Nonlinear Effects of Asset Prices on Fiscal Policy: Evidence from the UK, Italy and Spain
Luca Agnello, Gilles Dufrénot, Ricardo Sousa
Economic Modelling, vol. 44, 2015, p. 358-362.

Using Time-Varying Transition Probabilities in Markov Switching Processes to Adjust US Fiscal Policy for Asset Prices
Gilles Dufrénot, Ricardo Sousa, Luca Agnello
Economic Modelling, vol. 34, 2013, p. 25-36.