Temporal aggregation and SVAR identification, with an application to fiscal policy
type: Item
instance of: scholarly article
title: Temporal aggregation and SVAR identification, with an application to fiscal policy
zbMATH Open document ID: 1181.62172
author: Massimo Giuliodori
author: Roel M. W. J. Beetsma
author: Franc J. G. M. Klaassen
published in: Economics Letters
publication date: 2009-12-21T00:00:00Z
full work available at URL: temporal-aggregation-and-svar-identification-with-an-application-to-fiscal-policy(3aa35a94-9660-4772-8ed9-9582b5933dcd).html
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B64
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 5650987
zbMATH Keywords: structural vector autoregression (SVAR)
zbMATH Keywords: identification
zbMATH Keywords: high frequency
zbMATH Keywords: low frequency
zbMATH Keywords: fiscal and monetary policy
MaRDI profile type: Publication
OpenAlex ID: W2096394051
cites work: An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output
cites work: Prediction with a Generalized Cost of Error Function
DOI: 10.1016/J.ECONLET.2009.08.010
description: scientific article; zbMATH DE number 5650987