Self-fulfilling Uncertainty Crises

Hikaru Saijo and Cosmin Ilut
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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
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Persistent link: https://EconPapers.repec.org/RePEc:red:sed016:685

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