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Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs
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Cited by:
- Chan, Joshua C.C. & Yu, Xuewen, 2022.
"Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Joshua C.C. Chan & Xuewen Yu, 2020. "Fast and accurate variational inference for large Bayesian VARs with stochastic volatility," CAMA Working Papers 2020-108, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua C. C. Chan & Xuewen Yu, 2022. "Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility," Papers 2206.08438, arXiv.org.
- 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.
- Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017. "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working papers 2017-10, University of Connecticut, Department of Economics.
- Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017. "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working Papers 201742, University of Pretoria, Department of Economics.
- Joshua C. C. Chan, 2024.
"BVARs and stochastic volatility,"
Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 3, pages 43-67,
Edward Elgar Publishing.
- Joshua Chan, 2023. "BVARs and Stochastic Volatility," Papers 2310.14438, arXiv.org.
- Ascari, Guido & Beck-Friis, Peder & Florio, Anna & Gobbi, Alessandro, 2023.
"Fiscal foresight and the effects of government spending: It’s all in the monetary-fiscal mix,"
Journal of Monetary Economics, Elsevier, vol. 134(C), pages 1-15.
- Guido Ascari & Peder Beck-Friis & Anna Florio & Alessandro Gobbi, 2021. "Fiscal foresight and the effects of government spending: It’s all in the monetary-fiscal mix," Discussion Papers 2112, Centre for Macroeconomics (CFM).
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018.
"Bayesian Vector Autoregressions,"
The Warwick Economics Research Paper Series (TWERPS)
1159, University of Warwick, Department of Economics.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," LSE Research Online Documents on Economics 87393, London School of Economics and Political Science, LSE Library.
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Working Papers hal-03458277, HAL.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian Vector Autoregressions," Discussion Papers 1808, Centre for Macroeconomics (CFM).
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," SciencePo Working papers Main hal-03458277, HAL.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," Bank of England working papers 756, Bank of England.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Documents de Travail de l'OFCE 2018-18, Observatoire Francais des Conjonctures Economiques (OFCE).
- Efrem Castelnuovo & Guay Lim, 2019.
"What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 78-93, March.
- Efrem Castelnuovo & Guay Lim, 2018. "What do we know about the macroeconomic effects of fiscal policy? A brief survey of the literature on fiscal multipliers," CAMA Working Papers 2018-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Efrem Castelnuovo & Guay C. Lim, 2018. "What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers," CESifo Working Paper Series 7366, CESifo.
- Latifi, Albina & Naboka-Krell, Viktoriia & Tillmann, Peter & Winker, Peter, 2024.
"Fiscal policy in the Bundestag: Textual analysis and macroeconomic effects,"
European Economic Review, Elsevier, vol. 168(C).
- Latifi, Albina & Naboka-Krell, Viktoriia & Tillmann, Peter & Winker, Peter, 2023. "Fiscal Policy in the Bundestag: Textual Analysis and Macroeconomic Effects," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277624, Verein für Socialpolitik / German Economic Association.
- Albina Latifi & Viktoriia Naboka-Krell & Peter Tillmann & Peter Winker, 2023. "Fiscal Policy in the Bundestag: Textual Analysis and Macroeconomic Effects," MAGKS Papers on Economics 202307, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Bonam, Dennis & De Haan, Jakob & Soederhuizen, Beau, 2022. "The Effects Of Fiscal Policy At The Effective Lower Bound," Macroeconomic Dynamics, Cambridge University Press, vol. 26(1), pages 149-185, January.
- Francesco Simone Lucidi, 2023.
"The misalignment of fiscal multipliers in Italian regions,"
Regional Studies, Taylor & Francis Journals, vol. 57(10), pages 2073-2086, October.
- Francesco Simone Lucidi, 2021. "The Misalignment of Fiscal Multipliers in Italian Regions," Working Papers in Public Economics 204, Department of Economics and Law, Sapienza University of Roma.
- Lee, Eun Kyung & Park, Kwangyong, 2021.
"Identifying government spending shocks and multipliers in Korea,"
Journal of Asian Economics, Elsevier, vol. 76(C).
- Kwangyong Park & Eun Kyung Lee, 2019. "Identifying Government Spending Shocks and Multipliers in Korea," Working Papers 2019-22, Economic Research Institute, Bank of Korea.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022.
