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
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how to estimate fiscal multipliers in a DSGE model
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how to estimate fiscal multipliers in a DSGE model
by Jesse » Mon Nov 14, 2016 3:52 am
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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.
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Re: how to estimate fiscal multipliers in a DSGE model
by Jesse » Wed Nov 16, 2016 11:33 am
Thank you very much!
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