State-dependent effects of fiscal policy

DOI10.1515/SNDE-2014-0022zbMath1506.62502OpenAlexW3122180878MaRDI QIDQ2687870

Irina Panovska, Steven M. Fazzari, James C. Morley

Publication date: 7 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2014-0022

zbMATH Keywords

nonlinear dynamicsthreshold modelBayesianvector autoregressiongovernment spendingimpulse-response comparison

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Economic time series analysis (91B84) Economic dynamics (91B55)

Related Items (9)

Recession-specific recoveries: \(L\)'s, \(U\)'s and everything in between ⋮ Nonlinear effects of fiscal policy over the business cycle ⋮ Asymmetric effects of exogenous tax changes ⋮ A model of fiscal dominance under the ``Reinhart conjecture ⋮ Regime-dependent fiscal multipliers in the United States ⋮ Do defense news crowd out private investment? ⋮ Outliers and persistence in threshold autoregressive processes ⋮ When is discretionary fiscal policy effective? ⋮ The public debt multiplier

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• Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach*
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

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