Fiscal foresight and information flows

DOI10.3982/ECTA8337MaRDI QIDQ2857584zbMATH OpenOpenAlexFDO

Authors Eric M. Leeper, Todd B. Walker, Shu-Chun Susan Yang

Publication date 4 November 2013

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ecta8337

zbMATH Keywords

anticipated taxesidentified VARsnewsnon-fundamental representation

Mathematics Subject Classification ID

Economics of information (91B44) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cited in

(46)

• News, disaster risk, and time-varying uncertainty
• Sovereign risk, bank funding and investors' pessimism
• Measuring nonfundamentalness for structural VARs
• What can we learn about news shocks from the late 1990s and early 2000s boom-bust period?
• Fiscal consolidations and heterogeneous expectations
• The forward fiscal guidance puzzle and a resolution
• Multipliers of unexpected increases in defense spending: an empirical investigation
• An analytical characterization of noisy fiscal policy
• Immigration and public finances in OECD countries
• Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models
• Efficiency improvements for minimum distance estimation of causal and invertible ARMA models
• Tentative evidence of tax foresight
• Tax news in good and bad times
• Fiscal news and macroeconomic volatility
• Anticipation, learning and welfare: the case of distortionary taxation
• Consumer misperceptions, uncertain fundamentals, and the business cycle
• Public investment multipliers: evidence from stock returns of the road pavement industry in Japan
• How do fiscal adjustments work? An empirical investigation
• Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations
• Twin deficits in developing economies
• The impact of financial crises on the environment in developing countries
• Stationary bubble equilibria in rational expectation models
• The quantitative effects of tax foresight: not all states are equal
• How does government spending news affect interest rates? Evidence from the United States
• Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
• Robust adaptive rate-optimal testing for the white noise hypothesis
• The fiscal state-dependent effects of capital income tax cuts
• Rational inattention in the frequency domain
• Fiscal policy uncertainty and US output
• Gauging the effects of fiscal stimulus packages in the Euro area
• Exchange rate regimes and fiscal multipliers
• The analytics of technology news shocks
• Bayesian inference on structural impulse response functions
• Dynamics of fiscal financing in the United States
• Efficient GMM estimation with singular system of moment conditions
• Information and communication technologies and medium-run fluctuations
• Fiscal policy and uncertainty
• Share buybacks and corporate tax cuts
• Stabilization policy and lags
• What can time-series regressions tell us about policy counterfactuals?
• Local projections vs. VARs: lessons from thousands of DGPs
• Yield curve dynamics and fiscal policy shocks
• Time-varying government spending foresight
• Unconventional monetary policy and policy foresight
• Common Components Structural VARs
• Future fiscal and budgetary shocks

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