.
  4. Benjamin Born & Gernot J. Müller & Johannes Pfeifer, 2020. "Does Austerity Pay Off?," The Review of Economics and Statistics, MIT Press, vol. 102(2), pages 323-338, May.
    See citations under working paper version above.
  5. Benjamin Born & Johannes Pfeifer, 2014. "Risk Matters: The Real Effects of Volatility Shocks: Comment," American Economic Review, American Economic Association, vol. 104(12), pages 4231-4239, December.

    Cited by:

    1. Freund, L. B & Rendahl, P., 2020. "Unexpected Effects: Uncertainty, Unemployment, and Inflation," Cambridge Working Papers in Economics 2035, Faculty of Economics, University of Cambridge.
    2. Xianbo Zhou & Zhuoran Chen, 2023. "The Impact of Uncertainty Shocks to Consumption under Different Confidence Regimes Based on a Stochastic Uncertainty-in-Mean TVAR Model," Sustainability, MDPI, vol. 15(4), pages 1-20, February.
    3. Robert Kollmann, 2015. "Risk sharing in a world economy with uncertainty shocks," CAMA Working Papers 2015-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    4. Huang, Yuzhe & Jin, Long & Pan, Changchun, 2025. "Can monetary policy tame asset price fluctuations? Evaluating the dynamic trade-offs," Economic Modelling, Elsevier, vol. 151(C).
    5. Samil Oh & Thepthida Sopraseuth, 2017. "Firm entry, Search and Matching in a Small Open Economy Faced with Uncertainty Shocks: The case of Korea," Thema Working Papers 2017-27, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS.
    6. Wouter Den Haan & Lukas Freund & Pontus Rendahl, 2020. "Volatile Hiring: Uncertainty in Search and Matching Models," Discussion Papers 2011, Centre for Macroeconomics (CFM).
    7. Dario Caldara & Matteo Iacoviello & Patrick Molligo & Andrea Prestipino & Andrea Raffo, 2019. "The Economic Effects of Trade Policy Uncertainty," International Finance Discussion Papers 1256, Board of Governors of the Federal Reserve System (U.S.).
    8. Kollmann, Robert, 2016. "International business cycles and risk sharing with uncertainty shocks and recursive preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 115-124.
    9. Born, Benjamin & Müller, Gernot & Pfeifer, Johannes & Wellmann, Susanne, 2020. "Different no more: Country spreads in advanced and emerging economies," CEPR Discussion Papers 14392, C.E.P.R. Discussion Papers.
    10. Koirala, Niraj P. & Koirala, Dhiroj Prasad & Nyiwul, Linus & Hu, Zhining, 2024. "Economic uncertainty, households’ credit situations, and higher education," Journal of Macroeconomics, Elsevier, vol. 80(C).
    11. Lorenzo Bretscher & Alex Hsu & Andrea Tamoni, 2019. "Response of the Macroeconomy to Uncertainty Shocks:the Risk Premium Channel," 2019 Meeting Papers 1567, Society for Economic Dynamics.
    12. Punzi, Maria Teresa, 2019. "The impact of energy price uncertainty on macroeconomic variables," Energy Policy, Elsevier, vol. 129(C), pages 1306-1319.
    13. Kollmann, Robert, 2016. "Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations," MPRA Paper 70350, University Library of Munich, Germany.
    14. Gabriel Cuadra & Victoria Nuguer, 2018. "Risky Banks and Macro-Prudential Policy for Emerging Economies," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 125-144, October.
    15. Carrillo, Julio A. & Peersman, Gert & Wauters, Joris, 2022. "Endogenous wage indexation and aggregate shocks," Journal of Macroeconomics, Elsevier, vol. 72(C).
    16. Ma, Dan & Zhang, Chuan & Hui, Yarong & Xu, Bing, 2022. "Economic uncertainty spillover and social networks," Journal of Business Research, Elsevier, vol. 145(C), pages 454-467.
    17. Bonciani, Dario & Ricci, Martino, 2020. "The international effects of global financial uncertainty shocks," Journal of International Money and Finance, Elsevier, vol. 109(C).
    18. Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021. "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, vol. 58(C).
    19. Michael Curran & Adnan Velic, 2020. "Interest rate volatility and macroeconomic dynamics: Heterogeneity matters," Review of International Economics, Wiley Blackwell, vol. 28(4), pages 957-975, September.
    20. Hinterlang, Natascha & Moyen, Stephane & Röhe, Oke & Stähler, Nikolai, 2023. "Gauging the effects of the German COVID-19 fiscal stimulus package," European Economic Review, Elsevier, vol. 154(C).
    21. Jerow, Sam & Wolff, Jonathan, 2022. "Fiscal policy and uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 145(C).
    22. Freund, L. B. & Lee, H. & Rendahl, P., 2022. "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation," Cambridge Working Papers in Economics 2251, Faculty of Economics, University of Cambridge.
    23. Michael Patrick Curran & Adnan Velic, 2017. "Interest Rate Volatility And Macroeconomic Dynamics: A Cross-Country Analysis," Villanova School of Business Department of Economics and Statistics Working Paper Series 35, Villanova School of Business Department of Economics and Statistics.
    24. Tarzibash, Omar Fikrat Fateh & Ozyapici, Hasan & Adaoglu, Cahit, 2025. "Cash holdings in the US healthcare industry: Do different types of uncertainty matter?," Finance Research Letters, Elsevier, vol. 72(C).
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    26. Robert Kollmann, 2016. "Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks," 2016 Meeting Papers 721, Society for Economic Dynamics.
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  6. Born, Benjamin & Pfeifer, Johannes, 2014. "Policy risk and the business cycle," Journal of Monetary Economics, Elsevier, vol. 68(C), pages 68-85.
    See citations under working paper version above.
  7. Born, Benjamin & Peter, Alexandra & Pfeifer, Johannes, 2013. "Fiscal news and macroeconomic volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2582-2601.
    See citations under working paper version above.
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