[go: up one dir, main page]
create a website
Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain. (2015). Sousa, Ricardo ; Dufrénot, Gilles ; Agnello, Luca ; Dufrenot, Gilles.
In: Economic Modelling.
RePEc:eee:ecmode:v:44:y:2015:i:c:p:358-362.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 24

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. .

    Full description at Econpapers || Download paper

  2. The Effects of Oil and Gas Risk Factors on Malaysian Oil and Gas Stock Returns: Do They Vary?. (2020). Shah, Mohd Azlan ; Low, Soo-Wah ; Hoque, Mohammad Enamul.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:15:p:3901-:d:392498.

    Full description at Econpapers || Download paper

  3. Dynamics between stock market movements and fiscal policy: Empirical evidence from emerging Asian economies. (2018). Bui, Duy-Tung ; Hoai, Thi Mai ; Llorca, Matthieu.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:51:y:2018:i:c:p:65-74.

    Full description at Econpapers || Download paper

  4. Fiscal Policy and Capital Market Performance: Evidence from EU Countries from Central and Eastern Europe. (2016). Anghelache, Gabriela-Victoria ; Oanea, Dumitru-Cristian ; Jakova, Stela .
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:6:y:2016:i:2:p:34-43.

    Full description at Econpapers || Download paper

  5. The Taylor Rule, Wealth Effects and the Exchange Rate. (2016). Ordóñez, Javier ; Wang, Rudan ; Morley, Bruce ; Ordoez, Javier.
    In: Review of International Economics.
    RePEc:bla:reviec:v:24:y:2016:i:2:p:282-301.

    Full description at Econpapers || Download paper

  6. The Taylor Rule, Wealth Effects and the Exchange Rate. (2015). Ordóñez, Javier ; Morley, Bruce ; Wang, Rudan ; Ordoez, Javier.
    In: Working Papers.
    RePEc:jau:wpaper:2015/08.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Afonso, A. ; Sousa, R.M. What are the effects of fiscal policy on asset markets?. 2011 Econ. Model.. 28 1871-1890

  2. Agnello, L. ; Castro, V. ; Sousa, R.M. How does fiscal policy react to wealth composition and asset prices?. 2012 J. Macroecon.. 34 874-890

  3. Agnello, L. ; Dufrénot, G. ; Sousa, R.M. Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices. 2013 Econ. Model.. 34 25-36

  4. Agnello, L. ; Nerlich, C. On the severity of economic downturns: lessons from cross-country evidence. 2012 Econ. Lett.. 117 149-155

  5. Akitoby, B. ; Stratmann, T. Fiscal policy and financial markets. 2008 Econ. J.. 118 1971-1985

  6. Ardagna, S. Financial markets. Behavior around episodes of large changes in the fiscal stance. 2009 Eur. Econ. Rev.. 53 37-55

  7. Arin, K.P. ; Mamun, A. ; Purushothman, N. The effects of tax policy on financial markets: G3 evidence. 2009 Rev. Financ. Econ.. 18 33-46

  8. Bénétrix, A.S. ; Lane, P.R. International differences in fiscal policy during the global crisis. 2010 En : NBER Working Paper No. 16346. National Bureau of Economic Analysis:

  9. Beetsma, R. ; Jensen, H. Monetary and fiscal policy interactions in a micro-founded model of a monetary union. 2005 J. Int. Econ.. 67 320-352

  10. Blake, A. ; Vines, D. ; Weale, M. Wealth targets, exchange rate targets and macroeconomic policy. 1988 En : CEPR Discussion Paper No. 246. Center for Economic Policy Research:

  11. Buch, C.M. ; Carstensen, K. ; Schertler, A. Macroeconomic shocks and bank's foreign assets. 2010 J. Money Credit Bank.. 42 171-188

  12. Castro, V. ; Sousa, R.M. How do central banks react to wealth composition and asset prices?. 2012 Econ. Model.. 29 641-653

  13. Darrat, A.F. On fiscal policy and the stock market. 1988 J. Money Credit Bank.. 20 353-363

  14. Ferrero, A. Fiscal and monetary rules for a currency union. 2009 J. Int. Econ.. 77 1-10

  15. Gali, J. ; Monacelli, T. Optimal monetary and fiscal policy in a currency union. 2008 J. Int. Econ.. 76 116-132

  16. Girouard, N. ; Price, R.W. Asset price cycles, “one-off” factors and structural budget balances. 2004 En : OECD Economics Department Working Paper No. 391. Organization for Economic Co-Operation and Development:

