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Simultaneous identification of fiscal and monetary policy shocks
Mansur, Alfan - In: Empirical economics : a quarterly journal of the … 65 (2023) 2, pp. 697-728
Persistent link: https://www.econbiz.de/10014329081
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Uniform priors for impulse responses
Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; … - 2023
There has been a call for caution when using the conventional method for Bayesian inference in setidentified structural vector autoregressions on the grounds that the uniform prior over the set of orthogonal matrices could be nonuniform for individual impulse responses or other quantity of...
Persistent link: https://www.econbiz.de/10014368558
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The fiscal channel of monetary policy
Breitenlechner, Max; Geiger, Martin; Klein, Mathias - 2024
and derives implications for monetary-fiscal interactions. First, we document that a contractionary monetary policy shock … fiscal measures following a monetary policy shock. The impact of a monetary policy shock on output is more than halved by the …
Persistent link: https://www.econbiz.de/10015053757
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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - In: Journal of emerging market finance 14 (2015) 2, pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
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A narrative approach to a fiscal DSGE model
Drautzburg, Thorsten - 2016 - This version: March 28, 2016
Persistent link: https://www.econbiz.de/10011449449
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Heterogeneity in euro area monetary policy transmission : results from a large multicountry BVAR model
Mandler, Martin; Scharnagl, Michael; Volz, Ute - In: Journal of money, credit and banking : JMCB 54 (2022) 2/3, pp. 627-649
Persistent link: https://www.econbiz.de/10013167491
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The spillover of euro area shocks to the Maltese economy
Gatt, William; Ruisi, Germano - 2022
the Maltese economy. The model focuses on five broad macroeconomic shocks hitting the euro area; an aggregate demand shock … global market for oil, a generic monetary policy shock encompassing both conventional and unconventional interventions, and a … financial stress shock. The model is estimated using Bayesian methods over a sample that goes from 2003Q1 to 2019Q4 and …
Persistent link: https://www.econbiz.de/10012818649
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The effects of macroeconomic policies under fixed exchange rates : a Bayesian VAR analysis
Tevdovski, Dragan; Petrevski, Goran; Bogoev, Jane - In: Economic research 32 (2019) 1,3, pp. 2138-2160
Persistent link: https://www.econbiz.de/10012582464
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Shock dependence of exchange rate pass-through : a comparative analysis of BVARs and DSGEs
Comunale, Mariarosaria - 2020
Persistent link: https://www.econbiz.de/10012225091