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  • Search: subject:"interacted VAR"
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Year of publication
Subject
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VAR model 8 VAR-Modell 8 Schock 7 Shock 7 Theorie 7 Theory 7 Risiko 6 Risk 6 generalized impulse response functions 6 interacted VAR 6 Geldpolitik 5 Impact assessment 5 Interacted VAR 5 Monetary policy 5 Wirkungsanalyse 5 uncertainty 5 Estimation 4 Generalized Impulse Response Functions 4 Monetary policy shocks 4 Nichtlineare Regression 4 Nonlinear regression 4 Schätzung 4 USA 4 United States 4 endogenous uncertainty 4 non-linear structural vector autoregressions 4 Finanzpolitik 3 Fiscal policy 3 Non-Linear Structural Vector Auto-Regressions 3 Public expenditure 3 Öffentliche Ausgaben 3 Bayes-Statistik 2 Bayesian inference 2 Endogenous Uncertainty 2 Fiscal Policy 2 Government Spending 2 Government spending shocks 2 Interacted-VAR 2 Low-interest-rate policy 2 Niedrigzinspolitik 2
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Online availability
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Free 13
Type of publication
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Book / Working Paper 13
Type of publication (narrower categories)
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Working Paper 10 Graue Literatur 8 Non-commercial literature 8 Arbeitspapier 7 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1
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Language
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English 12 Undetermined 1
Author
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Pellegrino, Giovanni 6 Belke, Ansgar 4 Goemans, Pascal 4 Caggiano, Giovanni 2 Castelnuovo, Efrem 2 Di Serio, Mario 2 Fragetta, Matteo 2 Gasteiger, Emanuel 2 Delrio, Silvia 1
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Institution
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Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova 1
Published in...
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Melbourne Institute working paper series 2 "Marco Fanno" Working Papers 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2019: 30 Jahre Mauerfall - Demokratie und Marktwirtschaft - Session: Macroeconomics III 1 CESifo Working Paper 1 CESifo working papers 1 ECON WPS 1 ECON WPS : working papers in economic theory and policy 1 Economics working paper 1 Ruhr Economic Papers 1 Ruhr economic papers 1 Working papers 1
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Source
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ECONIS (ZBW) 8 EconStor 4 RePEc 1
Showing 1 - 10 of 13
Cover Image
The government spending multiplier at the zero lower bound: Evidence from the United States
Di Serio, Mario; Fragetta, Matteo; Gasteiger, Emanuel - 2020
We estimate state-dependent government spending multipliers for the United States. We use a Factor-Augmented Interacted Vector Autoregression (FAIVAR) model. This allows us to capture the time-varying monetary policy characteristics including the recent zero interest rate lower bound (ZLB)...
Persistent link: https://www.econbiz.de/10012211615
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Uncertainty and monetary policy in the US : a journey into non-linear territory
Pellegrino, Giovanni - 2020
Persistent link: https://www.econbiz.de/10012320446
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Cover Image
The government spending multiplier at the zero lower bound : evidence from the United States
Di Serio, Mario; Fragetta, Matteo; Gasteiger, Emanuel - 2020
We estimate state-dependent government spending multipliers for the United States. We use a Factor-Augmented Interacted Vector Autoregression (FAIVAR) model. This allows us to capture the time-varying monetary policy characteristics including the recent zero interest rate lower bound (ZLB)...
Persistent link: https://www.econbiz.de/10012209159
Saved in:
Cover Image
Uncertainty and non-linear macroeconomic effects of fiscal policy in the US: A SEIVAR-based analysis
Goemans, Pascal; Belke, Ansgar - 2019
. Using postwar US data and a Self-Exciting Interacted VAR (SEIVAR) model, we find that fiscal spending has positive output …
Persistent link: https://www.econbiz.de/10012099100
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Cover Image
Uncertainty and non-linear macroeconomic effects of fiscal policy in the US: A SEIVAR-based analysis
Belke, Ansgar; Goemans, Pascal - 2019
. Using postwar US data and a Self-Exciting Interacted VAR (SEIVAR) model, we find that fiscal spending has positive output …
Persistent link: https://www.econbiz.de/10012118547
Saved in:
Cover Image
Uncertainty and non-linear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis
Belke, Ansgar; Goemans, Pascal - 2019 - First draft: December 18, 2018, this draft: September 8, 2019
. Using postwar US data and a Self-Exciting Interacted VAR (SEIVAR) model, we find that fiscal spending has positive output …
Persistent link: https://www.econbiz.de/10012268062
Saved in:
Cover Image
Uncertainty and non-linear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis
Belke, Ansgar; Goemans, Pascal - 2019
. Using postwar US data and a Self-Exciting Interacted VAR (SEIVAR) model, we find that fiscal spending has positive output …
Persistent link: https://www.econbiz.de/10012116248
Saved in:
Cover Image
Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound
Caggiano, Giovanni; Castelnuovo, Efrem; Pellegrino, Giovanni - 2017
We employ a parsimonious nonlinear Interacted-VAR to examine whether the real effects of uncertainty shocks are greater …
Persistent link: https://www.econbiz.de/10011744928
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Cover Image
Uncertainty and monetary policy in the US : a journey into non-linear territory
Pellegrino, Giovanni - 2017
Persistent link: https://www.econbiz.de/10011698926
Saved in:
Cover Image
Uncertainty and the real effects of monetary policy shocks in the Euro area
Pellegrino, Giovanni - 2017
Persistent link: https://www.econbiz.de/10011699078
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