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Brent Bundick

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Susanto Basu & Brent Bundick, 2011. "Uncertainty Shocks in a Model of Effective Demand," Boston College Working Papers in Economics 774, Boston College Department of Economics, revised 01 Nov 2015.

    Mentioned in:

    1. Uncertainty Shocks in a Model of Effective Demand
      by Christian Zimmermann in NEP-DGE blog on 2011-10-17 21:46:15

Working papers

  1. Bundick, Brent & Herriford, Trenton & Smith, Andrew Lee, 2017. "Forward Guidance, Monetary Policy Uncertainty, and the Term Premium," Research Working Paper RWP 17-7, Federal Reserve Bank of Kansas City.

    Cited by:

    1. Lunsford, Kurt Graden, 2018. "Understanding the Aspects of Federal Reserve Forward Guidance," Working Papers (Old Series) 1815, Federal Reserve Bank of Cleveland.

  2. Bundick, Brent & Smith, Andrew Lee, 2016. "The dynamic effects of forward guidance shocks," Research Working Paper RWP 16-2, Federal Reserve Bank of Kansas City.

    Cited by:

    1. Lunsford, Kurt Graden, 2018. "Understanding the Aspects of Federal Reserve Forward Guidance," Working Papers (Old Series) 1815, Federal Reserve Bank of Cleveland.
    2. Christian Bredemeier & Andreas Schabert & Christoph Kaufmann, 2018. "Interest Rate Spreads and Forward Guidance," 2018 Meeting Papers 491, Society for Economic Dynamics.
    3. Lakdawala, Aeimit, 2016. "Decomposing the Effects of Monetary Policy Using an External Instruments SVAR," MPRA Paper 78254, University Library of Munich, Germany.
    4. Xu Zhang, 2018. "Evaluating the Effects of Forward Guidance and Large-scale Asset Purchases," 2018 Meeting Papers 894, Society for Economic Dynamics.
    5. Paul Hubert & Fabien Labondance, 2016. "The effect of ECB forward guidance on policy expectations," Documents de Travail de l'OFCE 2016-30, Observatoire Francais des Conjonctures Economiques (OFCE).
    6. Campbell, Jeffrey R. & Fisher, Jonas D. M. & Justiniano, Alejandro & Melosi, Leonardo, 2016. "Forward Guidance and Macroeconomic Outcomes Since the Financial Crisis," Working Paper Series WP-2016-7, Federal Reserve Bank of Chicago.

  3. Basu, Susanto & Bundick, Brent, 2015. "Endogenous volatility at the zero lower bound: implications for stabilization policy," Research Working Paper RWP 15-1, Federal Reserve Bank of Kansas City.

    Cited by:

    1. Martin Seneca, 2017. "Risk Shocks Close to the Zero Lower Bound," 2017 Meeting Papers 107, Society for Economic Dynamics.
    2. Arias, Jonas E. & Erceg, Christopher & Trabandt, Mathias, 2016. "The macroeconomic risks of undesirably low inflation," European Economic Review, Elsevier, vol. 88(C), pages 88-107.
    3. Schmidt, Torsten, 2018. "Inflation Expectation Uncertainty, Inflation and the Outputgap," Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181575, Verein für Socialpolitik / German Economic Association.
    4. 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".
    5. Holden, Tom D., 2017. "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 144570, ZBW - Leibniz Information Centre for Economics.
    6. Isabel Cairo & Jae Sim, 2017. "Income Inequality, Financial Crises and Monetary Policy," 2017 Meeting Papers 1433, Society for Economic Dynamics.
    7. G. Angelini & L. Fanelli, 2018. "Identification and estimation issues in Structural Vector Autoregressions with external instruments," Working Papers wp1122, Dipartimento Scienze Economiche, Universita' di Bologna.
    8. Holden, Tom D., 2016. "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 127430, ZBW - Leibniz Information Centre for Economics.
    9. Lansing, Kevin J., 2017. "Endogenous Regime Switching Near the Zero Lower Bound," Working Paper Series 2017-24, Federal Reserve Bank of San Francisco.

  4. Susanto Basu & Brent Bundick, 2011. "Uncertainty Shocks in a Model of Effective Demand," Boston College Working Papers in Economics 774, Boston College Department of Economics, revised 01 Nov 2015.

