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Citations for "Uncertainty and Economic Activity: Evidence from Business Survey Data"

by Steffen Elstner & Eric Sims & Ruediger Bachmann

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  1. Alessandria, George & Choi, Horag & Kaboski, Joseph P. & Midrigan, Virgiliu, 2015. "Microeconomic uncertainty, international trade, and aggregate fluctuations," Journal of Monetary Economics, Elsevier, vol. 69(C), pages 20-38.
  2. Laurent Ferrara & Pierre Guérin, 2015. "What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?," EconomiX Working Papers 2015-12, University of Paris West - Nanterre la Défense, EconomiX.
  3. Nodari, Gabriela, 2014. "Financial regulation policy uncertainty and credit spreads in the US," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 122-132.
  4. Nicholas Bloom, 2013. "Fluctuations in Uncertainty," CEP Occasional Papers 038, Centre for Economic Performance, LSE.
  5. Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2011. "Inflation uncertainty revisited: A proposal for robust measurement," Ifo Working Paper Series Ifo Working Paper No. 111, Ifo Institute for Economic Research at the University of Munich.
  6. Christian Grimme & Christian Seiler & Klaus Wohlrabe, 2014. "Der Konflikt in der Ukraine und die Ergebnisse der ifo Unternehmensbefragungen," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 67(18), pages 46-48, 09.
  7. Hashem Pesaran & Ambrogio Cesa-Bianchi & Alessandro Rebucci, 2014. "Uncertainty and Economic Activity: A Global Perspective," Cambridge Working Papers in Economics 1407, Faculty of Economics, University of Cambridge.
  8. Klodiana Istrefi & Anamaria Piloiu, 2013. "Economic Policy Uncertainty, Trust and Inflation Expectations," CESifo Working Paper Series 4294, CESifo Group Munich.
  9. Scott R. Baker & Nicholas Bloom, 2013. "Does Uncertainty Reduce Growth? Using Disasters as Natural Experiments," CEP Discussion Papers dp1243, Centre for Economic Performance, LSE.
  10. Ruediger Bachmann & Christian Bayer, 2009. "Firm-Specific Productivity Risk over the Business Cycle: Facts and Aggregate Implications," CESifo Working Paper Series 2844, CESifo Group Munich.
  11. Kyle Jurado & Sydney C. Ludvigson & Serena Ng, 2015. "Measuring Uncertainty," American Economic Review, American Economic Association, vol. 105(3), pages 1177-1216, March.
  12. Benjamin Born & Johannes Pfeifer, 2013. "Policy Risk and the Business Cycle," CESifo Working Paper Series 4336, CESifo Group Munich.
  13. Bachmann, Rüdiger & Sims, Eric R., 2012. "Confidence and the transmission of government spending shocks," Journal of Monetary Economics, Elsevier, vol. 59(3), pages 235-249.
  14. Post, Thomas & Hanewald, Katja, 2013. "Longevity risk, subjective survival expectations, and individual saving behavior," Journal of Economic Behavior & Organization, Elsevier, vol. 86(C), pages 200-220.
  15. Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," Working Papers hal-00952951, HAL.
  16. Emmanuel De Veirman & Andrew T. Levin, 2011. "Cyclical Changes in Firm Volatility," CAMA Working Papers 2011-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  17. Born, Benjamin & Breuer, Sebastian & Elstner, Steffen, 2014. "Uncertainty and the Great Recession," Working Papers 04/2014, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
  18. Ruediger Bachmann & Peter Zorn, 2013. "What Drives Aggregate Investment?," CESifo Working Paper Series 4218, CESifo Group Munich.
  19. James H. Stock & Mark W. Watson, 2012. "Disentangling the Channels of the 2007-2009 Recession," NBER Working Papers 18094, National Bureau of Economic Research, Inc.
  20. Ermi̇şoğlu, Ergun & Kanik, Bi̇rol, 2013. "Türkiye Ekonomik Politika Belirsizliği Endeksi
    [Turkish Economic Policy Uncertainty Index]
    ," MPRA Paper 49920, University Library of Munich, Germany.
  21. Mayumi Ojima & Junnosuke Shino & Kozo Ueda, 2014. "Buyer-Size Discounts and Inflation Dynamics," CAMA Working Papers 2014-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  22. Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2014. "Risk shocks and housing supply: A quantitative analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 194-219.
  23. K. Istrefi & A. Piloiu, 2014. "Economic Policy Uncertainty and Inflation Expectations," Working papers 511, Banque de France.
  24. Christian Seiler, 2012. "The Data Sets of the LMU-ifo Economics & Business Data Center - A Guide for Researchers," Ifo Working Paper Series Ifo Working Paper No. 138, Ifo Institute for Economic Research at the University of Munich.
  25. Edward S. Knotek II & Shujaat Khan, 2011. "How do households respond to uncertainty shocks?," Economic Review, Federal Reserve Bank of Kansas City, issue Q II.
  26. Roland Döhrn & Philipp an de Meulen & Daniela Grozea-Helmenstein & Tobias Kitlinski & Torsten Schmidt & Simeon Vosen, 2013. "Die wirtschaftliche Entwicklung im Ausland: Zögerliche Erholung der Weltwirtschaft," RWI Konjunkturbericht, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, pages 36, 03.
