IDEAS home Printed from https://ideas.repec.org/r/ces/ceswps/_8426.html

Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Martin Iseringhausen & Konstantinos Theodoridis, 2025. "A survey-based measure of asymmetric macroeconomic risk in the euro area," Working Papers 68, European Stability Mechanism, revised 11 Feb 2025.
  2. Alessandri, Piergiorgio & Gazzani, Andrea & Vicondoa, Alejandro, 2023. "Are the effects of uncertainty shocks big or small?," European Economic Review, Elsevier, vol. 158(C).
  3. Elder, John & Payne, James E., 2023. "Racial and ethnic disparities in unemployment and oil price uncertainty," Energy Economics, Elsevier, vol. 119(C).
  4. Silgado-Gómez, Edgar, 2022. "Sovereign Uncertainty," Research Technical Papers 10/RT/22, Central Bank of Ireland.
  5. Bank for International Settlements, 2025. "Monetary policy decision-making and communication under high uncertainty," BIS Papers, Bank for International Settlements, number 163, May.
  6. Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021. "Identification and Inference Under Narrative Restrictions," Papers 2102.06456, arXiv.org.
  7. Huang, Yu-Fan & Liao, Wenting & Wang, Taining, 2024. "Does US financial uncertainty spill over through the (asymmetric) international credit channel? The role of market expectations," Journal of International Money and Finance, Elsevier, vol. 148(C).
  8. Breitenlechner, Max & Geiger, Martin & Scharler, Johann, 2022. "Bank liquidity and the propagation of uncertainty in the U.S," Finance Research Letters, Elsevier, vol. 46(PB).
  9. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022. "The financial US uncertainty spillover multiplier: Evidence from a GVAR model," International Finance, Wiley Blackwell, vol. 25(3), pages 313-340, December.
  10. Cafiso, Gianluca & Missale, Alessandro & Rivolta, Giulia, 2025. "The credit channel of the sovereign spread: A Bayesian SVAR analysis," Economic Modelling, Elsevier, vol. 144(C).
  11. Okan Akarsu & Fatih Karahan & Huzeyfe Torun, 2025. "Communication as policy and firm uncertainty: evidence from randomised control trial," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy decision-making and communication under high uncertainty, volume 127, pages 121-140, Bank for International Settlements.
  12. Lukas Berend & Jan Pruser, 2025. "Large structural VARs with multiple linear shock and impact inequality restrictions," Papers 2505.19244, arXiv.org, revised Jul 2025.
  13. Elder, John & Payne, James E., 2024. "Oil price uncertainty shocks and the gender gap in U.S. unemployment," Energy Economics, Elsevier, vol. 131(C).
  14. Andrea Carriero & Alessio Volpicella, 2022. "Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty," School of Economics Discussion Papers 0322, School of Economics, University of Surrey.
  15. Marco Brianti, 2021. "Financial Shocks, Uncertainty Shocks, and Monetary Policy Trade-Offs," Working Papers 2021-05, University of Alberta, Department of Economics.
  16. De Santis, Roberto A. & Tornese, Tommaso, 2023. "Energy supply shocks’ nonlinearities on output and prices," Working Paper Series 2834, European Central Bank.
  17. Francesco Fusari & Joe Marlow & Alessio Volpicella, 2024. "Estimation and Inference of the Forecast Error Variance Decomposition for Set-Identified SVARs," School of Economics Discussion Papers 0424, School of Economics, University of Surrey.
  18. Ryan, Michael & Holmes, Mark J., 2025. "The effect of uncertainty on output: Instruments, identification, and the role of investment," Economic Modelling, Elsevier, vol. 152(C).
  19. Ambrocio, Gene, 2020. "Inflationary household uncertainty shocks," Bank of Finland Research Discussion Papers 5/2020, Bank of Finland.
  20. Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2023. "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 15(2), pages 139-159, June.
  21. Giovanni Caggiano & Efrem Castelnuovo, 2023. "Global financial uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 432-449, April.
  22. Matthew Read, 2026. "Shock-percentile Restrictions for SVARs," RBA Research Discussion Papers rdp2026-01, Reserve Bank of Australia.
  23. Giovanni Caggiano & Efrem Castelnuovo, 2021. "Global Uncertainty," CESifo Working Paper Series 8885, CESifo.
  24. Balduzzi, Pierluigi & Brancati, Emanuele & Brianti, Marco & Schiantarelli, Fabio, 2020. "The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans," IZA Discussion Papers 13629, IZA Network @ LISER.
