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Measuring fiscal spillovers in EMU and beyond: A Global VAR approach
16 references·0 citing·43 second hop
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2002An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output2,924 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1990Can Severe Fiscal Contractions Be Expansionary? Tales of Two Small European Countries692 cited
  • 1995ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS254 cited
  • 2008What are the Effects of Fiscal Policy Shocks? A VAR-based Comparative Analysis224 cited
  • 2014THEORY AND PRACTICE OF GVAR MODELLING221 cited
  • 2008Fiscal and monetary rules for a currency union213 cited
  • 2006Fiscal policy and interest rates in Europe206 cited
  • 2012Fiscal Multipliers: Liquidity Traps and Currency Unions163 cited
  • 2007In Search of the Transmission Mechanism of Fiscal Policy [with Comments and Discussion]127 cited
  • 2017Jump-Starting the Euro-Area Recovery: Would a Rise in Core Fiscal Spending Help the Periphery?111 cited

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1998
MULTIMOD Mark III : the core dynamic and steady-state models
108 cited
  • 2015Coordination and Crisis in Monetary Unions*108 cited
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