The time-varying effect of fiscal policy on inflation: evidence from historical US data

DOI10.1016/J.ECONLET.2019.108823zbMATH Open1429.91223OpenAlexW2988409763MaRDI QIDQ2292797FDOQ2292797

Authors: Mathias Klein, Ludger Linnemann 

Publication date: 5 February 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2019.108823

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zbMATH Keywords

vector autoregressioninflationtime-varying parametersgovernment spending

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output
• Inference on stochastic time-varying coefficient models
• Fiscal stimulus and systematic monetary policy: postwar evidence for the United States
• Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models
• Fiscal stimulus with learning-by-doing

Cited In (3)

• The long-run effects of pandemics on inflation: will this time be different?
• Fiscal stimulus and systematic monetary policy: postwar evidence for the United States
• On fiscal and monetary policy-induced macroeconomic volatility dynamics

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