The welfare cost of macroeconomic uncertainty in the post-war period

Detalhes bibliográficos
Autor(a) principal: Franco Neto, Afonso Arinos de Mello
Data de Publicação: 2006
Outros Autores: Issler, João Victor, Guillen, Osmani Teixeira Carvalho
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/776
Resumo: With standard assumptions on preferences and a fully-fledged econometric model we computed the welfare costs of macroeconomic uncertainty for post-war U.S. using the BeveridgeNelson decomposition. Welfare costs are about 0.9% per-capita consumption ($175.00) and marginal welfare costs are about twice as large.
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spelling Franco Neto, Afonso Arinos de MelloIssler, João VictorGuillen, Osmani Teixeira CarvalhoEscolas::EPGEFGV2008-05-13T15:33:52Z2008-05-13T15:33:52Z2006-09-010104-8910http://hdl.handle.net/10438/776With standard assumptions on preferences and a fully-fledged econometric model we computed the welfare costs of macroeconomic uncertainty for post-war U.S. using the BeveridgeNelson decomposition. Welfare costs are about 0.9% per-capita consumption ($175.00) and marginal welfare costs are about twice as large.engEscola de Pós-Graduação em Economia da FGVEnsaios Econômicos;624Welfare costs of business cyclesBeveridge-Nelson decompositionEconomiaEconomiaCiclos econômicosIncertezaModelos econométricosThe welfare cost of macroeconomic uncertainty in the post-war periodinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlereponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessORIGINAL2125.pdfapplication/pdf249541https://repositorio.fgv.br/bitstreams/ada4c631-2247-43a2-9bce-16c51835dbd8/downloada76f491b0e0faa8ac4294c07abca42e9MD51TEXT2125.pdf.txt2125.pdf.txtExtracted texttext/plain30583https://repositorio.fgv.br/bitstreams/0303c923-0ff2-4618-8ba4-ce677706db70/download92778257be62666930017ba2eb18eac1MD56THUMBNAIL2125.pdf.jpg2125.pdf.jpgGenerated Thumbnailimage/jpeg3331https://repositorio.fgv.br/bitstreams/3113fc6b-944c-4f21-b85d-74583a610283/downloadc4a8faedf3ac17552cb012cb8ccad96fMD5710438/7762023-11-08 20:33:29.061open.accessoai:repositorio.fgv.br:10438/776https://repositorio.fgv.brRepositório InstitucionalPRIhttp://bibliotecadigital.fgv.br/dspace-oai/requestopendoar:39742023-11-08T20:33:29Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV)false
dc.title.eng.fl_str_mv The welfare cost of macroeconomic uncertainty in the post-war period
title The welfare cost of macroeconomic uncertainty in the post-war period
spellingShingle The welfare cost of macroeconomic uncertainty in the post-war period
Franco Neto, Afonso Arinos de Mello
Welfare costs of business cycles
Beveridge-Nelson decomposition
Economia
Economia
Ciclos econômicos
Incerteza
Modelos econométricos
title_short The welfare cost of macroeconomic uncertainty in the post-war period
title_full The welfare cost of macroeconomic uncertainty in the post-war period
title_fullStr The welfare cost of macroeconomic uncertainty in the post-war period
title_full_unstemmed The welfare cost of macroeconomic uncertainty in the post-war period
title_sort The welfare cost of macroeconomic uncertainty in the post-war period
author Franco Neto, Afonso Arinos de Mello
author_facet Franco Neto, Afonso Arinos de Mello
Issler, João Victor
Guillen, Osmani Teixeira Carvalho
author_role author
author2 Issler, João Victor
Guillen, Osmani Teixeira Carvalho
author2_role author
author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.affiliation.none.fl_str_mv FGV
dc.contributor.author.fl_str_mv Franco Neto, Afonso Arinos de Mello
Issler, João Victor
Guillen, Osmani Teixeira Carvalho
dc.subject.eng.fl_str_mv Welfare costs of business cycles
topic Welfare costs of business cycles
Beveridge-Nelson decomposition
Economia
Economia
Ciclos econômicos
Incerteza
Modelos econométricos
dc.subject.por.fl_str_mv Beveridge-Nelson decomposition
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Economia
Ciclos econômicos
Incerteza
Modelos econométricos
description With standard assumptions on preferences and a fully-fledged econometric model we computed the welfare costs of macroeconomic uncertainty for post-war U.S. using the BeveridgeNelson decomposition. Welfare costs are about 0.9% per-capita consumption ($175.00) and marginal welfare costs are about twice as large.
publishDate 2006
dc.date.issued.fl_str_mv 2006-09-01
dc.date.accessioned.fl_str_mv 2008-05-13T15:33:52Z
dc.date.available.fl_str_mv 2008-05-13T15:33:52Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
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dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/776
dc.identifier.issn.none.fl_str_mv 0104-8910
identifier_str_mv 0104-8910
url http://hdl.handle.net/10438/776
dc.language.iso.fl_str_mv eng
language eng
dc.relation.ispartofseries.por.fl_str_mv Ensaios Econômicos;624
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.publisher.none.fl_str_mv Escola de Pós-Graduação em Economia da FGV
publisher.none.fl_str_mv Escola de Pós-Graduação em Economia da FGV
dc.source.none.fl_str_mv reponame:Repositório Institucional do FGV (FGV Repositório Digital)
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