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Citations for "Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach"

by Mertens, Karel & Ravn, Morten O

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  1. Sebastian Gechert & Christoph Paetz & Paloma Villanueva, 2016. "Top-Down vs. Bottom-Up? Reconcilling the Effects of Tax and Transfer Shocks on Output," IMK Working Paper 169-2016, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  2. Di Bartolomeo Giovanni & Hughes Hallett Andrew & Acocella Nicola, 2013. "When Can Policy Makers Anchor Expectations? Dynamic controllability and the limits to time inconsistency," wp.comunite 0104, Department of Communication, University of Teramo.
  3. Paul Beaudry & Franck Portier, 2013. "News Driven Business Cycles: Insights and Challenges," NBER Working Papers 19411, National Bureau of Economic Research, Inc.
  4. Robert S. Chirinko & Daniel J. Wilson, 2016. "Job Creation Tax Credits, Fiscal Foresight, and Job Growth: Evidence from U.S. States," CESifo Working Paper Series 5771, CESifo Group Munich.
  5. Bin Chen & Jinho Choi & Juan Carlos Escanciano, 2015. "Testing for Fundamental Vector Moving Average Representations," Caepr Working Papers 2015-022 Classification-C, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  6. Hyunseung Oh & Ricardo Reis, 2011. "Targeted Transfers and the Fiscal Response to the Great Recession," NBER Working Papers 16775, National Bureau of Economic Research, Inc.
  7. Alan J. Auerbach & Yuriy Gorodnichenko, 2012. "Measuring the Output Responses to Fiscal Policy," American Economic Journal: Economic Policy, American Economic Association, vol. 4(2), pages 1-27, May.
  8. Enders, Zeno & Müller, Gernot & Scholl, Almuth, 2010. "How do Fiscal and Technology Shocks affect Real Exchange Rates? New Evidence for the United States," CEPR Discussion Papers 7732, C.E.P.R. Discussion Papers.
  9. Brückner, Markus & Pappa, Evi, 2010. "Fiscal expansions affect unemployment, but they may increase it," CEPR Discussion Papers 7766, C.E.P.R. Discussion Papers.
  10. Marco Bernardini & Gert Peersman, 2015. "Private Debt Overhang and the Government Spending Multiplier: Evidence for the United States," CESifo Working Paper Series 5284, CESifo Group Munich.
  11. Karel Mertens & Morten Ravn, 2010. "Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks," NBER Working Papers 16289, National Bureau of Economic Research, Inc.
  12. Torfinn Harding & Frederick Ploeg, 2013. "Official forecasts and management of oil windfalls," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 20(5), pages 827-866, October.
  13. Luca Gambetti, 2010. "Fiscal Policy, Foresight and the Trade Balance in the U.S," UFAE and IAE Working Papers 852.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  14. Féve, Patrick & Jidoud, Ahmat, 2012. "Identifying News Shocks from SVARs," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 919-932.
  15. Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noisy News in Business Cycles," Center for Economic Research (RECent) 097, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  16. Forni, Mario & Gambetti, Luca & Sala, Luca, 2016. "VAR Information and the Empirical Validation of DSGE Models," CEPR Discussion Papers 11178, C.E.P.R. Discussion Papers.
  17. Monacelli, Tommaso & Perotti, Roberto & Trigari, Antonella, 2010. "Unemployment fiscal multipliers," Journal of Monetary Economics, Elsevier, vol. 57(5), pages 531-553, July.
  18. Ricco, Giovanni & Ellahie, Atif, 2012. "Government Spending Reloaded: Fundamentalness and Heterogeneity in Fiscal SVARs," MPRA Paper 42105, University Library of Munich, Germany.
  19. Luca Gambetti, 2012. "Fiscal Foresight, Forecast Revisions and the Effects of Government Spending in the Open Economy," UFAE and IAE Working Papers 907.12, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  20. Samuel Wills, 2012. "Optimal Monetary Responses to Oil Discoveries," Discussion Papers 1408, Centre for Macroeconomics (CFM), revised Apr 2014.
