Temporal aggregation and SVAR identification, with an application to fiscal policy

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 105
Issue: 3
Pages: 253-255

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We show how to assess identifying assumptions for a low-frequency SVAR using estimates from a higher-frequency model. In our application quarterly data support identified annual SVARs in government spending and output by assuming zero within-year impact of output on spending.

Technical Details

RePEc Handle
repec:eee:ecolet:v:105:y:2009:i:3:p:253-255
Journal Field
General
Author Count
3
Added to Database
2026-01-24