Discussion paper DP17162 Aggregate Skewness and the Business Cycle Martin Iseringhausen Ivan Petrella Konstantinos Theodoridis 30 Mar 2022 Business Cycles Asymmetry Principal component analysis Quantile regression Var Monetary Economics and Fluctuations C22 C38 E32
Discussion paper DP16443 Sharing Asymmetric Tail Risk: Smoothing, Asset Pricing and Terms of Trade Giancarlo Corsetti Anna Lipinska Giovanni Lombardo 10 Aug 2021 international risk sharing Asymmetry Fat tails Welfare International Macroeconomics and Finance F15 F41 G15
Discussion paper DP14559 Disasters Everywhere: The Costs of Business Cycles Reconsidered Oscar Jorda Moritz Schularick Alan M. Taylor 4 Apr 2020 Fluctuations Asymmetry Local projections Random coefficients Macroprudential policy Economic History Monetary Economics and Fluctuations E13 E21 E22 E32
Discussion paper DP13759 Measuring Euro Area Monetary Policy Carlo Altavilla Luca Brugnolini Refet Gürkaynak Roberto Motto Giuseppe Ragusa 27 May 2019 Ecb policy surprise Event-study Intraday Persistence Asymmetry Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations E43 E44 E52 E58 G12 G14
Discussion paper DP13369 Beyond Okun's Law: Output Growth and Labor Market Flows Guay Lim Robert Dixon Jan C. van Ours 6 Dec 2018 Labor flows Time-varying okun Asymmetry Labour Economics E24 E32 J21
Discussion paper DP12597 Revealing Downturns Martin Schmalz 15 Jan 2018 Earnings response Business cycle Asymmetry Bayesian learning Financial Economics G00 G10 G12 G14
Discussion paper DP10105 Loss Aversion and the Asymmetric Transmission of Monetary Policy Ivan Petrella Damjan Pfajfar Emiliano Santoro 10 Aug 2014 Asymmetry Business cycle monetary policy Prospect theory International Macroeconomics D03 D11 E32 E42 E52
Discussion paper DP10040 The Role of Oil Price Shocks in Causing U.S. Recessions Lutz Kilian Robert J. Vigfusson 22 Jun 2014 Asymmetry Conditional response Nonlinearity Oil price Real gdp Recession Time variation International Macroeconomics E32 E37 E51 Q43
Discussion paper DP8980 Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries Lutz Kilian Robert J. Vigfusson 21 May 2012 Asymmetry Nonlinearity Oil price Out-of-sample forecast Real gdp International Macroeconomics C32 C53 Q43
Discussion paper DP8174 Nonlinearities in the Oil Price-Output Relationship Lutz Kilian Robert J. Vigfusson 3 Jan 2011 Asymmetry Nonlinearity Oil price Real output Uncertainty International Macroeconomics Q43
Discussion paper DP7284 Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks Lutz Kilian Robert J. Vigfusson 26 Apr 2009 Asymmetry Energy price Impulse response Net increase Oil price Propagation Shock Transmission Vector autoregression International Macroeconomics C32 E37 Q43
Discussion paper DP6559 The Economic Effects of Energy Price Shocks Lutz Kilian 9 Nov 2007 Asymmetry Causality Channels of transmission Crude oil Elasticity Gasoline Price shocks Propagation International Macroeconomics E21 Q43