The Identification of Non-Rational Risk Shocks
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Suggested Citation
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Other versions of this item:
- Maximilian Böck, 2021. "The Identification of Non-Rational Risk Shocks," Department of Economics Working Papers wuwp314, Vienna University of Economics and Business, Department of Economics.
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Keywords
Business Cycles; Risk Shocks; Belief Distortions;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E71 - Macroeconomics and Monetary Economics - - Macro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on the Macro Economy
- G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2021-07-12 (Central and Western Asia)
- NEP-MAC-2021-07-12 (Macroeconomics)
- NEP-RMG-2021-07-12 (Risk Management)
- NEP-UPT-2021-07-12 (Utility Models and Prospect Theory)
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