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DP16884 Competitive Search and the Social Value of Public Information 智库出版物
2022
作者:  Piotr Denderski;  Eeva Mauring
收藏  |  浏览/下载：10/0  |  提交时间：2022/09/22
Competitive search  Public information  Aggregate risk  Uncertainty shocks  transparency  Price dispersion  
DP15979 Bargaining Shocks and Aggregate Fluctuations 智库出版物
2021
作者:  Jesus Fernandez-Villaverde;  Thorsten Drautzburg;  Pablo Guerron
收藏  |  浏览/下载：7/0  |  提交时间：2022/09/22
Distribution risk  Bargaining shocks  Aggregate fluctuations  Partial filter  Historical narrative  
DP15733 The Macroeconomics of Financial Speculation 智库出版物
2021
作者:  Alp Simsek
收藏  |  浏览/下载：9/0  |  提交时间：2022/09/22
Financial speculation  Belief disagreements  Short selling  Leverage  Speculative bubbles  Rational bubbles  Countercyclical risk premium  Business cycles  Aggregate demand recessions  Macroprudential policy  
DP14627 A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock 智库出版物
2020
作者:  Ricardo Caballero;  Alp Simsek
收藏  |  浏览/下载：10/0  |  提交时间：2022/09/22
Risk intolerance  Leverage  Asset price spirals  Aggregate supply and demand  Recessions  Conventional and unconventional monetary policy  Multiple equilibria  Lsaps  Asset demand (in)elasticity  Covid-19  
DP14627 Asset Prices and Aggregate Demand in a "Covid-19" Shock: A Model of Endogenous Risk Intolerance and LSAPs 智库出版物
2020
作者:  Ricardo Caballero;  Alp Simsek
收藏  |  浏览/下载：6/0  |  提交时间：2022/09/22
Risk intolerance  Leverage  Asset price spirals  Risk-off  Aggregate supply and demand  Conventional and unconventional monetary policy  Multiple equilibria  Lsaps  The fed put  Covid-19  
DP13815 A Risk-centric Model of Demand Recessions and Speculation 智库出版物
2019
作者:  Ricardo Caballero;  Alp Simsek
收藏  |  浏览/下载：7/0  |  提交时间：2022/09/22
Asset prices  Aggregate demand  Time-varying risk premium  Interest rate rigidity  Booms and recessions  Belief disagreements  Speculation  Monetary and macroprudential policy  Uncertainty shocks  Extrapolation  
DP12187 Political Distribution Risk and Aggregate Fluctuations 智库出版物
2017
作者:  Jesus Fernandez-Villaverde;  Thorsten Drautzburg;  Pablo A. Guerron-Quintana
收藏  |  浏览/下载：6/0  |  提交时间：2022/09/22
Political redistribution risk  Bargaining shocks  Aggregate fluctuations  Partial filter  Historical narrative  
DP8329 Intergenerational Redistribution in the Great Recession 智库出版物
2011
作者:  Jonathan Heathcote;  Dirk Krueger;  Andrew Glover
收藏  |  浏览/下载：4/0  |  提交时间：2022/09/22
Aggregate risk  Asset prices  Overlapping generations  Recessions  
DP5113 Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth 智库出版物
2005
作者:  Oved Yosha;  Bent E Sørensen;  Yi-Tsung Wu
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
Social security reform  Aggregate fluctuations  Intergenerational risk sharing  Incomplete markets  
DP3461 Optimal Diversification 智库出版物
2002
作者:  Joao Gomes;  Dmitry Livdan
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
entrepreneurship  Managerial incentives  Hedging  Aggregate risk  Idiosyncratic risk  Stock market efficiency  Capm  Financial innovation