Temporal aggregation and SVAR identification, with an application to fiscal policy

Economics Letters

Volumn 105, Issue 3, 2009, Pages 253-255

  Beetsma, Roel ^a,b,c   Giuliodori, Massimo ^a   Klaassen, Franc ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b CEPR   (United Kingdom)

^c CESIFO   (Germany)

Author keywords

Fiscal and monetary policy; High frequency; Identification; Low frequency; Structural vector autoregression (SVAR)

Indexed keywords

EID: 70350405157     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2009.08.010     Document Type: Article

References (6)

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