Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?
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DOI: 10.1111/obes.12521
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- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," CESifo Working Paper Series 8438, CESifo.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," Working Papers wp1151, Dipartimento Scienze Economiche, Universita' di Bologna.
- Angelini, Giovanni & Caggiano, Giovanni & Castelnuovo, Efrem & Fanelli, Luca, 2020. "Are fiscal multipliers estimated with proxy-SVARs robust?," Bank of Finland Research Discussion Papers 13/2020, Bank of Finland.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2021. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," Monash Economics Working Papers 2021-08, Monash University, Department of Economics.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are fiscal multipliers estimated with proxy-SVARs robust?," CAMA Working Papers 2020-69, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," "Marco Fanno" Working Papers 0257, Dipartimento di Scienze Economiche "Marco Fanno".
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Cited by:
- Henri Keränen & Sakari Lähdemäki, 2020. "Identification of fiscal SVARs in small open economies using trading partner forecast errors as instruments," Working Papers 330, Työn ja talouden tutkimus LABORE, The Labour Institute for Economic Research LABORE.
- Allan W. Gregory & James McNeil & Gregor W. Smith, 2024.
"US fiscal policy shocks: Proxy‐SVAR overidentification via GMM,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 607-619, June.
- Allan W. Gregory & James McNeil & Gregor W. Smith, 2022. "US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM," Working Paper 1461, Economics Department, Queen's University.
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- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," CESifo Working Paper Series 8438, CESifo.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," Working Papers wp1151, Dipartimento Scienze Economiche, Universita' di Bologna.
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JEL classification:
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory
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