Uncertainty and Growth Disasters

B-Tier
Journal: Review of Economic Dynamics
Year: 2022
Volume: 44
Pages: 33-64

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper documents several facts on the real effects of economic uncertainty. First, higher uncertainty is associated with a more dispersed distribution of output growth. Second, the relation is highly asymmetric: A rise in uncertainty is associated with a sharp decline in the lower tail of the growth distribution whereas it has a much smaller and insignificant impact on its upper tail. We build a model in which growth and uncertainty are both endogenous: rapid adoption of new technology raises economic uncertainty and may occasionally cause measured productivity to decline. The equilibrium growth distribution is negatively skewed and higher uncertainty leads to a thicker left tail. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:19-355
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25