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Fiscal policy, real-time data, revision errors, endogenous threshold models
Fiscal policy, Cyclical stabilization, Real-time data, Threshold models
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Cyclical sensitivity, data revisions, fiscal‐policy plans, real‐time data
Government spending shocks, Fiscal transmission mechanism, Structural change, Structural vector autoregressions, Time-varying parameter models
Fiscal policy effectiveness, fiscal shocks, spillovers, factor-augmented VAR
Big Data, business cycles, forecasting, mixed frequencies, real time, scenario analysis
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Fiscal policy, real-time data, data revisions, cyclical sensitivity
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Cyclical sensitivity, Data revisions, Fiscal policy, Real‐time data
Government Spending Shocks, Fiscal Transmission Mechanism, Structural Change, Bayesian Analysis, Structural Vector Autoregressions, Time-Varying Parameter Models
Discretionary fiscal policies, government revenues, cyclical sensitivity, legislation changes, narrative approach, ESCB disaggregated framework
risk sharing, time-variation, financial integration, international financial assistance
government spending shocks, survey of professional forecasters, real-time data, spending reversal, fiscal multipliers
consolidation plans, announcements, revenues, spending, consumer- and business confidence, long-term interest rates, institutional quality, event study
announcements, consolidation plans, consumer- and business confidence, event study, institutional quality, long-term interest rates, revenues, spending
Time variation, mixed-frequency data, government spending multiplier
Disagreement, Government spending shock, Fiscal transmission mechanism
Bond markets, France, Italy, United Kingdom, Germany, Bonds, Bond yields, Cross country analysis, Econometric models, Regression analysis, Forecasting models, Time series, market expectations, sovereign bond spreads, survey data, Consensus Economics.
fiscal consolidations, bank balance sheets, portfolio re-balancing, banking stability
market expectations, sovereign bond spreads, survey data, Consensus Economics Forecast
EMU, central fiscal capacity, exports, moral hazard
central fiscal capacity, EMU, exports, moral hazard
