Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain
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DOI: 10.1016/j.econmod.2014.07.024
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- Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2015. "Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain," Post-Print hal-01457314, HAL.
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- Rudan Wang & Bruce Morley & Javier Ordóñez, 2015. "The Taylor Rule, Wealth Effects and the Exchange Rate," Working Papers 2015/08, Economics Department, Universitat Jaume I, Castellón (Spain).
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- Mohammad Enamul Hoque & Mohd Azlan Shah Zaidi & M. Kabir Hassan, 2021. "Geopolitical Uncertainties and Malaysian Stock Market Returns: Do Market Conditions Matter?," Mathematics, MDPI, vol. 9(19), pages 1-16, September.
- BUI, Duy-Tung & LLORCA, Matthieu & BUI, Thi Mai Hoai, 2018. "Dynamics between stock market movements and fiscal policy: Empirical evidence from emerging Asian economies," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 65-74.
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Keywords
Fiscal policy; Asset prices; Time-varying probability; Markov process;All these keywords.
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