Sonnemannstrasse 22
Frankfurt am Main, 60314
Germany
European Central Bank
Fiscal policy, real-time data, revision errors, endogenous threshold models
Fiscal policy, Cyclical stabilization, Real-time data, Threshold models
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: j-9442.pdf Size: 646K
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Cyclical sensitivity, data revisions, fiscal‐policy plans, real‐time data
Fiscal policy effectiveness, fiscal shocks, spillovers, factor-augmented VAR
Government spending shocks, Fiscal transmission mechanism, Structural change, Structural vector autoregressions, Time-varying parameter models
Fiscal policy, real-time data, data revisions, cyclical sensitivity
File name: JOES.pdf Size: 0K
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
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
announcements, consolidation plans, consumer- and business confidence, event study, institutional quality, long-term interest rates, revenues, spending
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.
Disagreement, Government spending shock, Fiscal transmission mechanism
fiscal consolidations, bank balance sheets, portfolio re-balancing, banking stability
Time variation, mixed-frequency data, government spending multiplier
market expectations, sovereign bond spreads, survey data, Consensus Economics Forecast
EMU, central fiscal capacity, exports, moral hazard
central fiscal capacity, EMU, exports, moral hazard
