Article
- Title:
- Using Time-Varying Transition Probabilities in Markov Switching Processes to Adjust US Fiscal Policy for Asset Prices
- Authors:
-
Gilles Dufrénot
(U Aix-Marseille,
EHESS)
Ricardo Sousa
(U Minho,
LSE)
Luca Agnello
(U Palermo)
- Journal:
-
Economic Modelling
- Year:
- 2013
- Volume:
- 34
- Pages:
- 25-36
- JEL codes:
-
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
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