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Uncertainty and non-linear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis
Belke, Ansgar; Goemans, Pascal - 2019
vorherrschenden Grad an Unsicherheit in einer Volkswirtschaft zusammenhängen. Anhand von US Nachkriegsdaten und einem SEIVAR finden …
Persistent link: https://www.econbiz.de/10012116248
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Uncertainty and non-linear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis
Belke, Ansgar; Goemans, Pascal - 2019 - First draft: December 18, 2018, this draft: September 8, 2019
We investigate whether the macroeconomic effects of government spending shocks vary with the level of uncertainty. Using postwar US data and a Self-Exciting Interacted VAR (SEIVAR) model, we find that fiscal spending has positive output effects in tranquil times but is contractionary during...
Persistent link: https://www.econbiz.de/10012268062
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Uncertainty and nonlinear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis
Belke, Ansgar; Goemans, Pascal - In: Journal of economic studies 49 (2022) 4, pp. 623-646
Persistent link: https://www.econbiz.de/10013352758
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Asymmetrische Schocks in der EWU : zum Bedarf an finanzpolitischen Anpassungsmechanismen
Belke, Ansgar - In: Hamburger Jahrbuch für Wirtschafts- und … 44 (1999), pp. 201 - 234
Persistent link: https://www.econbiz.de/10001454981
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International effects of euro area versus US policy uncertainty : a FAVAR approach
Belke, Ansgar; Osowski, Thomas - 2017
Building on the growing evidence on the importance of large data sets for empirical macroeconomic modeling, we estimate a large-scale FAVAR model for 18 OECD member countries. We quantify the global effects of economic policy uncertainty shocks and check whether the signs, the magnitude, and the...
Persistent link: https://www.econbiz.de/10011640939
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The impact of uncertainty on macro variables : an SVAR-based empirical analysis for EU countries
Belke, Ansgar; Kronen, Dominik - 2017
shows a fairly consistently negative effect on the real economy in Europe. However, the implications of economic policy …
Persistent link: https://www.econbiz.de/10011662699
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Unconventional monetary policy and inflation expectations in the euro area
Aßhoff, Sina; Belke, Ansgar; Osowski, Thomas - 2020
Auswirkungen der unkonventionellen Geldpolitik ist nicht trivial, da standardisierte empirische Instrumente wie die VAR … Problem zu lösen. Wir stellen fest, dass die unkonventionelle Geldpolitik zwar kurzfristig zu einem Anstieg der … beigetragen hat. Dennoch deuten sie auf einen durch die unkonventionelle Geldpolitik ausgelösten Anstieg des mittelfristigen …
Persistent link: https://www.econbiz.de/10012149519
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International effects of euro area versus US policy uncertainty : a FAVAR approach
Belke, Ansgar; Osowski, Thomas - 2017
Building on the growing evidence on the importance of large data sets for empirical macroeconomic modeling, we estimate a large-scale FAVAR model for 18 OECD member countries. We quantify the global effects of economic policy uncertainty shocks and check whether the signs, the magnitude, and the...
Persistent link: https://www.econbiz.de/10012110907
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International effects of euro area versus US policy uncertainty : a FAVAR approach
Belke, Ansgar; Osowski, Thomas - 2017
Building on the growing evidence on the importance of large data sets for empirical macroe-conomic modeling, we estimate a large-scale FAVAR model for 18 OECD member countries. We quantify the global effects of economic policy uncertainty shocks and check whether the signs, the magnitude, and...
Persistent link: https://www.econbiz.de/10011691548
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The impact of uncertainty on macro variables : an SVAR-based empirical analysis for EU countries
Belke, Ansgar; Kronen, Dominik - 2017
shows a fairly consistently negative effect on the real economy in Europe. However, the implications of economic policy …
Persistent link: https://www.econbiz.de/10011761787