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Fiscal Spillovers in the Euro Area: Letting the Data Speak

Fiscal Spillovers in the Euro Area: Letting the Data Speak »

Source: Fiscal Spillovers in the Euro Area: Letting the Data Speak

Volume/Issue: 2017/241

Series: IMF Working Papers

Author(s): Era Dabla-Norris , Pietro Dallari , and Tigran Poghosyan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 November 2017

ISBN: 9781484328262

Keywords: Fiscal Spillovers; Bayesian Methods; Fiscal Multipliers, Panel VAR, Fiscal Spillovers, Bayesian Methods, Fiscal Multipliers, Bayesian Analysis, Models with Panel Data

We estimate a panel VAR model that captures cross-country, dynamic interlinkages for 10 euro area countries using quarterly data for the period 1999-2016. Our analysis suggests that fiscal spillovers are significan...

Fiscal Spillovers in the Euro Area: Letting the Data Speak

Fiscal Spillovers in the Euro Area: Letting the Data Speak »

Volume/Issue: 2017/241

Series: IMF Working Papers

Author(s): Era Dabla-Norris , Pietro Dallari , and Tigran Poghosyan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 November 2017

DOI: http://dx.doi.org/10.5089/9781484328262.001

ISBN: 9781484328262

Keywords: Fiscal Spillovers; Bayesian Methods; Fiscal Multipliers, Panel VAR, Fiscal Spillovers, Bayesian Methods, Fiscal Multipliers, Bayesian Analysis, Models with Panel Data

We estimate a panel VAR model that captures cross-country, dynamic interlinkages for 10 euro area countries using quarterly data for the period 1999-2016. Our analysis suggests that fiscal spillovers are significan...