  17. Jaeger, A. ; Schuknecht, L. Boom–bust phases in asset prices and fiscal policy behavior. 2007 Emerg. Mark. Finance Trade. 43 45-66

  18. Lossani, M. ; Tirelli, P. Simple rules, fiscal policy and wealth targets in a monetary union. An alternative to the Maastricht guidelines. 1994 Scott. J. Polit. Econ.. 41 372-393

  19. Maclennan, D. ; Muellbauer, J. ; Stephens, M. Asymmetries in housing and financial market institutions and EMU. 1999 En : CEPR Discussion Paper No. 2062. Center for Economic Policy Research:

  20. Schuknecht, L. ; Eschenbach, F. The fiscal costs of financial instability revisited. 2004 Econ. Policy. 14 313-346
    Paper not yet in RePEc: Add citation now

  21. Sousa, R.M. Housing wealth, financial wealth, money demand and policy rule: evidence from the euro area. 2010 N. Am. J. Econ. Finance. 21 88-105

  22. Sousa, R.M. Wealth, asset portfolio, money demand and policy rule. 2014 Bull. Econ. Res.. 66 95-111

  23. Tagkalakis, A. Fiscal adjustments and asset price changes. 2011 J. Macroecon.. 33 206-223

  24. Tagkalakis, A. Fiscal policy and financial market movements. 2011 J. Bank. Finance. 35 231-251

Cocites

Documents in RePEc which have cited the same bibliography

  1. Financial, Institutional, and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows. (2022). Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof ; Alves, Jose.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9872.

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2017-10.

    Full description at Econpapers || Download paper

  4. U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung.
    In: Working Papers.
    RePEc:pre:wpaper:201742.

    Full description at Econpapers || Download paper

  5. Taxes and the Fed : Theory and Evidence from Equities. (2017). Waller, William ; Diercks, Anthony M.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-104.

    Full description at Econpapers || Download paper

  6. The aftermath of 2008 turmoil on Brazilian economy: Tsunami or “Marolinha”?. (2017). Merlin, Giovanni ; Marçal, Emerson ; Simes, Oscar Rodrigues ; Cunha, Ronan ; Maral, Emerson Fernandes ; FernandesMaral, Emerson .
    In: Textos para discussão.
    RePEc:fgv:eesptd:459.

    Full description at Econpapers || Download paper

  7. The impact of monetary policy on stock market performance: Evidence from twelve (12) African countries. (2017). Suhaibu, Iddrisu ; Harvey, Simon K ; Amidu, Mohammed.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:1372-1382.

    Full description at Econpapers || Download paper

  8. Spillovers from the oil sector to the housing market cycle. (2017). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:61:y:2017:i:c:p:209-220.

    Full description at Econpapers || Download paper

  9. Forecasting the U.S. Real House Price Index. (2017). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
    In: Papers.
    RePEc:arx:papers:1707.04868.

    Full description at Econpapers || Download paper

  10. The time-series linkages between US fiscal policy and asset prices. (2016). Miller, Stephen ; Jooste, Charl ; GUPTA, RANGAN ; El Montasser, Ghassen.
    In: Working papers.
    RePEc:uct:uconnp:2016-15.

    Full description at Econpapers || Download paper

  11. Do government stimulus programs have different effects in recessions, or by type of tax or spending program?. (2016). Heim, John.
    In: Empirical Economics.
    RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1050-8.

    Full description at Econpapers || Download paper

  12. Fiscal Policy and Capital Market Performance: Evidence from EU Countries from Central and Eastern Europe. (2016). Anghelache, Gabriela-Victoria ; Oanea, Dumitru-Cristian ; Jakova, Stela .
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:6:y:2016:i:2:p:34-43.

    Full description at Econpapers || Download paper

  13. Fiscal and monetary policies in the BRICS: A panel VAR approach. (2016). Sousa, Ricardo ; Mallick, Sushanta ; JAWADI, Fredj.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:58:y:2016:i:c:p:535-542.

    Full description at Econpapers || Download paper

  14. Fiscal Policy, Interest Rates, and Output: Equilibrium-Correction Dynamics in the US Economy. (2015). Krolzig, