Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models
Author:
Affiliation:
1. Department of Econometrics and Business Statistics, Monash University, Caulfield East, Victoria, Australia
2. School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, China
Funder
Australian Research Council
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/07350015.2023.2191673
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1. Understanding the Size of the Government Spending Multiplier: It’s in the Sign
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