The identification of fiscal and monetary policy in a structural VAR

Economic Modelling

Volumn 26, Issue 6, 2009, Pages 1147-1160

  Dungey, Mardi ^a,b,c   Fry, Renée ^b,c  

^a UNIVERSITY OF TASMANIA   (Australia)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^c UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Fiscal policy; Identification; Monetary policy; Permanent and transitory shocks; Sign restrictions; SVAR

Indexed keywords

EID: 69849092871     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2009.05.001     Document Type: Article

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