BackBrowsing Master in Economics: Empirical Applications and Policies by Author "Vázquez, Jesús"
Now showing items 1-4 of 4
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Fiscal policy asymmetries and the sustainability of government debt in the Euro Area
(2020)This paper empirically analyzes fiscal policy sustainability and the cyclicality in 19 Euro Area countries using data on government debt, primary deficit and the output gap. We investigate this over quarterly intervals, ... -
The impact of COVID-19 confinement in the Euro Area: a Bayesian DSGE approach
(2020)With the aim of providing a preliminary forecast of the economic repercussion of the recent confinement, we estimate a canonical medium-scale dynamic stochastic general equilibrium model (DSGE) for the Euro Area economy, ... -
The sensitivity of estimated DSGE models to alternative data vintages
(2020)This paper considers the estimation of a structural DSGE model with three alternative macroeconomic data vintages corresponding to the first-release (real-time data), the third-release data, and the highly revised data to ... -
The swing of the inflation dynamics across OECD countries
(2022)In recent business cycles, U.S. inflation has experienced a reduction in inflation volatility, inflation persistence and, a severe weakening of the correlation with nominal interest (Gibson's paradox). This project concludes ...