  25. Fusari, Francesco, 2025. "Identifying monetary policy shocks through external constraints," Journal of Macroeconomics, Elsevier, vol. 85(C).
  26. Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2025. "The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-22, December.
  27. Massimo Guidolin, Serena Ionta, 2026. "Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility," BAFFI CAREFIN Working Papers 26262, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  28. Fanelli, Luca & Marsi, Antonio, 2022. "Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks," European Economic Review, Elsevier, vol. 150(C).
  29. Sui, Jianli & Lv, Wenqiang & Gao, Xiang & Koedijk, Kees G., 2024. "China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects," Journal of International Money and Finance, Elsevier, vol. 147(C).
  30. Berthold, Brendan, 2023. "The macroeconomic effects of uncertainty and risk aversion shocks," European Economic Review, Elsevier, vol. 154(C).
  31. Luca Fanelli & Antonio Marsi, 2021. "Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks," Working Papers wp1164, Dipartimento Scienze Economiche, Universita' di Bologna.
  32. Caggiano, Giovanni & Castelnuovo, Efrem & Delrio, Silvia & Kima, Richard, 2021. "Financial uncertainty and real activity: The good, the bad, and the ugly," European Economic Review, Elsevier, vol. 136(C).
  33. De Santis, Roberto A. & Tornese, Tommaso, 2025. "Energy supply shocks’ nonlinearities on output and prices," European Economic Review, Elsevier, vol. 176(C).
  34. Singh, Nidhi & Awan, Usama & Basahel, Sarah & Alghafes, Rsha, 2025. "Digital technology adoption and SC recoverability. The mediating role of relationship transparency and SC production risk management capabilities," Technological Forecasting and Social Change, Elsevier, vol. 218(C).
  35. Ambrocio, Gene, 2020. "Inflationary household uncertainty shocks," Research Discussion Papers 5/2020, Bank of Finland.
  36. Arigoni, Filippo & Lenarčič, Črt, 2023. "Foreign economic policy uncertainty shocks and real activity in the Euro area," MPRA Paper 120022, University Library of Munich, Germany.
  37. Huang, Yu-Fan & Liao, Wenting & Luo, Sui & Ma, Jun, 2024. "Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
  38. Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2025. "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(4), pages 395-410, June.
  39. Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2023. "Uncertainty And Monetary Policy During The Great Recession," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(2), pages 577-606, May.
  40. Pierluigi Balduzzi & Emanuele Brancati & Marco Brianti & Fabio Schiantarelli, 2020. "Credit Constraints anf Firms' Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans," Boston College Working Papers in Economics 1013, Boston College Department of Economics, revised 07 Oct 2022.
  41. Marton Lotz & Daniel Ruf & Johannes Strobel, 2023. "Uncertainty premia in REIT returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 372-407, March.
  42. Choi, Sangyup & Furceri, Davide & Loungani, Prakash & Shim, Myungkyu, 2022. "Inflation anchoring and growth: The role of credit constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
  43. De Santis, Roberto A. & Tornese, Tommaso, 2025. "Macroeconomic regime change and the size of supply chain disruption and energy supply shocks," European Economic Review, Elsevier, vol. 178(C).
  44. Tuzcuoglu, Kerem, 2024. "Nonlinear transmission of international financial stress," Economic Modelling, Elsevier, vol. 139(C).
  45. Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye, 2023. "Monetary Policy Effectiveness in the Face of Uncertainty: The Real Macroeconomic Impact of a Monetary Policy Shock in South Africa during High and Low Uncertainty States," Working Papers 202331, University of Pretoria, Department of Economics.
  46. Christos Floros & Emilios Galariotis & Konstantinos Gkillas & Efstathios Magerakis & Constantin Zopounidis, 2024. "Time-varying firm cash holding and economic policy uncertainty nexus: a quantile regression approach," Annals of Operations Research, Springer, vol. 341(2), pages 859-895, October.
  47. Dibiasi, Andreas & Sarferaz, Samad, 2023. "Measuring macroeconomic uncertainty: A cross-country analysis," European Economic Review, Elsevier, vol. 153(C).
  48. Conti, Antonio M. & Nobili, Andrea & Signoretti, Federico M., 2023. "Bank capital requirement shocks: A narrative perspective," European Economic Review, Elsevier, vol. 151(C).
  49. Efrem Castelnuovo, 2023. "Uncertainty before and during COVID‐19: A survey," Journal of Economic Surveys, Wiley Blackwell, vol. 37(3), pages 821-864, July.
  50. Koivisto, Tero, 2024. "Asset price shocks and inflation in the Finnish economy," BoF Economics Review 6/2024, Bank of Finland.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.