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Fiscal policy in the US : a new measure of uncertainty and its recent development
Anzuini, Alessio; Rossi, Luca - 2018
Persistent link: https://www.econbiz.de/10011942702
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The dynamic effects of personal and corporate income tax changes in the United States : reply to Jentsch and Lunsford
Mertens, Karel; Ravn, Morten O. - 2018
Persistent link: https://www.econbiz.de/10012029960
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Uncertainty and non-linear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis
Belke, Ansgar; Goemans, Pascal - 2019
We investigate whether the macroeconomic effects of government spending shocks vary with the level of uncertainty. Using postwar US data and a Self-Exciting Interacted VAR (SEIVAR) model, we find that fiscal spending has positive output effects in tranquil times but is contractionary during...
Persistent link: https://www.econbiz.de/10012116248
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Fiscal policy shocks and stock prices in the United States
Mumtaz, Haroon; Theodoridis, Konstantinos - 2018
1980. Over the period 1955-1979 an expansionary spending or revenue shock was associated with modestly higher stock prices …. After 1980, along with a decline in the fiscal multiplier, the response of stock prices to the same shock became negative …
Persistent link: https://www.econbiz.de/10011887044
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Temporary and persistent fiscal shocks
Sola, Sergio - 2012
Persistent link: https://www.econbiz.de/10011316852
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Does neoclassical theory account for the effects of big fiscal shocks? : Evidence from World War II
McGrattan, Ellen R.; Ohanian, Lee E. - 2003
shock in the history of the United States. We take observed changes in fiscal policy during the war as inputs into a … fiscal shock"--Federal Reserve Bank of Minneapolis web site …
Persistent link: https://www.econbiz.de/10001735103
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What are the effects of fiscal policy shocks?
Mountford, Andrew (contributor); Uhlig, Harald (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001660998
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What are the effects of fiscal policy shocks?
Mountford, Andrew; Uhlig, Harald - 2008
Persistent link: https://www.econbiz.de/10003791501
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Fiscal stimulus : a neoclassical perspective
Strulik, Holger; Trimborn, Timo - 2009
standard neoclassical growth model with US data and assume that an exogenous shock has driven aggregate output far below steady … the generality of this result w.r.t. size and persistence of the shock, size of the government spending multiplier, and …
Persistent link: https://www.econbiz.de/10003857658
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Essays in econometrics and macroeconomics
Tenhofen, Jörn - 2011
Persistent link: https://www.econbiz.de/10009422862