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Applied Economics Letters Volume 28, 2021 - Issue 9
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Research Article

Fear, overconfidence, and fundamental uncertainty shocks

Gene AmbrocioMonetary Policy and Research, Bank of Finland, Helsinki, FinlandCorrespondence[email protected]
Pages 760-764 | Published online: 07 Jun 2020

References

  • Ambrocio, G. 2017. “The Real Effects of Overconfidence and Fundamental Uncertainty Shocks.” Bank of Finland Research Discussion Papers 37-2017.
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  • Jurado, K., S. Ludvigson, and S. Ng. 2015. “Measuring Uncertainty.” American Economic Review 105 (3): 1177–1216. doi:10.1257/aer.20131193.
  • Ludvigson, S., S. Ma, and S. Ng. 2017, March. “Shock Restricted Structural Vector-autoregressions.” NBER Working Paper 23225.
  • Ludvigson, S., S. Ma, and S. Ng. 2019. “Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?” American Economic Journal: Macroeconomics Forthcoming.
  • Rossi, B., and T. Sekhposyan. 2017. “Macroeconomic Uncertainty Indices for the Euro Area and Its Individual Member Countries.” Empirical Economics 53 (1): 41–62. doi:10.1007/s00181-017-1248-z
  • Wu, J. C., and F. D. Xia. 2016. “Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound. Journal of Money.” Journal of Money, Credit and Banking 48 (2–3): 253–291. doi:10.1111/jmcb.12300.

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