Hi All,
I just would like to ask a fundamental question, how to estimate fiscal multipliers of different horizons in a DSGE model? e.g. government expenditure multiplier.
Thank you.
Kind regards,
Jesse
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
how to estimate fiscal multipliers in a DSGE model
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
3 posts
• Page 1 of 1
how to estimate fiscal multipliers in a DSGE model
by Jesse » Mon Nov 14, 2016 3:52 am
- Jesse
- Posts: 44
- Joined: Sat Feb 13, 2016 3:34 pm
- Location: Sydney, Australia
Re: how to estimate fiscal multipliers in a DSGE model
by jpfeifer » Mon Nov 14, 2016 4:30 pm
You simply compute them from the IRFs to a goverment spending shock after estimation.
- jpfeifer
- Posts: 6940
- Joined: Sun Feb 21, 2010 4:02 pm
- Location: Cologne, Germany
Re: how to estimate fiscal multipliers in a DSGE model
by Jesse » Wed Nov 16, 2016 11:33 am
Thank you very much!
- Jesse
- Posts: 44
- Joined: Sat Feb 13, 2016 3:34 pm
- Location: Sydney, Australia
3 posts
• Page 1 of 1
Who is online
Users browsing this forum: Google [Bot] and 6 guests