Título:

Using Time-Varying Transition Probabilities in Markov Switching Processes to Adjust US Fiscal Policy for Asset Prices

Autores:

Gilles Dufrénot (U Aix-Marseille, EHESS)
Ricardo Sousa (U Minho, LSE)
Luca Agnello (U Palermo)

Revista:

Economic Modelling

Ano:

2013

Volume:

34

Páginas:

25-36

Códigos JEL:

C51 - Model Construction and Estimation
E44 - Financial Markets and the Macroeconomy
E62 - Fiscal Policy; Public Expenditures, Investment, and Finance; Taxation
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies