Browsing DiSES Working Papers by Author "Fragetta, Matteo"
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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 ...