    Cited by:

    1. Segal, Gill & Shaliastovich, Ivan & Yaron, Amir, 2015. "Good and bad uncertainty: Macroeconomic and financial market implications," Journal of Financial Economics, Elsevier, vol. 117(2), pages 369-397.
    2. Mecikovsky, Ariel & Meier, Matthias, 2014. "Do plants freeze upon uncertainty shocks?," EconStor Preprints 100662, ZBW - Leibniz Information Centre for Economics.
    3. Carstensen, Kai & Bachmann, Rüdiger & Schneider, Martin & Lautenbacher, Stefan, 2018. "Uncertainty is Change," Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181572, Verein für Socialpolitik / German Economic Association.
    4. Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2017. "Uncertainty Shocks in a Model of Effective Demand: Comment," Discussion Paper Series, Department of Economics 201710, Department of Economics, University of St. Andrews, revised 25 May 2017.
    5. Eran Hoffmann, 2018. "The Cyclical Composition of Startups," 2018 Meeting Papers 553, Society for Economic Dynamics.
    6. Bonciani, Dario, 2015. "Estimating the effects of uncertainty over the business cycle," MPRA Paper 65921, University Library of Munich, Germany.
    7. Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2018. "The transmission of uncertainty shocks on income inequality: State-level evidence from the United States," Working Papers in Regional Science 6368, WU Vienna University of Economics and Business.
    8. Gavin, William T. & Keen, Benjamin D. & Richter, Alexander & Throckmorton, Nathaniel, 2013. "The stimulative effect of forward guidance," Working Papers 2013-38, Federal Reserve Bank of St. Louis, revised 30 Apr 2014.
    9. Yasuo Hirose & Takeki Sunakawa, 2016. "Parameter Bias in an Estimated DSGE Model," Working Papers halshs-01661908, HAL.
    10. Wen Xu, 2016. "Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters," Econometrics, MDPI, Open Access Journal, vol. 4(4), pages 1-13, October.
    11. Bayer, Christian, 2016. "Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk," Annual Conference 2016 (Augsburg): Demographic Change 145961, Verein für Socialpolitik / German Economic Association.
    12. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018. "Measuring Uncertainty and Its Impact on the Economy," The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 799-815, December.
    13. Mehkari, M. Saif, 2016. "Uncertainty shocks in a model with mean-variance frontiers and endogenous technology choices," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 71-98.
    14. Ahmed Jamal Pirzada, 2017. "Energy Price Uncertainty and Decreasing Pass-through to Core Inflation," Bristol Economics Discussion Papers 17/681, Department of Economics, University of Bristol, UK, revised 30 May 2017.
    15. Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
    16. Kyle Jurado & Sydney C. Ludvigson & Serena Ng, 2015. "Measuring Uncertainty," American Economic Review, American Economic Association, vol. 105(3), pages 1177-1216, March.
    17. Roberto Duncan, 2015. "Does the US Current Account Show a Symmetric Behavior over the Business Cycle?," Working Papers 2015-51, Peruvian Economic Association.
    18. Bonciani, Dario, 2014. "Uncertainty shocks: it's a matter of habit," MPRA Paper 59370, University Library of Munich, Germany.
    19. Charles Engel, 2015. "International Coordination of Central Bank Policy," NBER Working Papers 20952, National Bureau of Economic Research, Inc.
    20. Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial regimes and uncertainty shocks," BCAM Working Papers 1404, Birkbeck Centre for Applied Macroeconomics.
    21. Popp, Aaron & Zhang, Fang, 2016. "The macroeconomic effects of uncertainty shocks: The role of the financial channel," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 319-349.
    22. Nathaniel Throckmorton & Benjamin Keen & Alexander Richter & William Gavin, 2013. "Global Dynamics at the Zero Lower Bound," 2013 Meeting Papers 839, Society for Economic Dynamics.
    23. Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2011. "Fiscal Volatility Shocks and Economic Activity," NBER Working Papers 17317, National Bureau of Economic Research, Inc.
    24. Martin Seneca, 2017. "Risk Shocks Close to the Zero Lower Bound," 2017 Meeting Papers 107, Society for Economic Dynamics.
    25. Choi, Sangyup, 2013. "Are the effects of Bloom’s uncertainty shocks robust?," Economics Letters, Elsevier, vol. 119(2), pages 216-220.
    26. Philippe Bacchetta & Eric van Wincoop, 2016. "The Great Recession: A Self-Fulfilling Global Panic," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(4), pages 177-198, October.
