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Fiscal policy and asset markets: A semiparametric analysis
12 references·6 citing·55 second hop
Fiscal policy and asset markets: A semiparametric analysis (2008)Fiscal policy and asset markets: A semipa…Output, the Stock Market, and Interest Rates (2007)Output, the Stock Market, and…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Fiscal deficits and inflation (2005)Fiscal deficits and inflationThe Case for Restricting Fiscal Policy Discretion (2003)The Case for Restricting Fisc…Fiscal Policy in the New Neoclassical Synthesis (2003)Fiscal Policy in the New Neoc…Fiscal deficits and inflation (2000)Fiscal deficits and inflationStock Returns and Inflation with Supply and Demand Disturbances (1999)Stock Returns and Inflation w…Is the Price Level Determined by the Needs of Fiscal Solvency? (1998)Is the Price Level Determined…Stock Return Predictability and The Role of Monetary Policy (1997)Stock Return Predictability a…On Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…Business conditions, monetary policy, and expected security returns (1996)Business conditions, monetary…Autoregressive modelling and money-income causality detection (1981)Autoregressive modelling and …Fiscal policy and stock market efficiency: An ARDL Bounds Testing approach (2020)Fiscal policy and stock marke…The Impact of Monetary and Fiscal Policy Shocks on Stock Markets: Evidence from China (2018)The Impact of Monetary and Fi…The effect of fiscal and monetary policies interaction on stock market performance: Evidence from Nigeria (2017)The effect of fiscal and mone…Liquidity and macroeconomic management in emerging markets (2017)Liquidity and macroeconomic m…An Improved Estimation to Make Markowitz's Portfolio Optimization Theory Users Friendly and Estimation Accurate with Application on the US Stock Market Investment (2011)An Improved Estimation to Mak…How Effective is Fiscal Policy Response in Systemic Banking Crises? 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EVIDENCE FROM EAST ASIA AND LATIN AMERICA (2001)Causal Relationship between Energy Consumption and GDP Growth Revisited: A Dynamic Panel Data Approach (2008)Economic Growth in a Cross Section of Countries (1989)Why do Some Countries Produce So Much More Output Per Worker than Others? (1999)Fiscal Policy, Profits, and Investment (2002)Endogenous Political Institutions (2004)Government size, composition, volatility and economic growth (2010)Econometric Analysis of Panel Data (2021)Does the Stock Market Overreact? (1985)Financing Constraints and Corporate Investment (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Why Stocks May Disappoint (2000)Taking Stock: Monetary Policy Transmission to Equity Markets (2004)The Myth of Long-Horizon Predictability (2005)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)The Effects of Fiscal Policy on Consumption and Employment: Theory and Evidence (2001)The general equilibrium effects of fiscal policy: Estimates for the Euro area (2008)What Determines Government Spending Multipliers? (2012)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)Central Bank Autonomy: Lessons from Global Trends (2007)Dynamic effects of trade openness on financial development (2009)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)The effects of FDI and energy consumption on environmental pollution in predominantly resource-based economies of the GCC (2018)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)
this work references cited by second hop

References

  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 1997On Stock Market Returns and Monetary Policy931 cited
  • 2003The Case for Restricting Fiscal Policy Discretion772 cited
  • 1981Autoregressive modelling and money-income causality detection710 cited
  • 1997Stock Return Predictability and The Role of Monetary Policy541 cited
  • 1998Is the Price Level Determined by the Needs of Fiscal Solvency?408 cited
  • 2007Output, the Stock Market, and Interest Rates383 cited
  • 1996Business conditions, monetary policy, and expected security returns363 cited
  • 2005Fiscal deficits and inflation337 cited
  • 2003Fiscal Policy in the New Neoclassical Synthesis204 cited
  • 1999Stock Returns and Inflation with Supply and Demand Disturbances151 cited
  • 2000Fiscal deficits and inflation108 cited

Cited by

  • 2009How Effective is Fiscal Policy Response in Systemic Banking Crises?103 cited
  • 2011An Improved Estimation to Make Markowitz's Portfolio Optimization Theory Users Friendly and Estimation Accurate with Application on the US Stock Market Investment76 cited
  • 2017The effect of fiscal and monetary policies interaction on stock market performance: Evidence from Nigeria

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73 cited
  • 2020Fiscal policy and stock market efficiency: An ARDL Bounds Testing approach51 cited
  • 2017Liquidity and macroeconomic management in emerging markets39 cited
  • 2018The Impact of Monetary and Fiscal Policy Shocks on Stock Markets: Evidence from China24 cited