Uncertainty Shocks in a Model of Effective Demand: Comment

15 Pages Posted: 1 Jun 2017  

Alexander W. Richter

Federal Reserve Bank of Dallas

Oliver de Groot

Board of Governors of the Federal Reserve System

Nathaniel A. Throckmorton

College of William and Mary

Date Written: 2017-05-19

Abstract

No abstract available.

Keywords: Stochastic Volatility, Epstein-Zin Preferences, Uncertainty, Economic Activity

JEL Classification: D81, E32

Suggested Citation

Richter, Alexander W. and de Groot, Oliver and Throckmorton, Nathaniel A., Uncertainty Shocks in a Model of Effective Demand: Comment (2017-05-19). FRB of Dallas Working Paper No. 1706. Available at SSRN: https://ssrn.com/abstract=2978556 or http://dx.doi.org/10.24149/wp1706

Alexander W. Richter

Federal Reserve Bank of Dallas ( email )

2200 North Pearl Street
PO Box 655906
Dallas, TX 75265-5906
United States
214-922-5360 (Phone)

HOME PAGE: http://alexrichterecon.com

Oliver De Groot (Contact Author)

Board of Governors of the Federal Reserve System ( email )

20th Street and Constitution Avenue NW
Washington, DC 20551
United States

Nathaniel A. Throckmorton

College of William and Mary ( email )

P.O. Box 8795
Williamsburg, VA 23187
United States

HOME PAGE: http://nathrockmorton.people.wm.edu/

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