    27. Tovonony Razafindrabe & Valérie Mignon & Marc Joëts, 2016. "Does the volatility of commodity prices reflects macroeconomic uncertainty?," Post-Print hal-01667080, HAL.
    28. Bidder, R.M. & Smith, M.E., 2012. "Robust animal spirits," Journal of Monetary Economics, Elsevier, vol. 59(8), pages 738-750.
    29. McKay, Alisdair, 2017. "Time-varying idiosyncratic risk and aggregate consumption dynamics," Journal of Monetary Economics, Elsevier, vol. 88(C), pages 1-14.
    30. Basu, S. & House, C.L., 2016. "Allocative and Remitted Wages," Handbook of Macroeconomics, Elsevier.
    31. Joshua Brault & Hashmat Khan, 2018. "The Shifts in Lead-Lag Properties of the US Business Cycle," Carleton Economic Papers 18-03, Carleton University, Department of Economics.
    32. Vincent Sterk & Morten Ravn, 2013. "Job Uncertainty and Deep Recessions," 2013 Meeting Papers 921, Society for Economic Dynamics.
    33. Vegard Høghaug Larsen, 2017. "Components of uncertainty," Working Paper 2017/5, Norges Bank.
    34. Annalisa Cristini & Piero Ferri & Anna Maria Variato, 2015. "Search Theories and Aggregate Demand," Review of Economics & Finance, Better Advances Press, Canada, vol. 5, pages 55-65, August.
    35. Nicholas Bloom, 2014. "Fluctuations In Uncertainty," Working Papers 14-17, Center for Economic Studies, U.S. Census Bureau.
    36. Fiorella De Fiore & Harald Uhlig, 2014. "Corporate Debt Structure and the Financial Crisis," NBER Working Papers 20730, National Bureau of Economic Research, Inc.
    37. 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), Université de Cergy-Pontoise.
    38. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”," AQR Working Papers 201803, University of Barcelona, Regional Quantitative Analysis Group, revised Jun 2018.
    39. Silvia Delrio, 2016. "Estimating the effects of global uncertainty in open economies," Working Papers 2016:19, Department of Economics, University of Venice "Ca' Foscari".
    40. Marlène Isoré & Urszula Szczerbowicz, 2015. "Disaster Risk and Preference Shifts in a New Keynesian Model," Working Papers 2015-16, CEPII research center.
    41. Bianchi, Francesco & Melosi, Leonardo, 2013. "Escaping the Great Recession," CEPR Discussion Papers 9643, C.E.P.R. Discussion Papers.
    42. Richter, Alexander W. & Throckmorton, Nathaniel A., 2015. "The consequences of an unknown debt target," European Economic Review, Elsevier, vol. 78(C), pages 76-96.
    43. Mumtaz, Haroon & Theodoridis, Konstantinos, 2012. "The international transmission of volatility shocks: an empirical analysis," Bank of England working papers 463, Bank of England.
    44. Stéphane Lhuissier & Fabien Tripier, 2016. "Do Uncertainty Shocks Always Matter for Business Cycles?," Working Papers 2016-19, CEPII research center.
    45. Xu, Shaofeng, 2017. "Volatility risk and economic welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 17-33.
    46. Amy Rice & Tugrul Vehbi & Benjamin Wong, 2018. "Measuring uncertainty and its impact on the New Zealand economy," Reserve Bank of New Zealand Analytical Notes series AN2018/01, Reserve Bank of New Zealand.
    47. Liu, Hening & Miao, Jianjun, 2015. "Growth uncertainty, generalized disappointment aversion and production-based asset pricing," Journal of Monetary Economics, Elsevier, vol. 69(C), pages 70-89.
    48. Gete, Pedro & Melkadze, Givi, 2018. "Aggregate volatility and international dynamics. The role of credit supply," Journal of International Economics, Elsevier, vol. 111(C), pages 143-158.
    49. Gavin, William T. & Keen, Benjamin D. & Richter, Alexander W. & Throckmorton, Nathaniel A., 2015. "The zero lower bound, the dual mandate, and unconventional dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 55(C), pages 14-38.
    50. 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.
    51. Yasuo Hirose & Takeki Sunakawa, 2015. "Parameter bias in an estimated DSGE model: does nonlinearity matter?," CAMA Working Papers 2015-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    52. Foerster, Andrew T., 2014. "The asymmetric effects of uncertainty," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 5-26.
    53. Levintal, Oren, 2017. "Fifth-order perturbation solution to DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 1-16.
    54. Born, Benjamin & Pfeifer, Johannes, 2016. "The New Keynesian Wage Phillips Curve: Calvo vs. Rotemberg," CEPR Discussion Papers 11568, C.E.P.R. Discussion Papers.
    55. Stona, Filipe & Morais, Igor A.C. & Triches, Divanildo, 2018. "Economic dynamics during periods of financial stress: Evidences from Brazil," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 130-144.
    56. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW).
