Term Structure of Uncertainty in the Macroeconomy /

Dynamic economic models make predictions about impulse responses that characterize how macroeconomic processes respond to alternative shocks over different horizons. From the perspective of asset pricing, impulse responses quantify the exposure of macroeconomic processes and other cash flows t...

Ausführliche Beschreibung

Gespeichert in:
1. Verfasser:
Borovička, Jaroslav
Körperschaft:
National Bureau of Economic Research
Weitere Verfasser:
Hansen, Lars Peter
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Cambridge, Mass. National Bureau of Economic Research 2016.
Zusammenfassung:
Dynamic economic models make predictions about impulse responses that characterize how macroeconomic processes respond to alternative shocks over different horizons. From the perspective of asset pricing, impulse responses quantify the exposure of macroeconomic processes and other cash flows to macroeconomic shocks. Financial markets provide compensations to investors who are exposed to these shocks. Adopting an asset pricing vantage point, we describe and apply methods for computing exposures to macroeconomic shocks and the implied compensations represented as elasticities over alternative payoff horizons. The outcome is a term structure of macroeconomic uncertainty.
Umfang:
1 online resource: illustrations (black and white);
Anmerkungen:
June 2016.
Schlagworte: