Sfoglia per Soggetto "Fiscal policy"

Items 1-2 di 2

    • Empirical applications of the interacted panel VAR model 

      Di Serio, Mario (Universita degli studi di Salerno, 2018-06-15)
      The Vector Autoregressive (VAR) Models can be considered as a dynamic multivariate extension of the univariate autoregressive models. This family of models has become very popular in macroeconomics analysis after the ...

    • The effects of fiscal shocks in svar models: a graphical modelling approach 

      Fragetta, Matteo; Melina, Giovanni (2010)
      We apply graphical modelling theory to identify scal policy shocks in SVAR models of the US economy. Unlike other econometric ap- proaches which achieve identi cation by relying on potentially con- tentious a priori ...