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C32

C32      Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
( 2 - Publication )
2019-11-08 A comparison of Swiss, German and Polish fiscal rules using Monte Carlo simulations
authors:    /   / 
Authors assess the economic implications of existing fiscal rules in Poland, Switzerland and Germany. In the analysis they establish economic relationships between output, government revenues and expenditures estimating a VAR model on US data for the years 1960-2015. Imposing fiscal policies implied by a given ...
2009-03-23 Shocks and rigidities as determinants of the CEE labor markets’ performance. A panel SVECM approach
authors:    /   /   / 
We analyze with panel SVECM the impact of real wage, productivity, labor demand and supply shocks on the eight CEE economies during 1996-2007. We use a set of long-run restrictions, derived from the DSGE model with explicitly modeled labor market, to identify these structural shocks. ...
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