Discussion paper DP18210 The Social Cost of Carbon under Climate Volatility Risk Xu Lin Sweder van Wijnbergen 12 Jun 2023 Asset Pricing G12 G13 Q51 Q54
Discussion paper DP17035 Sequential Monte Carlo With Model Tempering Marko Mlikota Frank Schorfheide 15 Feb 2022 Monetary Economics and Fluctuations C11 C32
Discussion paper DP16555 Exchange Rate Disconnect and the General Equilibrium Puzzle Yu-chin Chen Ippei Fujiwara Yasuo Hirose 15 Sep 2021 International Macroeconomics and Finance E52 F31 F41
Discussion paper DP16346 Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty Andrea Carriero Todd Clark Massimiliano Marcellino 8 Jul 2021 Monetary Economics and Fluctuations C11 C32 D81 E32
Discussion paper DP16065 Uncertainty in the Analytic Climate Economy Christian Traeger 22 Apr 2021 Climate Change Q54 H23 H43 E13 D80 D61
Discussion paper DP15965 Measuring Uncertainty and Its Effects in the COVID-19 Era Andrea Carriero Todd Clark Massimiliano Marcellino Elmar Mertens 25 Mar 2021 Monetary Economics and Fluctuations E32 E44 C11 C55
Discussion paper DP15964 Addressing COVID-19 Outliers in BVARs with Stochastic Volatility Andrea Carriero Todd Clark Massimiliano Marcellino Elmar Mertens 25 Mar 2021 Monetary Economics and Fluctuations C53 E17 E37 F47
Discussion paper DP15894 The Transmission Channels of Government Spending Uncertainty Beliansk Anna Aurélien Eyquem Céline Poilly 7 Mar 2021 Monetary Economics and Fluctuations E62 E52
Discussion paper DP15692 Macroeconomic Uncertainty and Vector Autoregressions Mario Forni Luca Gambetti Luca Sala 21 Jan 2021 Monetary Economics and Fluctuations C32 E32
Discussion paper DP14660 Interest Rate Uncertainty as a Policy Tool Fabio Ghironi Galip Ozhan 24 Apr 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations E32 F21 F32 F38 G15
Discussion paper DP14580 Energy Markets and Global Economic Conditions Christiane Baumeister Dimitris Korobilis Thomas K. Lee 7 Apr 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations C11 C32 C52 Q41 Q47
Discussion paper DP13970 Assessing International Commonality in Macroeconomic Uncertainty and Its Effects Massimiliano Marcellino Todd Clark Andrea Carriero 30 Aug 2019 International Macroeconomics and Finance Monetary Economics and Fluctuations F44 E32 C55 C11