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Do fiscal spending news shocks generate financial spillovers?
Ong, Kian - In: Economics letters 164 (2018), pp. 46-49
Persistent link: https://www.econbiz.de/10011939932
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Fiscal expenditure spillovers in the euro area : an empirical and model-based assessment
Alloza, Mario; Ferdinandusse, Marien; Jacquinot, Pascal; … - 2020
Persistent link: https://www.econbiz.de/10012221940
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Fiscal expenditure spillovers in the euro area : an empirical and model-based assessment
Alloza, Mario; Ferdinandusse, Marien; Jacquinot, Pascal; … - 2020
The paper describes the main transmission channels of the spillovers of national fiscal policies to other countries within the euro area and investigates their magnitude using different models. In the context of Economic and Monetary Union (EMU), fiscal spillovers are relevant for the accurate...
Persistent link: https://www.econbiz.de/10012206331
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Spillovers from tax shocks to the euro area
Mierzwa, Sascha - 2021 - This version: 07 September 2021
I study the spill-over effects of legislated discretionary tax changes in the United States, Germany, and the United Kingdom to 11 Eurozone countries for the period 1980Q1-2018Q4 employing Local Projections (Jordà, 2005). In general, I find spillovers from US tax legislation to have the...
Persistent link: https://www.econbiz.de/10012649097
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Measuring fiscal spillovers in EMU and beyond : a global VAR approach
Belke, Ansgar; Osowski, Thomas - 2016
This paper identifies and measures fiscal spillovers in the EU countries empirically using a global vector autoregression (GVAR) model. Our aim is to look at the sign and the absolute values of fiscal spillovers in a country-wise perspective and at the time profile (impulse response) of the...
Persistent link: https://www.econbiz.de/10011570987
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Measuring fiscal spillovers in EMU and beyond : a global VAR approach
Belke, Ansgar; Osowski, Thomas - 2016
This paper identifies and measures fiscal spillovers in the EU countries empirically, using a structurally stable global vector autoregression (GVAR) model. For our purposes, the individual EU countries, as well as the most important international trading partners, are modelled with a special...
Persistent link: https://www.econbiz.de/10011581983
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Fiscal shocks and international production networks : an empirical investigation
Quispe, Isai - 2017
Recently, a large literature has been developed from the production network models, to be applied in a diversity of fields as financial contagion, trade comovements or the aggregation of micro shocks. Thus, one theoretical implication introduced by Acemoglu et al. (2015), argue that demand-side...
Persistent link: https://www.econbiz.de/10011927217
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Intra-Africa regional trade comovements and shock transmission : a baseline for AfCFTA
Mensah, Lord Kwaku - In: Cogent economics & finance 11 (2023) 2, pp. 1-15
This paper examines the trade co-movements and shock spillover across four African geographic regions. Specifically, we … a country's trade shock being transferred to its trading partners on the continent. Knowing the trade connectedness and … shock transmission among African countries will serve as a baseline for the AfCFTA implementation. In our analysis, we …
Persistent link: https://www.econbiz.de/10014501252
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Macroeconomic effects of fiscal policy in the European Union : a GVAR model
Ricci-Risquete, Alejandro; Ramajo Hernández, Julián - In: Empirical economics : a journal of the Institute for … 48 (2015) 4, pp. 1587-1617
Persistent link: https://www.econbiz.de/10011300732
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Systemic risk and the sovereign-bank default nexus : a network vector autoregression approach
Claeys, Peter; Vašíček, Bořek - In: The journal of network theory in finance 1 (2015) 4, pp. 27-72
Persistent link: https://www.econbiz.de/10011449789