The impact of fiscal policy on economic activity over the business cycle: evidence from a threshold VAR analysis
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Frankfurt am Main
Dt. Bundesbank
2011
|
| Series: | Discussion paper / Deutsche Bundesbank : Series 1, Economic studies
2011,3 |
| Subjects: | |
| Online Access: | Volltext Inhaltsverzeichnis |
| Item Description: | Auch im Internet verfügbar. - Zsfassung in engl. und dt. Sprache |
| Physical Description: | 51 S. graph. Darst. |
| ISBN: | 9783865586902 |
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MARC
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Record in the Search Index
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| adam_text | Titel: The impact of fiscal policy on economic activity over the business cycle
Autor: Baum, Anja
Jahr: 2011
Contents
1 Introduction 1
2 Empirical Literature 4
3 Methodology 8
4 The Data 12
5 Estimation 16
5.1 Model Specification......................... 16
5.2 Threshold Tests........................... 17
5.3 Identification ............................ 17
5.4 Impulse Response Analysis..................... 21
5.4.1 Linear Impulse Response.................. 21
5.4.2 Lower Regime, 2% Growth Shock............. 22
5.4.3 Upper Regime, 2% Growth Shock............. 23
5.4.4 Comparison Lower and Upper Regime, Increasing Shock
Size ............................. 24
6 Robustness Checks 25
6.1 GDP Growth Threshold...................... 25
6.2 Structural Identification...................... 26
6.3 Data Sample and Threshold Value................. 27
7 Conclusions 28
A GIRF Algorithm 30
B Exogenous Elasticities 31
C Literature 33
|
| any_adam_object | 1 |
| author | Baum, Anja Koester, Gerrit B. |
| author_GND | (DE-588)144002167 |
| author_facet | Baum, Anja Koester, Gerrit B. |
| author_role | aut aut |
| author_sort | Baum, Anja |
| author_variant | a b ab g b k gb gbk |
| building | Verbundindex |
| bvnumber | BV037350687 |
| classification_rvk | QB 910 QK 900 |
| collection | ebook |
| ctrlnum | (OCoLC)714746860 (DE-599)BVBBV037350687 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV037350687 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:22:40Z |
| institution | BVB |
| isbn | 9783865586902 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-022504165 |
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| physical | 51 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Deutsche Bundesbank : Series 1, Economic studies |
| spelling | Baum, Anja Verfasser (DE-588)144002167 aut The impact of fiscal policy on economic activity over the business cycle evidence from a threshold VAR analysis Anja Baum ; Gerrit B. Koester Frankfurt am Main Dt. Bundesbank 2011 51 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank : Series 1, Economic studies 2011,3 Auch im Internet verfügbar. - Zsfassung in engl. und dt. Sprache Konjunkturzyklus (DE-588)4032134-4 gnd rswk-swf Vektor-autoregressives Modell (DE-588)4288533-4 gnd rswk-swf Fiskalpolitik (DE-588)4071234-5 gnd rswk-swf Fiskalpolitik (DE-588)4071234-5 s Konjunkturzyklus (DE-588)4032134-4 s Vektor-autoregressives Modell (DE-588)4288533-4 s DE-188 Koester, Gerrit B. Verfasser aut Erscheint auch als Online-Ausgabe 978-3-86558-691-9 Deutsche Bundesbank Discussion paper Series 1, Economic studies ; 2011,3 (DE-604)BV017594637 2011,3 http://hdl.handle.net/10419/44961 Verlag kostenfrei Volltext HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=022504165&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Baum, Anja Koester, Gerrit B. The impact of fiscal policy on economic activity over the business cycle evidence from a threshold VAR analysis Konjunkturzyklus (DE-588)4032134-4 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd Fiskalpolitik (DE-588)4071234-5 gnd |
| subject_GND | (DE-588)4032134-4 (DE-588)4288533-4 (DE-588)4071234-5 |
| title | The impact of fiscal policy on economic activity over the business cycle evidence from a threshold VAR analysis |
| title_auth | The impact of fiscal policy on economic activity over the business cycle evidence from a threshold VAR analysis |
| title_exact_search | The impact of fiscal policy on economic activity over the business cycle evidence from a threshold VAR analysis |
| title_full | The impact of fiscal policy on economic activity over the business cycle evidence from a threshold VAR analysis Anja Baum ; Gerrit B. Koester |
| title_fullStr | The impact of fiscal policy on economic activity over the business cycle evidence from a threshold VAR analysis Anja Baum ; Gerrit B. Koester |
| title_full_unstemmed | The impact of fiscal policy on economic activity over the business cycle evidence from a threshold VAR analysis Anja Baum ; Gerrit B. Koester |
| title_short | The impact of fiscal policy on economic activity over the business cycle |
| title_sort | the impact of fiscal policy on economic activity over the business cycle evidence from a threshold var analysis |
| title_sub | evidence from a threshold VAR analysis |
| topic | Konjunkturzyklus (DE-588)4032134-4 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd Fiskalpolitik (DE-588)4071234-5 gnd |
| topic_facet | Konjunkturzyklus Vektor-autoregressives Modell Fiskalpolitik |
| url | http://hdl.handle.net/10419/44961 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=022504165&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV017594637 |
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