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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 non-linear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis
Belke, Ansgar; Goemans, Pascal - 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/10012116248
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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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Estimating the effects of macroprudential policy shocks : a Qual VAR approach
Tillmann, Peter - In: Economics letters 135 (2015), pp. 1-4
Persistent link: https://www.econbiz.de/10011434720
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The effects of conventional and unconventional monetary policy on house prices in the Scandinavian countries
Rosenberg, Signe - In: Journal of housing economics 46 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012268649
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Conventional and unconventional monetary policies : effects on the Finnish housing market
Rosenberg, Signe - In: Baltic journal of economics 20 (2020) 2, pp. 170-186
sign restrictions. The results reveal that both a policy interest rate shock and a balance sheet shock have a positive and … temporary impact on house prices in Finland, with the response to a balance sheet shock being smaller and fading out faster. The … peak of the effect of a policy rate shock on house prices in Finland arrives faster than in the whole euro area but the …
Persistent link: https://www.econbiz.de/10012296184
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House prices, credit and the effect of monetary policy in Norway : evidence from structural VAR models
Robstad, Ørjan - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 461-483
Persistent link: https://www.econbiz.de/10011949262
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What can SVAR models tell us about the impact of public expenditure shocks on macroeconomic variables in Algeria? : a slight hint to the COVID-19 pandemic
Fatih, Chellai - In: Folia oeconomica Stetinensia : FOS 21 (2021) 2, pp. 21-37
Persistent link: https://www.econbiz.de/10012797000
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Public debt and state-dependent effects of fiscal policy in the Euro area
Eminidou, Snezana; Geiger, Martin; Zachariadis, Marios - 2021
Persistent link: https://www.econbiz.de/10014336442
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The impacts of fiscal policy shocks on the US housing market
Ruiz, Isabel; Vargas-Silva, Carlos - In: Empirical economics : a journal of the Institute for … 50 (2016) 3, pp. 777-800
Persistent link: https://www.econbiz.de/10011481123