  27. Zheng Liu & Sylvain Leduc, 2013. "Uncertainty Shocks Are Aggregate Demand Shocks," 2013 Meeting Papers 270, Society for Economic Dynamics.
  28. Laura Veldkamp & Anna Orlik, 2014. "Uncertainty Shocks and the Role of the Black Swan," 2014 Meeting Papers 275, Society for Economic Dynamics.
  29. SIMIONESCU Mihaela, 2014. "The Assessment Of Forecast Intervals Uncertainty For Oil Prices," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 9(2), pages 78-86, August.
  30. Yves S. Schüler, 2014. "Asymmetric Effects of Uncertainty over the Business Cycle: A Quantile Structural Vector Autoregressive Approach," Working Paper Series of the Department of Economics, University of Konstanz 2014-02, Department of Economics, University of Konstanz.
  31. Plante, Michael D. & Richter, Alexander & Throckmorton, Nathaniel, 2014. "The zero lower bound and endogenous uncertainty," Working Papers 1405, Federal Reserve Bank of Dallas.
  32. Sangyup Choi & Prakash Loungani, 2015. "Uncertainty and Unemployment: The Effects of Aggregate and Sectoral Channels," IMF Working Papers 15/36, International Monetary Fund.
  33. Christian Seiler, 2013. "Nonresponse in Business Tendency Surveys: Theoretical Discourse and Empirical Evidence," ifo Beiträge zur Wirtschaftsforschung, Ifo Institute for Economic Research at the University of Munich, number 52, October.
  34. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2013. "Dynamic co-movements of stock market returns, implied volatility and policy uncertainty," Economics Letters, Elsevier, vol. 120(1), pages 87-92.
  35. Martin Schneider & Cosmin Ilut, 2011. "Ambiguous Business Cycles," 2011 Meeting Papers 612, Society for Economic Dynamics.
  36. Rahul Anand & Volodymyr Tulin, 2014. "Disentangling India’s Investment Slowdown," IMF Working Papers 14/47, International Monetary Fund.
  37. Bekaert, Geert & Hoerova, Marie, 2014. "The VIX, the variance premium and stock market volatility," Working Paper Series 1675, European Central Bank.
  38. Ruediger Bachmann & Steffen Elstner, 2013. "Firms' Optimism and Pessimism," CESifo Working Paper Series 4176, CESifo Group Munich.
  39. Dovern, Jonas, 2014. "A Multivariate Analysis of Forecast Disagreement: Confronting Models of Disagreement with SPF Data," Working Papers 0571, University of Heidelberg, Department of Economics.
  40. Giovanni Caggiano & Efrem Castelnuovo & Nicolas Groshenny, 2014. "Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions," Melbourne Institute Working Paper Series wp2014n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  41. Can Tian, 2012. "Riskiness Choice and Endogenous Productivity Dispersion over the Business Cycle," PIER Working Paper Archive 12-025, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  42. Michael P. Clements, 2015. "Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision," ICMA Centre Discussion Papers in Finance icma-dp2015-02, Henley Business School, Reading University.
  43. Pablo Fajgelbaum & Edouard Schaal & Mathieu Taschereau-Dumouchel, 2014. "Uncertainty Traps," NBER Working Papers 19973, National Bureau of Economic Research, Inc.
  44. Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco, 2010. "Macroeconomics and Volatility: Data, Models, and Estimation," CEPR Discussion Papers 8169, C.E.P.R. Discussion Papers.
  45. Glover, Brent & Levine, Oliver, 2015. "Uncertainty, investment, and managerial incentives," Journal of Monetary Economics, Elsevier, vol. 69(C), pages 121-137.
  46. Edouard Schaal, 2011. "Uncertainty, Productivity and Unemployment in the Great Depression," 2011 Meeting Papers 1450, Society for Economic Dynamics.
  47. Stephanie Denis & Prakash Kannan, 2013. "The Impact of Uncertainty Shocks on the UK Economy," IMF Working Papers 13/66, International Monetary Fund.
  48. Robert Rich & Joseph Song & Joseph Tracy, 2012. "The measurement and behavior of uncertainty: evidence from the ECB Survey of Professional Forecasters," Staff Reports 588, Federal Reserve Bank of New York.
  49. Anja Hönig, 2010. "Linkage of Ifo Survey and Balance-Sheet Data: The EBDC Business Expectations Panel & the EBDC Business Investment Panel," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 130(4), pages 635-642.
  50. Ruediger Bachmann & Giuseppe Moscarini, 2011. "Business Cycles and Endogenous Uncertainty," 2011 Meeting Papers 36, Society for Economic Dynamics.
  51. Wang, Yudong & Wu, Chongfeng & Yang, Li, 2013. "Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries," Journal of Comparative Economics, Elsevier, vol. 41(4), pages 1220-1239.
  52. Simon Gilchrist & Egon Zakrajsek & Cristina Fuentes Albero & Dario Caldara, 2013. "On the Identification of Financial and Uncertainty Shocks," 2013 Meeting Papers 965, Society for Economic Dynamics.
