Risk shocks in a business cycle model with ambiguity averse agents

Martin Schneider, Cosmin Ilut and Francesco Bianchi

No 419, 2012 Meeting Papers from Society for Economic Dynamics

Abstract: This paper builds and estimates a quantitative model of business cycle fluctuations and asset premia driven by changes in uncertainty.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:red:sed012:419

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