    57. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011. "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers 2011-37, Department of Economics and Business Economics, Aarhus University.
    58. Jackson, Laura E. & Kliesen, Kevin L. & Owyang, Michael T., 2018. "The Nonlinear Effects of Uncertainty Shocks," Working Papers 2018-35, Federal Reserve Bank of St. Louis.
    59. Salomon Fiedler & Isabel Hanisch & Dr. Nils Jannsen Hanisch & Prof. Dr. Maik Wolters, 2017. "Effectiveness of Unconventional Monetary Policy in the Euro Area: An Assessment Based on a Literature Survey," Credit and Capital Markets, Credit and Capital Markets, vol. 50(4), pages 455-488.
    60. Benhabib, Jess & Liu, Xuewen & Wang, Pengfei, 2016. "Endogenous information acquisition and countercyclical uncertainty," Journal of Economic Theory, Elsevier, vol. 165(C), pages 601-642.
    61. Nicholas Bloom & Max Floetotto & Nir Jaimovich & Itay Saporta-Eksten & Stephen Terry, 2013. "Really Uncertain Business Cycles," CEP Discussion Papers dp1195, Centre for Economic Performance, LSE.
    62. Mayumi Ojima & Junnosuke Shino & Kozo Ueda, 2014. "Buyer-Size Discounts and Inflation Dynamics," UTokyo Price Project Working Paper Series 017, University of Tokyo, Graduate School of Economics.
    63. Fontaine, Idriss & Razafindravaosolonirina, Justinien & Didier, Laurent, 2018. "Chinese policy uncertainty shocks and the world macroeconomy: Evidence from STVAR," China Economic Review, Elsevier, vol. 51(C), pages 1-19.
    64. Sylvain Leduc & Zheng Liu, 2012. "Uncertainty shocks are aggregate demand shocks," Working Paper Series 2012-10, Federal Reserve Bank of San Francisco.
    65. Scott R. Baker & Nicholas Bloom & Steven J. Davis, 2015. "Measuring Economic Policy Uncertainty," CEP Discussion Papers dp1379, Centre for Economic Performance, LSE.
    66. Wang, J. Christina, 2013. "The impact of policy uncertainty on U. S. employment: industry evidence," Public Policy Brief, Federal Reserve Bank of Boston.
    67. Basile, Roberto & Girardi, Alessandro, 2018. "Uncertainty and Business Cycle: A Review of the Literature and Some Evidence from the Spanish Economy/Incertidumbre y Ciclo Empresarial: Revisión de la literatura y evidencia en la economía española," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 36, pages 235-250, Enero.
    68. Susanto Basu & Christopher L. House, 2016. "Allocative and Remitted Wages: New Facts and Challenges for Keynesian Models," NBER Working Papers 22279, National Bureau of Economic Research, Inc.
    69. Hikaru Saijo & Cosmin Ilut, 2015. "Learning, Confidence, and Business Cycles," 2015 Meeting Papers 917, Society for Economic Dynamics.
    70. Davig, Troy A. & Foerster, Andrew T., 2014. "Uncertainty and fiscal cliffs," Research Working Paper RWP 14-4, Federal Reserve Bank of Kansas City.
    71. Jannsen, Nils & Potjagailo, Galina & Wolters, Maik, 2015. "Monetary Policy during Financial Crises: Is the Transmission Mechanism Impaired?," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113096, Verein für Socialpolitik / German Economic Association.
    72. Grimme, Christian & Siemsen, Thomas, 2014. "Are You a Lehman, Brother? Interbank Uncertainty in a DSGE Model," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100498, Verein für Socialpolitik / German Economic Association.
    73. Sanjay K. Chugh, 2013. "Firm Risk and Leverage Based Business Cycles," Boston College Working Papers in Economics 844, Boston College Department of Economics.
    74. Mathy, Gabriel & Ziebarth, Nicolas L., 2017. "How Much Does Political Uncertainty Matter? The Case of Louisiana under Huey Long," The Journal of Economic History, Cambridge University Press, vol. 77(01), pages 90-126, March.
    75. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Jannsen, Nils & Plödt, Martin & van Roye, Björn & Scheide, Joachim & Groll, Dominik & Kooths, Stefan, 2012. "Weltkonjunktur und deutsche Konjunktur im Winter 2012," Kiel Discussion Papers 514/515, Kiel Institute for the World Economy (IfW).
    76. Gill Segal & Ivan Shaliastovich & Amir Yaron, 2014. "Good and Bad Uncertainty: Macroeconomic and Financial Market Implications," 2014 Meeting Papers 488, Society for Economic Dynamics.
    77. Martin Schneider & Cosmin Ilut, 2011. "Ambiguous Business Cycles," 2011 Meeting Papers 612, Society for Economic Dynamics.
    78. Evgenidis, Anastasios, 2016. "Do all oil price shocks have the same impact? Evidence from the Euro Area," Economic Letters 07/EL/16, Central Bank of Ireland.
    79. Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2017. "The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty," Working Papers 201782, University of Pretoria, Department of Economics.
