On fiscal and monetary policy-induced macroeconomic volatility dynamics

Xiaochun Liu

Year of publication:	2021
Authors:	Liu, Xiaochun
Published in:	Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 127.2021, p. 1-21
Subject:	Output and inflation volatility dynamics \| Level and volatility shocks \| Volatility impulse responses and decompositions \| Time-varying SVAR \| Government spending and monetary policy shocks \| Volatilität \| Volatility \| Geldpolitik \| Monetary policy \| Schock \| Shock \| Finanzpolitik \| Fiscal policy \| VAR-Modell \| VAR model \| Inflation \| Öffentliche Ausgaben \| Public expenditure \| Schätzung \| Estimation \| Theorie \| Theory \| Bruttoinlandsprodukt \| Gross domestic product \| Konjunktur \| Business cycle \| Wirkungsanalyse \| Impact assessment \| Zeitreihenanalyse \| Time series analysis