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Risk Matters: The Real Effects of Volatility Shocks

Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Juan F Rubio-Ramírez, Martin Uribe

American Economic Review, 2011. DOI 10.1257/aer.101.6.2530

Has this study been replicated?

The atlas records 1 reproduction of this study. Recorded outcomes: 1 failed.

Reproductions

• Risk Matters: The Real Effects of Volatility Shocks: Comment, Born & Pfeifer (2014). American Economic Review. Outcome recorded: computational issues, robustness challenges. Computational: must be recalibrated because it underpredicts the targeted business cycle moments by a factor of three once a time aggregation error is corrected. Outcome read from the abstract. View paper

Cite this record

Fernández-Villaverde, J., Guerrón-Quintana, P., Rubio-Ramírez, J. F., & Uribe, M. (2011). Risk Matters: The Real Effects of Volatility Shocks. American Economic Review, 101(6), 2530–2561. https://doi.org/10.1257/aer.101.6.2530

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