    80. Yıldırım-Karaman, Seçil, 2018. "Uncertainty in financial markets and business cycles," Economic Modelling, Elsevier, vol. 68(C), pages 329-339.
    81. Andrade, P. & Ghysels, E. & Idier, J., 2012. "Tails of Inflation Forecasts and Tales of Monetary Policy," Working papers 407, Banque de France.
    82. Born, Benjamin & Pfeifer, Johannes, 2014. "Risk Matters: A Comment," Dynare Working Papers 39, CEPREMAP.
    83. Victor Lopez-Perez, 2016. "Macroeconomic Forecast Uncertainty In The Euro Area," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(1), pages 9-41, March.
    84. Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017. "Uncertainty and Monetary Policy in Good and Bad Times," Melbourne Institute Working Paper Series wp2017n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    85. Anna Orlik & Laura Veldkamp, 2014. "Understanding Uncertainty Shocks and the Role of Black Swans," NBER Working Papers 20445, National Bureau of Economic Research, Inc.
    86. Peter Claeys & Borek Vasicek, 2017. "Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries," Working Papers 2017/13, Czech National Bank, Research Department.
    87. Munechika Katayama & Kwang Hwan Kim, 2018. "Uncertainty Shocks and the Relative Price of Investment Goods," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 163-178, October.
    88. Alessandra Fogli & Fabrizio Perri, 2015. "Macroeconomic Volatility and External Imbalances," NBER Working Papers 20872, National Bureau of Economic Research, Inc.
    89. Salih Fendoglu, 2011. "Optimal Monetary Policy Rules, Financial Amplification, and Uncertain Business Cycles," Working Papers 1126, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    90. Aboura, Sofiane & van Roye, Björn, 2013. "Financial stress and economic dynamics: An application to France," Kiel Working Papers 1834, Kiel Institute for the World Economy (IfW).
    91. Alexander W. Richter & Nathaniel A. Throckmorton, 2014. "The Zero Lower Bound: Frequency, Duration, and Numerical Convergence," Auburn Economics Working Paper Series auwp2014-09, Department of Economics, Auburn University.
    92. Shaofeng Xu, 2016. "Interpreting Volatility Shocks as Preference Shocks," Staff Working Papers 16-45, Bank of Canada.
    93. Bonciani, Dario & Roye, Björn van, 2016. "Uncertainty shocks, banking frictions and economic activity," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 200-219.
    94. Bachmann, Rüdiger & Bayer, Christian, 2013. "‘Wait-and-See’ business cycles?," Journal of Monetary Economics, Elsevier, vol. 60(6), pages 704-719.
    95. Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016. "The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model," Working Papers 201681, University of Pretoria, Department of Economics.
    96. Taisuke Nakata, 2013. "Uncertainty at the zero lower bound," Finance and Economics Discussion Series 2013-09, Board of Governors of the Federal Reserve System (US).
    97. Suen, Richard M. H., 2016. "Distributional Risk, Stochastic Volatility and Precautionary Savings," MPRA Paper 72732, University Library of Munich, Germany.
    98. 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.
    99. Shyam Gouri Suresh & Mark Setterfield, 2015. "Firm performance, macroeconomic conditions, and “animal spirits” in a Post Keynesian model of aggregate fluctuations," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 38(1), pages 38-63, July.
    100. Nakata, Taisuke, 2016. "Optimal fiscal and monetary policy with occasionally binding zero bound constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 220-240.
    101. Yıldırım-Karaman, Secil, 2017. "Uncertainty shocks, central bank characteristics and business cycles," Economic Systems, Elsevier, vol. 41(3), pages 379-388.
    102. Jamie L. Cross & Chenghan Hou & Aubrey Poon, 2018. "International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach," Working Papers No 12/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    103. Thomas Brand & Marlène Isoré & Fabien Tripier, 2018. "Uncertainty Shocks and Firm Creation: Search and Monitoring in the Credit Market," Working Papers 2018-19, CEPII research center.
    104. Gust, Christopher & López-Salido, J David & Smith, Matthew E, 2012. "The Empirical Implications of the Interest-Rate Lower Bound," CEPR Discussion Papers 9214, C.E.P.R. Discussion Papers.
    105. Bijsterbosch, Martin & Guérin, Pierre, 2013. "Characterizing very high uncertainty episodes," Economics Letters, Elsevier, vol. 121(2), pages 239-243.
    106. Born, Benjamin & Pfeifer, Johannes, 2016. "Uncertainty-driven business cycles: assessing the markup channel," Annual Conference 2016 (Augsburg): Demographic Change 145608, Verein für Socialpolitik / German Economic Association.
