Volatility and Pass-through
---- Acknowledgements -----
This research was funded in part by the Initiative on Global Markets at the University of Chicago Booth School of Business. We would like to thank seminar participants at Princeton, Chicago Booth, Cleveland Fed, Duke Macro Jamboree, Chicago Fed, SED, NBER SI IFM, Columbia, Purdue, Northwestern, Dallas Fed Uncertainty Conference, EIEF, CESifo, and Michigan. We would also like to thank our discussant Linda Tesar as well as Rudi Bachmann, Nick Bloom, Jeff Campbell, Gabe Chodorow-Reich, Larry Christiano, Allan Collard-Wexler, Marty Eichenbaum, Matthias Kehrig, Oleg Itskhoki, Amy Meek, Emi Nakamura, Brent Neiman, Sergio Rebelo, Johannes Stroebel and Rozi Ulics. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.