Pages that link to "Item:Q3382389"
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The following pages link to The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers (Q3382389):
Displaying 18 items.
- Faster fiscal stimulus and a higher government spending multiplier in China: mixed-frequency identification with SVAR (Q824011) (← links)
- Temporal aggregation and SVAR identification, with an application to fiscal policy (Q1046293) (← links)
- Multipliers of unexpected increases in defense spending: an empirical investigation (Q1657534) (← links)
- How do income and the debt position of households propagate fiscal stimulus into consumption? (Q2097978) (← links)
- Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887) (← links)
- Robust Bayesian inference in proxy SVARs (Q2116362) (← links)
- How do fiscal adjustments work? An empirical investigation (Q2136951) (← links)
- Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations (Q2136973) (← links)
- Government spending and heterogeneous consumption dynamics (Q2191456) (← links)
- Measuring the effects of expectations shocks (Q2246707) (← links)
- Long-term inflation expectations and the transmission of monetary policy shocks: evidence from a SVAR analysis (Q2246771) (← links)
- The effects of fiscal policy in a small open economy with a fixed exchange rate (Q2416074) (← links)
- Revisiting the Narrative Approach of Estimating Tax Multipliers (Q4684769) (← links)
- Identifying Shocks via Time-Varying Volatility (Q5022719) (← links)
- Italian local fiscal multipliers: evidence from proxy-SVAR (Q6093717) (← links)
- An identification and testing strategy for proxy-SVARs with weak proxies (Q6193061) (← links)
- When are tax multipliers large? (Q6556138) (← links)
- Testing for strong exogeneity in proxy-VARs (Q6664665) (← links)
