Interpreting Volatility Shocks as Preference Shocks
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- Xu, Shaofeng, 2016. "Interpreting volatility shocks as preference shocks," Economics Letters, Elsevier, vol. 149(C), pages 135-140.
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Cited by:
- Lodge, David & Manu, Ana-Simona, 2019. "EME financial conditions: which global shocks matter?," Working Paper Series 2282, European Central Bank.
- Xu, Shaofeng, 2017.
"Volatility risk and economic welfare,"
Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 17-33.
- Shaofeng Xu, 2017. "Volatility Risk and Economic Welfare," Staff Working Papers 17-20, Bank of Canada.
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More about this item
Keywords
Business fluctuations and cycles; Economic models;JEL classification:
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2016-10-16 (Dynamic General Equilibrium)
- NEP-MAC-2016-10-16 (Macroeconomics)
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