| bibtype |
J -
Journal Article
|
| ARLID |
0364091 |
| utime |
20240103195516.8 |
| mtime |
20110926235959.9 |
| title
(primary) (eng) |
Fiscal developments and financial stress: a threshold VAR analysis |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0093674 |
| ISSN |
1725-2806 |
| title
|
European Central Bank Working Paper Series |
| volume_id |
2011 |
| volume |
1319 (2011) |
| page_num |
1-60 |
|
| keyword |
fiscal policy |
| keyword |
financial markets |
| keyword |
threshold VAR |
| author
(primary) |
| ARLID |
cav_un_auth*0274485 |
| name1 |
Afonso |
| name2 |
A. |
| country |
DE |
|
| author
|
| ARLID |
cav_un_auth*0231592 |
| name1 |
Baxa |
| name2 |
Jaromír |
| full_dept (cz) |
Ekonometrie |
| full_dept |
Department of Econometrics |
| department (cz) |
E |
| department |
E |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0241031 |
| name1 |
Slavík |
| name2 |
M. |
| country |
CZ |
|
| source |
|
| cas_special |
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
We use a threshold VAR analysis to study whether the effects of fiscal policy on economic activity differ depending on financial market conditions. In particular, we investigate the possibility of a non-linear propagation of fiscal developments according to different financial market stress regimes. |
| reportyear |
2012 |
| RIV |
AH |
| num_of_auth |
3 |
| permalink |
http://hdl.handle.net/11104/0199663 |
| arlyear |
2011 |
| mrcbU63 |
cav_un_epca*0093674 European Central Bank Working Paper Series 1725-2806 Roč. 2011 č. 1319 2011 1 60 |
|