Uncertainty Shocks in a Model of Effective Demand: Comment
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- 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.
- de Groot, Oliver & Richter, Alexander & Throckmorton, Nathaniel, 2017. "Uncertainty Shocks in a Model of Effective Demand: Comment," Working Papers 1706, Federal Reserve Bank of Dallas.
References listed on IDEAS
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More about this item
KeywordsStochastic Volatility; Epstein-Zin Preferences; Uncertainty; Economic Activity;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-06-04 (All new papers)
- NEP-DCM-2017-06-04 (Discrete Choice Models)
- NEP-MAC-2017-06-04 (Macroeconomics)
- NEP-UPT-2017-06-04 (Utility Models & Prospect Theory)
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