Government spending and heterogeneous consumption dynamics

DOI10.1016/J.JEDC.2020.103868OpenAlexW3006777980MaRDI QIDQ2191456

Sebastian Laumer

Publication date: 25 June 2020

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2020.103868

zbMATH Keywords

consumptionfiscal policysign restrictionsgovernment spending shocksBayesian FAVAR model

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Forecasting the term structure of government bond yields
• Can government spending increase private consumption? the role of complementarity
• Fiscal shocks and their consequences.
• Eigenvalue Ratio Test for the Number of Factors
• The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers
• Testing Hypotheses About the Number of Factors in Large Factor Models
• Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications
• An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output
• Determining the Number of Factors in the General Dynamic Factor Model
• Determining the Number of Factors in Approximate Factor Models

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