Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 1 of 1 for “"Fiscal Policy, Structural Vector Autoregression"”.
-
Essays on macroeconometrics and fiscal policy
… variables. I use a Bayesian factor-augmented vector autoregression (BFAVAR) model that allows me to employ information from over 200 macroeconomic variables. In addition, I use traditional and narrative sign restrictions for identification. This approach identifies a government spending shock …