Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR
Year of publication: |
2019
|
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Authors: | Chudik, Alexander ; Pesaran, M. Hashem ; Mohaddes, Kamiar |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | factor-augmented VARs | global VARs | identification of global and country-specific shocks | Bayesian analysis | public debt and output growth | debt elasticity |
Series: | CESifo Working Paper ; 7454 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1046941623 [GVK] hdl:10419/198814 [Handle] RePec:ces:ceswps:_7454 [RePEc] |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; E62 - Fiscal Policy; Public Expenditures, Investment, and Finance; Taxation ; H60 - National Budget, Deficit, and Debt. General |
Source: |
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Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander, (2019)
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Identifying global and national output and fiscal policy shocks usging GVAR
Chudik, Alexander, (2019)
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Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander, (2019)
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