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U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules

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  • Yoosoon Chang

    () (Indiana University)

  • Boreum Kwak

    () (Martin Luther University Halle-Wittenberg and Halle Institute for Economic Research)

Abstract

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Suggested Citation

  • Yoosoon Chang & Boreum Kwak, 2017. "U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules," Caepr Working Papers 2017-016 Classification- , Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  • Handle: RePEc:inu:caeprp:2017016
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    References listed on IDEAS

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    Keywords

    monetary and fiscal policy interactions; endogenous regime switching; adaptive LASSO; time-varying coefficient VAR; factor augmented VAR;

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