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Boom-Bust Phases in Asset Prices and Fiscal Policy Behavior

Citations

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Cited by:

  1. Athanasios Tagkalakis, 2012. "Fiscal policy and asset price volatility," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(1), pages 123-156, February.
  2. Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019. "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., vol. 19(4), pages 851-862, December.
  3. Schuknecht, Ludger, 2004. "EU fiscal rules: issues and lessons from political economy," Working Paper Series 421, European Central Bank.
  4. Detken, Carsten & Smets, Frank, 2004. "Asset price booms and monetary policy," Working Paper Series 364, European Central Bank.
  5. Fahrholz, Christian & Wójcik, Cezary, 2013. "The Eurozone needs exit rules," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4665-4674.
  6. Miss Estelle X Liu & Mr. Todd D. Mattina & Mr. Tigran Poghosyan, 2015. "Correcting “Beyond the Cycle": Accounting for Asset Prices in Structural Fiscal Balances," IMF Working Papers 2015/109, International Monetary Fund.
  7. Claudio Borio, 2011. "Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
  8. Christian Fahrholz & Cezary Wójcik, 2012. "The Bail-Out! Positive Political Economics Of Greek-Type Crises In The Emu," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 3(02), pages 1-18.
  9. Luca Agnello & Jacopo Cimadomo, 2012. "Discretionary Fiscal Policies over the Cycle: New Evidence Based on the ESCB Disaggregated Approach," International Journal of Central Banking, International Journal of Central Banking, vol. 8(2), pages 43-85, June.
  10. Heimberger, Philipp, 2023. "The cyclical behaviour of fiscal policy: A meta-analysis," Economic Modelling, Elsevier, vol. 123(C).
  11. Ozkaya, Ata, 2014. "Creative accounting practices and measurement methods: Evidence from Turkey," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-27.
  12. Agnello, Luca & Dufrénot, Gilles & Sousa, Ricardo M., 2015. "Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain," Economic Modelling, Elsevier, vol. 44(C), pages 358-362.
  13. Ludger Schuknecht, 2019. "Fiscal-Financial Vulnerabilities," CESifo Working Paper Series 7776, CESifo.
  14. Karl Aiginger, 2011. "Why Growth Performance Differed across Countries in the Recent Crisis: the Impact of Pre-crisis Conditions," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 35-52, August.
  15. repec:ipg:wpaper:2014-462 is not listed on IDEAS
  16. Huart Florence, 2013. "Is Fiscal Policy Procyclical in the Euro Area?," German Economic Review, De Gruyter, vol. 14(1), pages 73-88, February.
  17. Fukuda, Shin-ichi & Yamada, Junji, 2011. "Stock price targeting and fiscal deficit in Japan: Why did the fiscal deficit increase during Japan’s lost decades?," Journal of the Japanese and International Economies, Elsevier, vol. 25(4), pages 447-464.
  18. Boysen-Hogrefe, Jens & Fiedler, Salomon & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan, 2021. "Vermögenspreise, Zinseffekte und die Robustheit der öffentlichen Finanzen in Deutschland - eine Szenario-Analyse," Kieler Beiträge zur Wirtschaftspolitik 36, Kiel Institute for the World Economy (IfW Kiel).
  19. Luca Agnello & Ricardo M. Sousa, 2013. "Fiscal Policy And Asset Prices," Bulletin of Economic Research, Wiley Blackwell, vol. 65(2), pages 154-177, April.
  20. Agnello, Luca & Dufrénot, Gilles & Sousa, Ricardo M., 2013. "Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices," Economic Modelling, Elsevier, vol. 34(C), pages 25-36.
  21. Sebastian Gechert & Rafael Mentges, 2018. "Financial cycles and fiscal multipliers," Applied Economics, Taylor & Francis Journals, vol. 50(24), pages 2635-2651, May.
  22. Pasquale Foresti & Oreste Napolitano, 2013. "Modelling long-run money demand: a panel data analysis on nine developed economies," Applied Financial Economics, Taylor & Francis Journals, vol. 23(22), pages 1707-1719, November.
  23. Jorge Mario Uribe & Stephanía Mosquera, 2016. "A comparative analysis of stock market cycles," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 9(3), pages 241-261, September.
  24. Tagkalakis, Athanasios, 2011. "Fiscal policy and financial market movements," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 231-251, January.
  25. Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2012. "How does fiscal policy react to wealth composition and asset prices?," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 874-890.
  26. Floro, Danvee, 2019. "Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 164-181.
  27. Athanasios Tagkalakis, 2009. "The effect of asset price volatility on fiscal policy outcomes," Working Papers 106, Bank of Greece.
  28. Joshua Aizenman & Gunnar Gunnarsson, 2015. "Fiscal Challenges in Multilayered Unions: An Overview and Case Study," Social Sciences, MDPI, vol. 4(2), pages 1-20, May.
  29. Ata Özkaya, 2014. "Hidden Overhang of Domestic Debt and Its Role in the This-Time-Is-Different Syndrome: An Empirical Contingent Liabilities Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(4), pages 73-94.
  30. Detken, Carsten & Adalid, Ramón, 2007. "Liquidity shocks and asset price boom/bust cycles," Working Paper Series 732, European Central Bank.
  31. Tsangyao Chang & Luis Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2016. "Testing for bubbles in the BRICS stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 43(4), pages 646-660, September.
  32. Lars Jonung & Ludger Schuknecht & Mika Tujula, 2005. "The boom-bust cycle in Finland and Sweden 1984-1995 in an international perspective," European Economy - Economic Papers 2008 - 2015 237, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  33. Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2012. "Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework," NIPE Working Papers 20/2012, NIPE - Universidade do Minho.
  34. 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.
  35. Irina-Marilena, Ban, 2022. "Introducing house prices to the intertemporal current account model: An application to the European Union," Economic Modelling, Elsevier, vol. 117(C).
  36. Ricci-Risquete, Alejandro & Ramajo, Julián & de Castro, Francisco, 2016. "Do Spanish fiscal regimes follow the euro-area trends? Evidence from Markov-Switching fiscal rules," Economic Modelling, Elsevier, vol. 59(C), pages 484-494.
  37. Tagkalakis, Athanasios, 2011. "Fiscal adjustments and asset price changes," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 206-223, June.
  38. Sven Langedijk & Aurélien Poissonnier & Edouard Turkisch, 2023. "The impact of macroeconomic developments and imbalances on fiscal outcomes," SN Business & Economics, Springer, vol. 3(6), pages 1-29, June.
  39. Borgy, Vladimir & Clerc, Laurent & Renne, Jean-Paul, 2014. "Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 132-150.
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