On fiscal and monetary policy-induced macroeconomic volatility dynamics
Year of publication: |
2021
|
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Authors: | Liu, Xiaochun |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 127.2021, p. 1-21
|
Subject: | Output and inflation volatility dynamics | Level and volatility shocks | Volatility impulse responses and decompositions | Time-varying SVAR | Government spending and monetary policy shocks | Volatilität | Volatility | Geldpolitik | Monetary policy | Schock | Shock | VAR-Modell | VAR model | Finanzpolitik | Fiscal policy | Schätzung | Estimation | Inflation | Konjunktur | Business cycle | Öffentliche Ausgaben | Public expenditure | ARCH-Modell | ARCH model |
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