"Nowcasting with large Bayesian vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
- Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
- Hervé Alexandre & François Guillemin & Catherine Refait-Alexandre, 2015. "Downgrades of sovereign credit ratings and impact on banks CDS spread: does disclosure by banks improve stability?," Post-Print hal-01622782, HAL.
- Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2019.
"125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets,"
Working Papers
201956, University of Pretoria, Department of Economics.
- Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2020. "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working papers 2020-12, University of Connecticut, Department of Economics.
- Ilori, Ayobami E. & Paez-Farrell, Juan & Thoenissen, Christoph, 2022.
"Fiscal policy shocks and international spillovers,"
European Economic Review, Elsevier, vol. 141(C).
- Ayobami E. Ilori & Juan Paez-Farrell & Christoph Thoenissen, 2020. "Fiscal policy shocks and international spillovers," Working Papers 2020010, The University of Sheffield, Department of Economics.
- Ayobami E. Ilori & Juan Paez-Farrell & Christoph Thoenissen, 2020. "Fiscal policy shocks and international spillovers," CAMA Working Papers 2020-95, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Thomas Gemert & Lenard Lieb & Tania Treibich, 2022. "Local fiscal multipliers of different government spending categories," Empirical Economics, Springer, vol. 63(5), pages 2551-2575, November.
- Laumer, Sebastian, 2020. "Government spending and heterogeneous consumption dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
- Cubadda, Gianluca & Grassi, Stefano & Guardabascio, Barbara, 2025.
"The time-varying Multivariate Autoregressive Index model,"
International Journal of Forecasting, Elsevier, vol. 41(1), pages 175-190.
- G. Cubadda & S. Grassi & B. Guardabascio, 2022. "The Time-Varying Multivariate Autoregressive Index Model," Papers 2201.07069, arXiv.org.
- Gianluca Cubadda & Stefano Grassi & Barbara Guardabascio, 2024. "The Time-Varying Multivariate Autoregressive Index Model," CEIS Research Paper 571, Tor Vergata University, CEIS, revised 10 Jan 2024.
- Byung Ho Lee & Kwangyong Park, 2023. "External Information and Fiscal Multipliers," Korean Economic Review, Korean Economic Association, vol. 39, pages 347-379.
- Fu, Bowen, 2023. "Measuring the trend real interest rate in a data-rich environment," Journal of Economic Dynamics and Control, Elsevier, vol. 147(C).
- Korobilis, Dimitris, 2018.
"Machine Learning Macroeconometrics A Primer,"
Essex Finance Centre Working Papers
22666, University of Essex, Essex Business School.
- Dimitris Korobilis, 2018. "Machine Learning Macroeconometrics: A Primer," Working Paper series 18-30, Rimini Centre for Economic Analysis.
- repec:hal:spmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l is not listed on IDEAS
- Takumah, Wisdom, 2023. "Fiscal Policy and Asset Prices in a Dynamic Factor Model with Cointegrated Factors," MPRA Paper 117897, University Library of Munich, Germany, revised 10 Jul 2023.
- Joshua Chan & Eric Eisenstat & Xuewen Yu, 2022. "Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis," Papers 2207.03988, arXiv.org.
- repec:spo:wpmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l is not listed on IDEAS
- Laumer, Sebastian & Violaris, Andreas-Entony, 2024. "Unconventional monetary policy and policy foresight," Journal of Economic Dynamics and Control, Elsevier, vol. 164(C).
- Kanazawa, Nobuyuki, 2021. "Public investment multipliers: Evidence from stock returns of the road pavement industry in Japan," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Romano, Simone, 2018. "Fiscal foresight: Do expectations have cross-border effects?," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 71-82.
- Marfatia, Hardik A. & Gupta, Rangan & Miller, Stephen, 2020. "125 Years of time-varying effects of fiscal policy on financial markets," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 303-320.
- Yong, Chen & Dingming, Liu, 2019. "How does government spending news affect interest rates? Evidence from the United States," Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
- NAM, Deokwoo & LI, Xiaole, 2024. "The Stimulative Effects of Anticipated Government Spending Expansions : Evidence from Survey Forecasts," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 65(1), pages 1-31, June.