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Nonlinear effects of asset prices on fiscal policy : evidence from the UK, Italy and Spain

Agnello, Luca; Dufrénot, Gilles; Sousa, Ricardo M. - In: Economic modelling 44 (2015), pp. 358-362

Persistent link: https://www.econbiz.de/10011326194

Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices

Agnello, Luca; Dufrénot, Gilles; Sousa, Ricardo M. - In: Economic modelling 34 (2013), pp. 25-36

Persistent link: https://www.econbiz.de/10010360626

How best to measure discretionary fiscal policy? : assessing its impact on private spending

Agnello, Luca; Furceri, Davide; Sousa, Ricardo M. - In: Economic modelling 34 (2013), pp. 15-24

Persistent link: https://www.econbiz.de/10010360627

A quest between fiscal and market discipline

Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: Economic modelling 119 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014249472

How Does Fiscal Policy React to Wealth Composition and Asset Prices?

Agnello, Luca; Castro, Vitor; Sousa, Ricardo M. - Grupo de Estudos Monetários e Financeiros (GEMF), … - 2011

We assess the response of fiscal policy to developments in asset markets in the US and the UK. We estimate fiscal policy rules augmented with aggregate wealth, wealth composition (i.e. financial and housing wealth) and asset prices (i.e. stock and housing prices) using: (i) a linear framework...

Persistent link: https://www.econbiz.de/10009325876