Uncertainty and non-linear macroeconomic effects of fiscal policy in the US: A SEIVAR-based analysis
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DOI: 10.4419/86788959
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- Ansgar Belke & Pascal Goemans, 2021. "Uncertainty and nonlinear macroeconomic effects of fiscal policy in the US: a SEIVAR-based analysis," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(4), pages 623-646, May.
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Cited by:
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More about this item
Keywords
Government spending shocks; uncertainty; non-linear structural vector autoregressions; interacted VAR; generalized impulse response functions; endogenous uncertainty;All these keywords.
JEL classification:
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2019-11-18 (Macroeconomics)
- NEP-ORE-2019-11-18 (Operations Research)
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