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Monetary and fiscal policy transmission in the Euro-area: evidence from a structural VAR analysis
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- Julius Stakenas & Rasa Stasiukynaite, 2016. "Monetary policy transmission: the case of Lithuania," Bank of Lithuania Working Paper Series 24, Bank of Lithuania.
- Adebayo Augustine Kutu & Harold Ngalawa, 2016. "Monetary Policy Shocks and Industrial Sector Performance in South Africa," Journal of Economics and Behavioral Studies, AMH International, vol. 8(3), pages 26-40.
- Willi Semmler & Wenlang Zhang, 2004.
"Monetary and Fiscal Policy Interactions in the Euro Area,"
Economic Change and Restructuring, Springer, vol. 31(2), pages 205-227, June.
- Willi Semmler & Wenlang Zhang, 2004. "Monetary and Fiscal Policy Interactions in the Euro Area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 31(2), pages 205-227, June.
- Afonso, António & Gonçalves, Luis, 2020.
"The policy mix in the US and EMU: Evidence from a SVAR analysis,"
The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- António Afonso & Luís Gonçalves, 2018. "The Policy Mix in the US and EMU: Evidence from a SVAR Analysis," Working Papers REM 2018/28, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Rodrigo Cerda & Luis Felipe Lagos & Hermann González, 2005. "Efectos Dinámicos de la Política Fiscal," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(125), pages 63-77.
- Pasquale Foresti & Oreste Napolitano, 2016. "On the Stock Markets’ Reactions to Taxation and Public Expenditure," LEQS – LSE 'Europe in Question' Discussion Paper Series 115, European Institute, LSE.
- Boniface Yemba & Yi Duan & Nabaneeta Biswas, 2023. "Government spending news and stock price index," Economics Bulletin, AccessEcon, vol. 43(4), pages 1816-1841.
- Damir Šehović, 2013. "General Aspects of Monetary and Fiscal Policy Coordination," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 2(3), pages 5-27.
- V. Anton Muscatelli & Patrizio Tirelli, 2005.
"Analyzing the Interaction of Monetary and Fiscal Policy: Does Fiscal Policy Play a Valuable Role in Stabilisation?,"
CESifo Economic Studies, CESifo Group, vol. 51(4), pages 549-585.
- V. Anton Muscatelli & Patrizio Tirelli, 2004. "Analyzing the Interaction of Monetary and Fiscal Policy: Does Fiscal Policy Play a Valuable Role in Stabilisation?," Working Papers 2005_17, Business School - Economics, University of Glasgow, revised Jun 2005.
- Roel Beetsma & Massimo Giuliodori & Franc Klaassen, 2006.
"Trade spill-overs of fiscal policy in the European Union: a panel analysis [‘Fiscal policy, profits, and investment’],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 21(48), pages 640-687.
- Beetsma, Roel & Klaassen, Franc & Giuliodori, Massimo, 2005. "Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis," CEPR Discussion Papers 5222, C.E.P.R. Discussion Papers.
- Roel Beetsma & Massimo Giuliodori & Franc Klaassen, 2005. "Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis," EUI-RSCAS Working Papers 31, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
- repec:prg:jnlpep:v:2015:y:2015:i:5:id:513:p:1-22 is not listed on IDEAS
- Okunoye, Ismaila & Hammed, Sabuur, 2020. "Oil Price Shock and Fiscal-Monetary Policy Variables in Nigeria: A Structural VAR Approach," MPRA Paper 104145, University Library of Munich, Germany, revised 15 Sep 2020.
- Mardi Dungey & Denise Osborn, 2009.
"Modelling International Linkages for Large Open Economies: US and Euro Area,"
CAMA Working Papers
2009-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Denise R Osborn, 2009. "Modelling International Linkages for Large Open Economies: US and Euro Area," Centre for Growth and Business Cycle Research Discussion Paper Series 121, Economics, The University of Manchester.
- Keppel, Catherine & Prettner, Klaus, 2015.
"How interdependent are Eastern European economies and the Euro area?,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 18-31.
- Prettner, Catherine & Prettner, Klaus, 2014. "How interdependent are Eastern European economies and the Euro area?," University of Göttingen Working Papers in Economics 187, University of Goettingen, Department of Economics.
- Mansur, Alfan & Syaifullah, Syaifullah, 2016. "Membangun Kredibilitas Kebijakan Moneter Melalui Suku Bunga Acuan Baru [Improving Credibility of Monetary Policy through A New Policy Rate]," MPRA Paper 93938, University Library of Munich, Germany, revised 14 Sep 2016.
