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Title:Monetary policy effects on bank risk taking Author(s):ABBATE, Angela; THALER, Dominik
Date:2014Type:Working PaperSeries/Number:EUI ECO; 2014/07Abstract:The contribution of this paper is twofold. First, we provide empirical evidence on the existence of a risk- taking channel in the US economy. By identifying a Bayesian VAR through sign restrictions, we find that an ...
Date:2014Type:Working PaperSeries/Number:EUI ECO; 2014/07Abstract:The contribution of this paper is twofold. First, we provide empirical evidence on the existence of a risk- taking channel in the US economy. By identifying a Bayesian VAR through sign restrictions, we find that an ...
Title:Macro uncertainty and unemployment risk Author(s):OH, Joonseok 
; ROGANTINI PICCO, AnnaDate:2019Type:Working PaperSeries/Number:EUI ECO; 2019/02Abstract:This paper illustrates how households' heterogeneity is crucial for the propagation of uncertainty shocks. We empirically show that an uncertainty shock generates a drop in aggregate consumption, job finding rate, and ...
; ROGANTINI PICCO, AnnaDate:2019Type:Working PaperSeries/Number:EUI ECO; 2019/02Abstract:This paper illustrates how households' heterogeneity is crucial for the propagation of uncertainty shocks. We empirically show that an uncertainty shock generates a drop in aggregate consumption, job finding rate, and ...