Fiscal news and macroeconomic volatility

DOI10.1016/j.jedc.2013.06.011zbMath1402.91412OpenAlexW1822789452MaRDI QIDQ1994184

Alexandra Peter, Benjamin Born, Johannes Pfeifer

Publication date: 1 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/74645

zbMATH Keywords

Bayesian estimationanticipated tax shockssources of aggregate fluctuations

Mathematics Subject Classification ID

Bayesian inference (62F15) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

An analytical characterization of noisy fiscal policy

Cites Work

• Introducing financial frictions and unemployment into a small open economy model
• Dynamics of fiscal financing in the United States
• Internal and external habits and news-driven business cycles
• Tailored randomized block MCMC methods with application to DSGE models
• Fiscal Foresight and Information Flows
• What's News in Business Cycles
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output
• News, Non-Invertibility, and Structural VARs
• Bayesian Analysis of DSGE Models

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