Monetary and fiscal policy switching with time-varying volatilities
DOI10.1016/J.ECONLET.2016.06.017zbMATH Open1396.62282OpenAlexW2473788465MaRDI QIDQ1670198FDOQ1670198
Authors: Libo Xu, Apostolos Serletis 
Publication date: 5 September 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2016.06.017
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Cites Work
- Generalized autoregressive conditional heteroscedasticity
- Autoregressive conditional heteroskedasticity and changes in regime
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Bayes Factors
- Generalised residuals
- Understanding Markov-switching rational expectations models
- Evaluating specification tests for Markov-switching time-series models
Cited In (12)
- The inflationary consequences of fiscal policy in Brazil: an empirical investigation with regime switches and time-varying probabilities
- Fiscal policy and asset markets: a semiparametric analysis
- On fiscal and monetary policy-induced macroeconomic volatility dynamics
- Title not available (Why is that?)
- Monetary regime change and business cycles
- Monetary policy regime switches and macroeconomic dynamics
- Sources of macroeconomic fluctuations: a regime-switching DSGE approach
- On the evolution of the monetary policy transmission mechanism
- Financial stress, regime switching and macrodynamics
- Time Varying Structural Vector Autoregressions and Monetary Policy
- Unemployment and Inflation Regimes
- Origins of monetary policy shifts: a new approach to regime switching in DSGE models
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