  21. Offick, Sven & Wohltmann, Hans-Werner, 2012. "A terminological note on cyclotomic polynomials and Blaschke matrices," Economics Working Papers 2012-13, Christian-Albrechts-University of Kiel, Department of Economics.
  22. Lomivorotov, Rodion, 2015. "Bayesian estimation of monetary policy in Russia," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 38(2), pages 41-63.
  23. Karel Mertens & Morten Ravn, 2011. "The Research Agenda: Karel Mertens and Morten Ravn on Fiscal Policy, Anticipation Effects, Expectations and Crisis," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 12(2), April.
  24. Raffaella Giacomini, 2013. "The relationship between DSGE and VAR models," CeMMAP working papers CWP21/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  25. Alexander Kriwoluzky, 2009. "Pre-announcement and Timing - The Effects of a Government Expenditure Shock," Economics Working Papers ECO2009/40, European University Institute.
  26. Eric M. Leeper & Alexander W. Richter & Todd B. Walker, 2010. "Quantitative Effects of Fiscal Foresight," NBER Working Papers 16363, National Bureau of Economic Research, Inc.
  27. Antonello D'Agostino & Jacopo Cimadomo, 2013. "Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy," Working Papers 7, European Stability Mechanism, revised Dec 2015.
  28. Fabio Milani & Ashish Rajrhandari, 2012. "Observed Expectations, News Shocks, and the Business Cycle," Working Papers 121305, University of California-Irvine, Department of Economics.
  29. Robert S. Chirinko & Daniel J. Wilson, 2010. "Job creation tax credits and job growth: whether, when, and where?," Working Paper Series 2010-25, Federal Reserve Bank of San Francisco.
  30. Tommaso Ferraresi & Andrea Roventini & Giorgio Fagiolo, 2013. "Fiscal policies and credit regimes: a tvar approach," Documents de Travail de l'OFCE 2013-02, Observatoire Francais des Conjonctures Economiques (OFCE).
  31. Offick, Sven & Wohltmann, Hans-Werner, 2013. "News shocks, nonfundamentalness and volatility," Economics Letters, Elsevier, vol. 119(1), pages 17-19.
  32. Matteo Fragetta & Emanuel Gasteiger, 2014. "Fiscal Foresight, Limited Information and the Effects of Government Spending Shocks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(5), pages 667-692, October.
  33. Karel Mertens & Morten O. Ravn, 2013. "The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States," American Economic Review, American Economic Association, vol. 103(4), pages 1212-47, June.
  34. Bouakez, Hafedh & Chihi, Foued & Normandin, Michel, 2014. "Measuring the effects of fiscal policy," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 123-151.
  35. Brückner, Markus & Pappa, Evi, 2011. "For an Olive Wreath? Olympic Games and Anticipation Effects in Macroeconomics," CEPR Discussion Papers 8516, C.E.P.R. Discussion Papers.
  36. Virkola, Tuomo, 2014. "Exchange Rate Regime, Fiscal Foresight and the Effectiveness of Fiscal Policy in a Small Open Economy," ETLA Reports 20, The Research Institute of the Finnish Economy.
  37. Francesco Furlanetto, 2009. "Fiscal stimulus in a credit crunch: the role of wage rigidity," Working Paper 2009/08, Norges Bank.
  38. Karel Mertens & Morten O. Ravn, 2011. "Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 41 - 76.
  39. Manuel Coutinho Pereira, 2012. "Revisiting the effectiveness of monetary and fiscal policy in the US, measured on the basis of structural VARs," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  40. Jörn Tenhofen & Guntram B. Wolff, 2010. "Does anticipation of government spending matter? The role of (non-)defense spending," Bonn Econ Discussion Papers bgse12_2010, University of Bonn, Germany.
  41. Hebous, Shafik & Zimmermann, Tom, 2013. "Estimating the effects of coordinated fiscal actions in the euro area," European Economic Review, Elsevier, vol. 58(C), pages 110-121.
  42. Fabio Milani & John Treadwell, 2011. "The Effects of Monetary Policy "News" and "Surprises"," Working Papers 101109, University of California-Irvine, Department of Economics.
