I thank Alejandro Badel, Dan Barbezat, Olivier Blanchard, John Cochrane, Silvio Contessi, Ricardo DiCeccio, Jose Dorich, William Gavin, Paul Johnson, Ergys Islamaj, Jens Iversen, Sharon Kozicki, Kenneth Kuttner, Enrique Martinez-Garcia, Ellen McGrattan, Rhys Mendes, Enrique Mendoza, Adrian Peralta-Alva, Andrea Pescatori, Robert Rebelein, Juan Rubio-Ramirez, Steven Schmeiser, Katherine Sims, Yi Wen, Geoffrey Woglom, seminar participants at Bank of Canada, Colby College, Federal Reserve Bank of St. Louis, IMF, JCT, University of South Carolina, Union College, Vassar College, Wesleyan University, EEA 2010, NBEA 2010 and WEAI 2010, and Coeditor Erwan Quintin and anonymous referees for suggestions and comments. All remaining errors are my own. The views expressed in this paper are solely those of the author. No responsibility for them should be attributed to the Bank of Canada.
IDENTIFYING THE ROLE OF RISK SHOCKS IN THE BUSINESS CYCLE USING STOCK PRICE DATA
Version of Record online: 17 FEB 2012
© 2012 Western Economic Association International
Volume 51, Issue 1, pages 304–335, January 2013
How to Cite
ALPANDA, S. (2013), IDENTIFYING THE ROLE OF RISK SHOCKS IN THE BUSINESS CYCLE USING STOCK PRICE DATA. Economic Inquiry, 51: 304–335. doi: 10.1111/j.1465-7295.2011.00445.x
- Issue online: 29 NOV 2012
- Version of Record online: 17 FEB 2012
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