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Fiscal policy and stock prices in the United States
Mumtaz, Haroon; Theodoridis, Konstantinos - 2021
Persistent link: https://www.econbiz.de/10013186196
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Fiscal sustainability assessment for Suriname 1978-2017 : a fiscal reaction function approach
Mungroo, Albert; Tjon Kie Sim-Balker, Peggy - 2020
following econometric techniques OLS, VAR, TAR, GMM and VECM. The results showed a positive and significant, but weak …
Persistent link: https://www.econbiz.de/10012298406
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Fiscal policy shocks and stock prices in the United States
Mumtaz, Haroon; Theodoridis, Konstantinos - 2017
This paper uses a range of structural VARs to show that the response of US stock prices to fiscal shocks changed in 1980. Over the period 1955-1980 an expansionary spending or revenue shock was associated with modestly higher stock prices. After 1980, along with a decline in the fiscal...
Persistent link: https://www.econbiz.de/10011627039
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The oil story : is it still the same?
Rawat, Pranjal; Srinivasan, Naveen - 2020
Persistent link: https://www.econbiz.de/10013471092
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Codependent VAR models and the pseudo-structural form
Trenkler, Carsten; Weber, Enzo - 2012
This paper investigates whether codependence restrictions can be uniquely imposed on VAR and VEC models via the so …
Persistent link: https://www.econbiz.de/10011489949