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Tracking Monetary-Fiscal Interactions Across Time and Space
16 references·4 citing·48 second hopsampled
Tracking Monetary-Fiscal Interactions Across Time and Space (2013)Tracking Monetary-Fiscal Interactions Acr…Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)Sign Restrictions in Structur…Identifying Government Spending Shocks: It's all in the Timing* (2011)Identifying Government Spendi…Government Investment and Fiscal Stimulus (2010)Government Investment and Fis…What are the effects of fiscal policy shocks? (2009)What are the effects of fisca…By How Much Does GDP Rise If the Government Buys More Output? (2009)By How Much Does GDP Rise If …By How Much Does GDP Rise if the Government Buys More Output? (2009)By How Much Does GDP Rise if …Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Bayesian Analysis of Stochastic Volatility Models (2002)Bayesian Analysis of Stochast…An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)An Empirical Characterization…The Effects of Fiscal Policy on Consumption and Employment: Theory and Evidence (2001)The Effects of Fiscal Policy …Optimal Monetary Policy Inertia (1999)Optimal Monetary Policy Inert…Costly capital reallocation and the effects of government spending (1998)Costly capital reallocation a…Monetary Policy Rules in Practice: Some International Evidence (1997)Monetary Policy Rules in Prac…Bayesian Analysis of Stochastic Volatility Models (1994)Bayesian Analysis of Stochast…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Monetary versus fiscal policy in India: an SVAR analysis (2017)Monetary versus fiscal policy…Monetary exit and fiscal spillovers (2015)Monetary exit and fiscal spil…Monetary Policy Facing Fiscal Indiscipline under Generalized Timing of Actions (2012)Monetary Policy Facing Fiscal…Inflation Nutters? Modelling the Flexibility of Inflation Targeting (2011)Inflation Nutters? Modelling …Macroeconomics and Reality (1980)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)The macroeconomic impact of financial and uncertainty shocks (2016)American Economic Review (2019)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)5 Stochastic volatility (1996)Range‐Based Estimation of Stochastic Volatility Models (2002)Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices (2004)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)Measuring Monetary Policy (1998)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)How Big (Small?) are Fiscal Multipliers? (2010)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)The Quarterly Journal of Economics (2024)Econometric policy evaluation: A critique (1976)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Discretion versus policy rules in practice (1993)One Money, One Market: Estimating the Effect of Common Currencies on Trade (1999)Learning about monetary policy rules (2002)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)When Is the Government Spending Multiplier Large? (2011)Measuring the Output Responses to Fiscal Policy (2012)Measuring Geopolitical Risk (2022)Monetary Policy Shocks: What Have We Learned and to What End? (1998)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Macroeconomic Shocks and Their Propagation (2016)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Were There Regime Switches in U.S. Monetary Policy? (2006)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Investment, Capacity Utilization and the Real Business Cycle (1986)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Fiscal Policy in General Equilibrium (1990)Macroeconomic Effects From Government Purchases and Taxes * (2011)Fiscal Policy in a Depressed Economy (2012)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)
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References

  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2002An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output2,924 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2011Identifying Government Spending Shocks: It's all in the Timing*1,670 cited
  • 2002Bayesian Analysis of Stochastic Volatility Models1,363 cited
  • 2009What are the effects of fiscal policy shocks?1,331 cited
  • 1998Costly capital reallocation and the effects of government spending1,077 cited
  • 1999Optimal Monetary Policy Inertia998 cited
  • 2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review689 cited
  • 1997Monetary Policy Rules in Practice: Some International Evidence614 cited
  • 1994Bayesian Analysis of Stochastic Volatility Models611 cited
  • 2001The Effects of Fiscal Policy on Consumption and Employment: Theory and Evidence601 cited
  • 2009By How Much Does GDP Rise if the Government Buys More Output?508 cited
  • 2010Government Investment and Fiscal Stimulus

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393 cited
  • 2009By How Much Does GDP Rise If the Government Buys More Output?343 cited
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    • 2012Monetary Policy Facing Fiscal Indiscipline under Generalized Timing of Actions14 cited
    • 2011Inflation Nutters? Modelling the Flexibility of Inflation Targeting14 cited
    • 2017Monetary versus fiscal policy in India: an SVAR analysis12 cited
    • 2015Monetary exit and fiscal spillovers10 cited