    107. Nicholas Kozeniauskas & Anna Orlik & Laura Veldkamp, 2016. "The Common Origin of Uncertainty Shocks," NBER Working Papers 22384, National Bureau of Economic Research, Inc.
    108. Hong Lan & Alexander Meyer-Gohde, 2013. "Decomposing Risk in Dynamic Stochastic General Equilibrium," SFB 649 Discussion Papers SFB649DP2013-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    109. Bańbura, Marta & Albani, Maria & Ambrocio, Gene & Bursian, Dirk & Buss, Ginters & de Winter, Jasper & Gavura, Miroslav & Giordano, Claire & Júlio, Paulo & Le Roux, Julien & Lozej, Matija & Malthe-Thag, 2018. "Business investment in EU countries," Occasional Paper Series 215, European Central Bank.
    110. Cesa-Bianchi, Ambrogio & Fernandez-Corugedo, Emilio, 2014. "Uncertainty in a model with credit frictions," Bank of England working papers 496, Bank of England.
    111. Plante, Michael D. & Richter, Alexander W. & Throckmorton, Nathaniel, 2014. "The zero lower bound and endogenous uncertainty," Working Papers 1405, Federal Reserve Bank of Dallas.
    112. Wang, J. Christina, 2013. "The cost of fiscal policy uncertainty: industry evidence of its impact on the labor market," Working Papers 13-22, Federal Reserve Bank of Boston.
    113. Angus Moore, 2016. "Measuring Economic Uncertainty and Its Effects," RBA Research Discussion Papers rdp2016-01, Reserve Bank of Australia.
    114. Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2017. "Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges," CEPII Policy Brief 2017-20, CEPII research center.
    115. Caggiano, Giovanni & Castelnuovo, Efrem & Groshenny, Nicolas, 2014. "Uncertainty shocks and unemployment dynamics in U.S. recessions," Journal of Monetary Economics, Elsevier, vol. 67(C), pages 78-92.
    116. Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York, revised 01 Apr 2018.
    117. Chiu, Ching-Wai (Jeremy) & Harris, Richard & Stoja, Evarist & Chin, Michael, 2016. "Financial market volatility, macroeconomic fundamentals and investor sentiment," Bank of England working papers 608, Bank of England.
    118. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," NBER Working Papers 19469, National Bureau of Economic Research, Inc.
    119. Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018. "Risk management-driven policy rate gap," CAMA Working Papers 2018-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    120. Liu, Zheng & Tai, Andrew, 2016. "Slow Credit Recovery and Excess Returns on Capital," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
    121. Volker Tjaden & Ralph Lütticke & Lien Pham & Christian Bayer, 2013. "Household Income Risk, Nominal Frictions, and Incomplete Markets," 2013 Meeting Papers 1270, Society for Economic Dynamics.
    122. Jordi Galí, 2018. "The State of New Keynesian Economics: A Partial Assessment," NBER Working Papers 24845, National Bureau of Economic Research, Inc.
    123. Benjamin Born & Johannes Pfeifer, 2013. "Policy Risk and the Business Cycle," CESifo Working Paper Series 4336, CESifo Group Munich.
    124. Aleksei Netsunajev & Katharina Glass, 2016. " Uncertainty and Employment Dynamics in the Euro Area and the US," SFB 649 Discussion Papers SFB649DP2016-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    125. Christopher Gust & Edward Herbst & David López-Salido & Matthew E. Smith, 2017. "The Empirical Implications of the Interest-Rate Lower Bound," American Economic Review, American Economic Association, vol. 107(7), pages 1971-2006, July.
    126. Alexander Richter & Nathaniel Throckmorton & Todd Walker, 2014. "Accuracy, Speed and Robustness of Policy Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 44(4), pages 445-476, December.
    127. Brand, Thomas & Isoré, Marlène & Tripier, Fabien, 2017. "Uncertainty Shocks and Firm Dynamics: Search and Monitoring in the Credit Market," CEPREMAP Working Papers (Docweb) 1707, CEPREMAP.
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    139. Christian Pierdzioch & Rangan Gupta, 2017. "Uncertainty and Forecasts of U.S. Recessions," Working Papers 201732, University of Pretoria, Department of Economics.
    140. Bundick, Brent & Herriford, Trenton & Smith, Andrew Lee, 2017. "Forward Guidance, Monetary Policy Uncertainty, and the Term Premium," Research Working Paper RWP 17-7, Federal Reserve Bank of Kansas City.
    141. Billi, Roberto M., 2018. "Price level targeting and risk management," Economic Modelling, Elsevier, vol. 73(C), pages 163-173.
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  5. Brent Bundick, 2007. "Do federal funds futures need adjustment for excess returns? a state-dependent approach," Research Working Paper RWP 07-08, Federal Reserve Bank of Kansas City.