  43. Forni, Mario & Gambetti, Luca, 2014. "Sufficient information in structural VARs," Journal of Monetary Economics, Elsevier, vol. 66(C), pages 124-136.
  44. Eric M. Leeper & Todd B. Walker & Shu‐Chun Susan Yang, 2013. "Fiscal Foresight and Information Flows," Econometrica, Econometric Society, vol. 81(3), pages 1115-1145, 05.
  45. Barnichon, Régis & Matthes, Christian, 2016. "Understanding the Size of the Government Spending Multiplier: It's in the Sign," CEPR Discussion Papers 11373, C.E.P.R. Discussion Papers.
  46. Barnichon, Régis & Matthes, Christian, 2015. "Stimulus versus Austerity: The Asymmetric Government Spending Multiplier," CEPR Discussion Papers 10584, C.E.P.R. Discussion Papers.
  47. Mario Forni & Luca Gambetti, 2014. "Government Spending Shocks in Open Economy VARs," Center for Economic Research (RECent) 105, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  48. Michal Franta & Jan Libich & Petr Stehlík, 2012. "Tracking Monetary-Fiscal Interactions across Time and Space," CAMA Working Papers 2012-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  49. Samuel Wills, 2014. "Optimal Monetary Responses to News of an Oil Discovery," OxCarre Working Papers 121, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
  50. David Fielding, 2011. "New Zealand: The Last Bastion of Textbook Open-Economy Macroeconomics," Working Papers 1105, University of Otago, Department of Economics, revised Jun 2011.
  51. Giacomo De Giorgi & Luca Gambetti, 2012. "The Effects of Government Spending on the Distribution of Consumption," Working Papers 645, Barcelona Graduate School of Economics.
  52. Hiroshi Morita, 2012. "Expansionary Effect of an Anticipated Fiscal Policy on Consumption in Japan," Global COE Hi-Stat Discussion Paper Series gd11-219, Institute of Economic Research, Hitotsubashi University.
  53. Redl, Chris, 2015. "Noisy news and exchange rates: A SVAR approach," Journal of International Money and Finance, Elsevier, vol. 58(C), pages 150-171.
  54. Sven Offick & Hans-Werner Wohltmann, 2016. "Partially Anticipated Monetary Policy Shocks – Are They Stabilizing or Destabilizing?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 236(1), pages 95-127, February.
  55. Aart Kraay, 2012. "How large is the Government Spending Multiplier? Evidence from World Bank Lending," The Quarterly Journal of Economics, Oxford University Press, vol. 127(2), pages 829-887.
  56. Hughes Hallett, Andrew & Di Bartolomeo, Giovanni & Acocella, Nicola, 2012. "A general theory of controllability and expectations anchoring for small-open economies," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 397-411.
  57. Furlanetto, Francesco, 2011. "Fiscal stimulus and the role of wage rigidity," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 512-527, April.
  58. Ji, Kan & Qian, Zongxin, 2015. "Does tax policy affect credit spreads? Evidence from the US and UK," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 318-329.
  59. Ben Zeev, Nadav & Pappa, Evi, 2014. "Chronicle of a War Foretold: The Macroeconomic Effects of Anticipated Defense Spending Shocks," CEPR Discussion Papers 9948, C.E.P.R. Discussion Papers.
  60. Sohrab Rafiq, 2013. "The Growth and Stabilization Properties of Fiscal Policy in Malaysia," IMF Working Papers 13/149, International Monetary Fund.
  61. Hafedh Bouakez & Foued Chihi & Michel Normandin, 2011. "Fiscal Policy and External Adjustment: New Evidence," Cahiers de recherche 1123, CIRPEE.
  62. Roberto perotti, 2011. "Expectations and Fiscal Policy: An Empirical Investigation," Working Papers 429, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  63. Roel Beetsma & Massimo Giuliodori, 2011. "The Effects of Government Purchases Shocks: Review and Estimates for the EU," Economic Journal, Royal Economic Society, vol. 121(550), pages F4-F32, February.
  64. Stefano Soccorsi, 2016. "Measuring Nonfundamentalness for Structural VARs," Working Papers ECARES ECARES 2016-01, ULB -- Universite Libre de Bruxelles.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.