GMM estimation of fiscal rules: Monte Carlo experiments and empirical tests
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More about this item
JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory
- H60 - Public Economics - - National Budget, Deficit, and Debt - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-09-18 (Econometrics)
- NEP-MAC-2015-09-18 (Macroeconomics)
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