  53. Steffen Henzel & Malte Rengel, 2013. "Dimensions of macroeconomic uncertainty: A common factor analysis," Ifo Working Paper Series Ifo Working Paper No. 167, Ifo Institute for Economic Research at the University of Munich.
  54. Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial regimes and uncertainty shocks," BCAM Working Papers 1404, Birkbeck Centre for Applied Macroeconomics.
  55. Berg, Tim Oliver, 2014. "Time Varying Fiscal Multipliers in Germany," MPRA Paper 57223, University Library of Munich, Germany.
  56. Simon Gilchrist & Jae W. Sim & Egon Zakrajšek, 2014. "Uncertainty, Financial Frictions, and Investment Dynamics," NBER Working Papers 20038, National Bureau of Economic Research, Inc.
  57. Ruediger Bachmann & Benjamin Born & Steffen Elstner & Christian Grimme, 2013. "Time-Varying Business Volatility, Price Setting, and the Real Effects of Monetary Policy," NBER Working Papers 19180, National Bureau of Economic Research, Inc.
  58. Amélie Charles & Olivier Darné & Zakaria Moussa, 2014. "The sensitivity of Fama-French factors to economic uncertainty," Working Papers hal-01015702, HAL.
  59. Ricco, Giovanni & Callegari, Giovanni & Cimadomo, Jacopo, 2014. "Signals from the Government: Policy Uncertainty and the Transmission of Fiscal Shocks," MPRA Paper 56136, University Library of Munich, Germany.
  60. Marfatia, Hardik A., 2014. "Impact of uncertainty on high frequency response of the U.S. stock markets to the Fed's policy surprises," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(3), pages 382-392.
  61. Anna Orlik & Laura Veldkamp, 2014. "Understanding Uncertainty Shocks and the Role of Black Swans," NBER Working Papers 20445, National Bureau of Economic Research, Inc.
  62. Cesa-Bianchi, Ambrogio & Fernandez-Corugedo, Emilio, 2014. "Uncertainty in a model with credit frictions," Bank of England working papers 496, Bank of England.
  63. Tatsuro Senga, 2014. "A New Look at Uncertainty Shocks: Imperfect Information and Misallocation," UTokyo Price Project Working Paper Series 042, University of Tokyo, Graduate School of Economics.
  64. Stan Veuger & Daniel Shoag, 2013. "Uncertainty and the geography of the Great Recession," Working Papers 694, American Enterprise Institute.
  65. Bijapur, Mohan, 2014. "What Drives Business Cycle Fluctuations: Aggregate or Idiosyncratic Uncertainty Shocks?," MPRA Paper 60361, University Library of Munich, Germany.
  66. Entorf, Horst & Knoll, Christian & Sattarova, Liliya, 2011. "Measuring confidence and uncertainty during the financial crisis: Evidence from the CFS survey," CFS Working Paper Series 2010/18, Center for Financial Studies (CFS).
  67. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2012. "Dynamic Co-movements between Stock Market Returns and Policy Uncertainty," MPRA Paper 42905, University Library of Munich, Germany.
  68. Ryan Kellogg, 2010. "The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling," NBER Working Papers 16541, National Bureau of Economic Research, Inc.
  69. Laura Veldkamp & Anna Orlik, 2013. "Understanding Uncertainty Shocks," 2013 Meeting Papers 391, Society for Economic Dynamics.
  70. Azzimonti-Renzo, Marina, 2014. "Partisan conflict," Working Papers 14-19, Federal Reserve Bank of Philadelphia.
  71. Paraskevi Salamaliki, 2015. "Economic Policy Uncertainty and Economic Activity: A Focus on Infrequent Structural Shifts," Working Paper Series of the Department of Economics, University of Konstanz 2015-08, Department of Economics, University of Konstanz.
  72. Jones, Paul M. & Olson, Eric, 2013. "The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model," Economics Letters, Elsevier, vol. 118(1), pages 33-37.
  73. Mecikovsky, Ariel & Meier, Matthias, 2014. "Do plants freeze upon uncertainty shocks?," EconStor Preprints 100662, ZBW - German National Library of Economics.
  74. Thomas Post & Katja Hanewald, 2010. "Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior," SFB 649 Discussion Papers SFB649DP2010-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  75. Steffen Henzel & Elisabeth Wieland, 2013. "Synchronization and Changes in International Inflation Uncertainty," CESifo Working Paper Series 4194, CESifo Group Munich.
  76. Keith Sill, 2012. "Measuring economic uncertainty using the Survey of Professional Forecasters," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 16-27.
  77. Christian Seiler, 2014. "The determinants of unit non-response in the Ifo Business Survey," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer, vol. 8(3), pages 161-177, September.
  78. James H. Stock & Mark W. Watson, 2012. "Disentangling the Channels of the 2007-09 Recession," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 44(1 (Spring), pages 81-156.
  79. Tian, Can, 2011. "Technology choice and endogenous productivity dispersion over the business cycles," MPRA Paper 34480, University Library of Munich, Germany, revised 02 Nov 2011.
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