On fiscal and monetary policy-induced macroeconomic volatility dynamics (Q2246607)
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scientific article; zbMATH DE number 7427648
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| English | On fiscal and monetary policy-induced macroeconomic volatility dynamics |
scientific article; zbMATH DE number 7427648 |
Statements
On fiscal and monetary policy-induced macroeconomic volatility dynamics (English)
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16 November 2021
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output and inflation volatility dynamics
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level and volatility shocks
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volatility impulse responses and decompositions
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time-varying SVAR
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government spending and monetary policy shocks
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0.7694396376609802
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0.764178991317749
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0.7625215649604797
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0.7610253095626831
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0.7602331638336182
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