- António Afonso & João Tovar Jalles, 2017. "Fiscal Activism and Price Volatility: Evidence from Advanced and Emerging Economies," Working Papers Department of Economics 2017/04, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Badarau-Semenescu, Cristina & Ndiaye, Cheikh Tidiane, 2010. "Politique économique et transmission des chocs dans la zone euro," L'Actualité Economique, Société Canadienne de Science Economique, vol. 86(1), pages 35-77, mars.
- Luca Agnello & Ricardo M. Sousa, 2013.
"Fiscal Policy And Asset Prices,"
Bulletin of Economic Research, Wiley Blackwell, vol. 65(2), pages 154-177, April.
- Luca Agnello & Ricardo M. Sousa, 2010. "Fiscal Policy and Asset Prices," NIPE Working Papers 25/2010, NIPE - Universidade do Minho.
- Paredes, Joan & Pedregal, Diego J. & Pérez, Javier J., 2009.
"A quarterly fiscal database for the euro area based on intra-annual fiscal information,"
Working Paper Series
1132, European Central Bank.
- Joan Paredes & Diego J. Pedregal & Javier J. Pérez, 2009. "A quarterly fiscal database for the euro area based on intra-annual fiscal information," Working Papers 0935, Banco de España.
- Tse, Chin-Bun & Rodgers, Timothy & Niklewski, Jacek, 2014. "The 2007 financial crisis and the UK residential housing market: Did the relationship between interest rates and house prices change?," Economic Modelling, Elsevier, vol. 37(C), pages 518-530.
- Efthyvoulou, Georgios, 2011.
"Political cycles under external economic constraints: Evidence from Cyprus,"
Journal of Economics and Business, Elsevier, vol. 63(6), pages 638-662.
- Georgios Efthyvoulou, 2008. "Political Cycles in a Small Open Economy and the Effect of Economic Integration: Evidence from Cyprus," Birkbeck Working Papers in Economics and Finance 0808, Birkbeck, Department of Economics, Mathematics & Statistics.
- Chatziantoniou, Ioannis & Duffy, David & Filis, George, 2013. "Stock market response to monetary and fiscal policy shocks: Multi-country evidence," Economic Modelling, Elsevier, vol. 30(C), pages 754-769.
- Taha, Roshaiza & Colombage, Sisira R.N. & Maslyuk, Svetlana & Nanthakumar, Loganathan, 2013. "Does financial system activity affect tax revenue in Malaysia? Bounds testing and causality approach," Journal of Asian Economics, Elsevier, vol. 24(C), pages 147-157.
- Şen, Hüseyin & Kaya, Ayşe, 2015. "The relative effectiveness of Monetary and Fiscal Policies on growth: what does long-run SVAR model tell us?," MPRA Paper 65903, University Library of Munich, Germany, revised 01 Aug 2015.
- Arin, K. Peren & Mamun, Abdullah & Purushothman, Nanda, 2009.
"The effects of tax policy on financial markets: G3 evidence,"
Review of Financial Economics, Elsevier, vol. 18(1), pages 33-46, January.
- K. Peren Arin & Abdullah Mamun & Nanda Purushothman, 2009. "The effects of tax policy on financial markets: G3 evidence," Review of Financial Economics, John Wiley & Sons, vol. 18(1), pages 33-46, January.
- Paredes, Joan & Pedregal, Diego J. & Pérez, Javier J., 2014. "Fiscal policy analysis in the euro area: Expanding the toolkit," Journal of Policy Modeling, Elsevier, vol. 36(5), pages 800-823.
- Kansho Piotr Otsubo, 2018. "The Effects of Fiscal and Monetary Policies in Japan: What Combination of Policies Should Be Used?," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 9(01n02), pages 1-25, February.
- Roel Beetsma & Massimo Giuliodori & Franc Klaassen, 2006.
"Trade spill-overs of fiscal policy in the European Union: a panel analysis [‘Fiscal policy, profits, and investment’],"
Economic Policy, CEPR;CES;MSH, vol. 21(48), pages 640-687.
- Roel Beetsma & Massimo Giuliodori & Franc Klaassen, 2005. "Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis," EUI-RSCAS Working Papers 31, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
- Roel Beetsma & Massimo Giuliodori & Franc Klaassen, 2005. "Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis," DNB Working Papers 052, Netherlands Central Bank, Research Department.
- Beetsma, Roel & Giuliodori, Massimo & Klaassen, Franc, 2005. "Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis," CEPR Discussion Papers 5222, C.E.P.R. Discussion Papers.
- Clara Inés Pardo Martínez & Alexander Cotte Poveda & Nicolas Ronderos, 2019. "An Analysis for New Institutionality in Science, Technology and Innovation in Colombia Using a Structural Vector Autoregression Model," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 218-228.
- Luca Agnello & Ricardo M. Sousa, 2011.
