Fiscal policy uncertainty and US output

DOI10.1515/snde-2018-0024OpenAlexW2989859029WikidataQ126660848 ScholiaQ126660848MaRDI QIDQ2697077

Michał Ksawery Popiel

Publication date: 17 April 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-2018-0024

zbMATH Keywords

uncertaintystochastic volatilitytime-varying parametersvector autoregressionfiscal policy

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Uses Software

• bvarsv

Cites Work

• Fiscal Foresight and Information Flows
• On Gibbs sampling for state space models
• An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output
• Time Varying Structural Vector Autoregressions and Monetary Policy

This page was built for publication: Fiscal policy uncertainty and US output