THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR

By Mardi Dungey, Renée Fry. 2009

152 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/c690da8ec8baf7ca5cbbe2793205e697cc0d27ae

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In Economics and Econometrics

1. Eric M. Leeper
2. Todd B. Walker
3. Susan S. Yang
4. V. Ramey
5. Aart C. Kraay
6. Francesco Bianchi
7. Carlo A. Favero
8. Francesco Giavazzi

Citations in the corpus

• The Effects of Discretionary Fiscal Policy on Macroeconomic Aggregates: A Reappraisal (2011, unknown): “…quarterly 1955- 2006 increase sign restrictions -0.8 - = = De Castro and De Cos (2008) Spain quarterly 1980- 2004 increase Blanchard and Perotti - + + Dungey and Fry (2009) New Zealand quarterly 1983- 2006 increase sign restrictions + - + the identification method combines SVAR restrictions on…”
• Fiscal Foresight and Information Flows (2012, background): “4 A closely related line of work examines the conditions under which a finite-order VAR can adequately capture agents’ information sets when state variables are excluded from the VAR system [for example, Cooley and Dwyer (1995), Fry and Pagan (2005), Kapetanios, Pagan, and Scott (2005), Giannone, Re”