Discussion paper DP18076 The Impact of Financial Shocks on the Forecast Distribution of Output and Inflation Mario Forni Luca Gambetti Nicolo Maffei-Faccioli Luca Sala 14 Apr 2023 Monetary Economics and Fluctuations C32 E32
Discussion paper DP15109 Modeling and Forecasting Macroeconomic Downside Risk Davide Delle Monache Andrea De Polis Ivan Petrella 17 Feb 2022 Monetary Economics and Fluctuations E32 E44 C53
Discussion paper DP16274 Interest Rate Skewness and Biased Beliefs Michael Bauer Mikhail Chernov 17 Jun 2021 Financial Economics E43 E44 E52 G12
Discussion paper DP15881 Downside and Upside Uncertainty Shocks Mario Forni Luca Gambetti Luca Sala 3 Mar 2021 Monetary Economics and Fluctuations C32 E32
Discussion paper DP15395 Dissecting Idiosyncratic Earnings Risk Elin Halvorsen Hans Holter Serdar Ozkan Kjetil Storesletten 21 Oct 2020 Macroeconomics and Growth E24 H24 J24 J31
Discussion paper DP14538 Higher-Order Income Risk over the Business Cycle Christopher Busch Alexander Ludwig 28 Mar 2020 Monetary Economics and Fluctuations D31 E24 E32 H31 J31
Discussion paper DP14346 Does the Added Worker Effect Matter? Nezih Guner Yuliya Kulikova Arnau Valladares Esteban 23 Jan 2020 Labour Economics Macroeconomics and Growth D1 E32 J21 J22
Discussion paper DP12642 Pricing Carbon Under Economic and Climactic Risks: Leading-Order Results from Asymptotic Analysis Frederick van der Ploeg 23 Jan 2018 Macroeconomics and Growth H21 Q51 Q54
Discussion paper DP12239 Leverage and Deepening Business Cycle Skewness Ivan Petrella Henrik Jensen Søren Hove Ravn Emiliano Santoro 24 Aug 2017 International Macroeconomics and Finance Monetary Economics and Fluctuations E32 E44
Discussion paper DP11455 Expected skewness and momentum Martin Weber 23 Aug 2016 Financial Economics G12 G14
Discussion paper DP11166 Deepening Contractions and Collateral Constraints Henrik Jensen Søren Hove Ravn Emiliano Santoro 11 Mar 2016 Monetary Economics and Fluctuations E32 E44
Discussion paper DP10601 Expected Skewness and Momentum Martin Weber Heiko Jacobs 17 May 2015 Financial Economics G12 G14