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Title:The combination of monetary and fiscal policy shocks : a TVP-FAVAR approach Author(s):MOLTENI, Francesco EUI affiliated

; PAPPA, EviDate:2017Type:Working PaperSeries/Number:EUI MWP; 2017/13Abstract:This paper analyzes jointly the effects of monetary and fiscal policy shocks in the US economy using a factor augmented vector autoregressive model with drifting coefficients and stochastic volatility. The time varying ...

Title:Pre-announcement and Timing - The Effects of a Government Expenditure Shock Author(s):KRIWOLUZKY, AlexanderDate:2009Type:Working PaperSeries/Number:EUI ECO; 2009/40Abstract:This paper investigates the effect of a government expenditure shock on consumption and real wages. I identify the shock by exploiting its pre-announced nature, i.e. different signs of the responses in investment, hours ...

Title:Pre-Announcement and Timing. The Effects of a Government Expenditure Shock Author(s):KRIWOLUZKY, AlexanderDate:2009Type:Working PaperSeries/Number:EUI MWP; 2009/38Abstract:This paper investigates the effect of a government expenditure shock on consumption and real wages. I identify the shock by exploiting its pre-announced nature, i.e. different signs of the responses in investment, hours ...

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