Transmission of Government Spending Shocks in the Euro Area: Time Variation and Driving Forces
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- Hauptmeier, Sebastian & Cimadomo, Jacopo & Kirchner, Markus, 2010. "Transmission of government spending shocks in the euro area: Time variation and driving forces," Working Paper Series 1219, European Central Bank.
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More about this item
Keywords
Government spending shocks; Fiscal transmission mechanism; Structural change; Bayesian analysis; Structural vector autoregressions; Time-varying parameter models;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory
- H30 - Public Economics - - Fiscal Policies and Behavior of Economic Agents - - - General
- H50 - Public Economics - - National Government Expenditures and Related Policies - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2011-02-26 (Central Banking)
- NEP-EEC-2011-02-26 (European Economics)
Statistics
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