Time Varying Responses of Output to Monetary and Fiscal Policy

Dipak R. Basu and Alexis Lazaridis
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Dipak R. Basu: Nagasaki University, Nagasaki, Japan
Alexis Lazaridis: Aristotle University of Thessalonikki, Greece

Chapter 3 in Economic Models:Methods, Theory and Applications, 2009, pp 43-66 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionThe Method of Adaptive OptimizationUpdating Method of Reduced-Form Coefficients and Their Co-Variance MatricesMonetary-Fiscal Policy ModelAbsorption Function and National IncomeMonetary SectorPrice and Interest RateBalance of PaymentsStability of the ModelPolicy AnalysisConclusionReferencesAppendix A: Probability Density Function and Recursive Process for Re-EstimationAppendix B: Estimated ModelNotations

Keywords: Modeling; Econometrics; Mathematical Programming; Time Varying System; Monetary-Fiscal; Inflation; Health Economics; Risk; Management (search for similar items in EconPapers)
Date: 2009
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