    Cited by:

    1. James D. Hamilton & Tatsuyoshi Okimoto, 2010. "Sources of Variation in Holding Returns for Fed Funds Futures Contracts," NBER Working Papers 15736, National Bureau of Economic Research, Inc.
    2. Lapp, John S. & Pearce, Douglas K., 2012. "The impact of economic news on expected changes in monetary policy," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 362-379.

Articles

  1. Susanto Basu & Brent Bundick, 2017. "Uncertainty Shocks in a Model of Effective Demand," Econometrica, Econometric Society, vol. 85, pages 937-958, May.
    See citations under working paper version above.
  2. Bundick, Brent & Hakkio, Craig S., 2015. "Are longer-term inflation expectations stable?," Macro Bulletin, Federal Reserve Bank of Kansas City, pages 1-3, Mar 9.

    Cited by:

    1. Nechio, Fernanda, 2015. "Have long-term inflation expectations declined?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.

  3. Bundick, Brent, 2015. "Estimating the monetary policy rule perceived by forecasters," Macro Bulletin, Federal Reserve Bank of Kansas City, pages 1-3, Dec 28.

    Cited by:

    1. Kahn, George A. & Palmer, Andrew, 2016. "Monetary Policy at the Zero Lower Bound: Revelations from the FOMC's Summary of Economic Projections," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 5-37.
    2. Doh, Taeyoung & Choi, Jason, 2016. "Measuring the Stance of Monetary Policy on and off the Zero Lower Bound," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 5-24.

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