"Can Fiscal Policy Stimulus Boost Economic Recovery?,"
Revue économique, Presses de Sciences-Po, vol. 62(6), pages 1045-1066.
- Agnello, L. & Sousa, R., 2011. "Can Fiscal Policy Stimulus Boost Economic Recovery?," Working papers 325, Banque de France.
- Igbinedion Sunday Osahon & Oriakhi Dickson, 2013. "Fiscal Deficits And Stock Prices In Nigeria: An Empirical Evidence," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 22(1), pages 259-274, june.
- YUAN, Chunming & CHEN, Ruo, 2015. "Policy transmissions, external imbalances, and their impacts: Cross-country evidence from BRICS," China Economic Review, Elsevier, vol. 33(C), pages 1-24.
- K Peren Arin & Faik Koray, 2005.
"Fiscal Policy and Economic Activity: U.S. Evidence,"
Macroeconomics
0508024, University Library of Munich, Germany.
- K. Peren Arin & Faik Koray, 2005. "Fiscal Policy And Economic Activity: Us Evidence," CAMA Working Papers 2005-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- António Afonso & Jaromír Baxa & Michal Slavík, 2018.
"Fiscal developments and financial stress: a threshold VAR analysis,"
Empirical Economics, Springer, vol. 54(2), pages 395-423, March.
- Afonso, António & Slavík, Michal & Baxa, Jaromír, 2011. "Fiscal developments and financial stress: a threshold VAR analysis," Working Paper Series 1319, European Central Bank.
- António Afonso & Jaromír Baxa & Michal Slavík, 2011. "Fiscal developments and financial stress: a threshold VAR analysis," Working Papers IES 2011/16, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2011.
- António Afonso & Jaromír Baxa & Michal Slavík, 2011. "Fiscal developments and financial stress: a threshold VAR analysis," Working Papers Department of Economics 2011/11, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Vít Pošta & Zdeněk Pikhart, 2015. "Financial Risk and Real Variables: Evidence Based on a SVAR Analysis of the Czech Economy," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(5), pages 516-537.
- Tariq Mahmood & Maqbool Hussain Sial, 2011. "The Relative Effectiveness of Monetary and Fiscal Policies in Economic Growth: A Case Study of Pakistan," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 1(4), pages 236-244, December.
- Dragan Tevdovski & Goran Petrevski & Jane Bogoev, 2019.
"The effects of macroeconomic policies under fixed exchange rates: A Bayesian VAR analysis,"
Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 32(1), pages 2138-2160, January.
- Tevdovski, Dragan & Petrevski, Goran & Bogoev, Jane, 2016. "The effects of macroeconomic policies under fixed exchange rates: A Bayesian VAR analysis," MPRA Paper 73461, University Library of Munich, Germany, revised 21 Jun 2016.
- Tihana Skrinjaric, 2022. "Macroeconomic effects of systemic stress: a rolling spillover index approach," Public Sector Economics, Institute of Public Finance, vol. 46(1), pages 109-140.
- Mohammad Joarder & Monir Ahmed & Tahsina Haque & Syed Hasanuzzaman, 2014. "An empirical testing of informational efficiency in Bangladesh capital market," Economic Change and Restructuring, Springer, vol. 47(1), pages 63-87, February.
- Jonida Bollano & Delina Ibrahimaj, 2015. "Current Account Determinats in Central Eastern European Countries," IHEID Working Papers 22-2015, Economics Section, The Graduate Institute of International Studies.
- repec:pra:mprapa:67187 is not listed on IDEAS
- Anton, Roman, 2015. "Monetary Development and Transmission in the Eurosystem," MPRA Paper 67323, University Library of Munich, Germany, revised 08 Oct 2015.
- Pooja Joshi & Arun Kumar Giri, 2015. "Fiscal Deficits and Stock Prices in India: Empirical Evidence," IJFS, MDPI, vol. 3(3), pages 1-18, August.
- Hammed, Yinka Sabuur & Arawomo, Omosola, 2020. "Oil Price Shock, Fiscal Policy and Manufacturing Sector in Nigeria: Evidence from SVAR," African Journal of Economic Review, African Journal of Economic Review, vol. 8(3), November.
- repec:prg:jnlpep:v:preprint:id:513:p:1-22 is not listed on IDEAS
- Rant, Vasja & Puc, Anja & Čok, Mitja & Verbič, Miroslav, 2024. "Macroeconomic impacts of monetary and fiscal policy in the euro area in times of shifting policies: A SVAR approach," Finance Research Letters, Elsevier, vol. 64(C).
- Goran Petrevski & Jane Bogoev & Dragan Tevdovski, 2016. "Fiscal and monetary policy effects in three South Eastern European economies," Empirical Economics, Springer, vol. 50(2), pages 415-441, March.