Temporal aggregation and SVAR identification, with an application to fiscal policy
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- Deleidi, Matteo & Iafrate, Francesca & Levrero, Enrico Sergio, 2020.
"Public investment fiscal multipliers: An empirical assessment for European countries,"
Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 354-365.
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Economic Policy, CEPR;CES;MSH, vol. 27(72), pages 521-565.
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"Macroeconomic effects of fiscal policy in the European Union, with particular reference to transition countries,"
Public Sector Economics, Institute of Public Finance, vol. 41(1), pages 39-69.
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Keywords
Structural vector autoregression (SVAR) Identification High frequency Low frequency Fiscal and monetary policy;Statistics
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