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Fiscal policies and credit regimes : a TVAR approach
Ferraresi, Tommaso; Roventini, Andrea; Fagiolo, Giorgio - 2013
In the present work we investigate how the state of credit markets non-linearly affects the impact of fiscal policies. We estimate a Threshold Vector Autoregression (TVAR) model on U.S quarterly data for the period 1984-2010. We employ the spread between BAA-rated corporate bond yield and...
Persistent link: https://www.econbiz.de/10009702294
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Fiscal policies and credit regimes : a TVAR approach
Ferraresi, Tommaso; Roventini, Andrea; Fagiolo, Giorgio - 2013
Persistent link: https://www.econbiz.de/10009713770
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Fiscal policies and credit regimes: a tvar approach
Ferraresi, Tommaso; Roventini, Andrea; Fagiolo, Giorgio - Centre de recherche en Économie (OFCE), Sciences … - 2013
In the present work we investigate how the state of credit markets non-linearly affects the impact of fiscal policies. We estimate a Threshold Vector Autoregression (TVAR) model on U.S quarterly data for the period 1984-2010. We employ the spread between BAA-rated corporate bond yield and...
Persistent link: https://www.econbiz.de/10010614862
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Fiscal Policies and Credit Regimes : A TVAR Approach
Ferraresi, Tommaso - 2014
In the present work we investigate how the state of credit markets non-linearly affects the impact of fiscal policies. We estimate a Threshold Vector Autoregression (TVAR) model on U.S quarterly data for the period 1984-2010. We employ the spread between BAA-rated corporate bond yield and...
Persistent link: https://www.econbiz.de/10013064619
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Fiscal and monetary policies in complex evolving economies
Dosi, Giovanni; Fagiolo, Giorgio; Napoletano, Mauro; … - In: Journal of economic dynamics & control 52 (2015), pp. 166-189
Persistent link: https://www.econbiz.de/10011474181
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Macroeconomic policy in DSGE : methodological pitfalls, patches or new clothes?
Roventini, Andrea; Fagiolo, Giorgio - In: Theory and method of evolutionary political economy : a …, (pp. 129-151). 2017
Persistent link: https://www.econbiz.de/10011620342
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Macroeconomic policy in agent-based models : new developments and challenges ahead
Fagiolo, Giorgio; Roventini, Andrea - In: Theory and method of evolutionary political economy : a …, (pp. 152-181). 2017
Persistent link: https://www.econbiz.de/10011620344
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Income distribution, credit and fiscal policies in an agent-based Keynesian model
Dosi, Giovanni; Fagiolo, Giorgio; Napoletano, Mauro; … - 2012
Persistent link: https://www.econbiz.de/10009573744
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Income distribution, credit and fiscal policies in an agent-based Keynesian model
Dosi, Giovanni; Fagiolo, Giorgio; Napoletano, Mauro; … - In: Journal of economic dynamics & control 37 (2013) 8, pp. 1598-1625
Persistent link: https://www.econbiz.de/10009775089
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Fiscal and monetary policies in complex evolving economies
Dosi, Giovanni; Fagiolo, Giorgio; Napoletano, Mauro; … - 2014
Persistent link: https://www.econbiz.de/10010362843