Search Results - subject:"interacted VAR"

Government spending multipliers and financial fragility in Italy

Frangiamore, Francesco; Matarrese, Marco Maria - In: Economic modelling 145 (2025), pp. 1-28

Persistent link: https://www.econbiz.de/10015431978

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

The government spending multiplier at the zero lower bound : evidence from the United States

Di Serio, Mario; Fragetta, Matteo; Gasteiger, Emanuel - 2020

Persistent link: https://www.econbiz.de/10012209159

Uncertainty and monetary policy in the US : a journey into non-linear territory

Pellegrino, Giovanni - 2020

Persistent link: https://www.econbiz.de/10012320446

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

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

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

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

Uncertainty and nonlinear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis

Belke, Ansgar; Goemans, Pascal - In: Journal of economic studies 49 (2022) 4, pp. 623-646

Persistent link: https://www.econbiz.de/10013352758

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