Self-fulfilling Uncertainty Crises

Hikaru Saijo and Cosmin Ilut
Additional contact information
Cosmin Ilut: Duke University

No 685, 2016 Meeting Papers from Society for Economic Dynamics

Abstract: We construct a theory of self-fulfilling fluctuations of uncertainty and economic activity. We study the main mechanism using a stylized model and use a quantitative model to examine its magnitude and policy implications.

Date: 2016
References: Add references at CitEc
Citations:

Downloads: (external link)
https://red-files-public.s3.amazonaws.com/meetpapers/2016/paper_685.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:red:sed016:685

Access Statistics for this paper

More papers in 2016 Meeting Papers from Society for Economic Dynamics Contact information at EDIRC.
Bibliographic data for series maintained by Christian Zimmermann ().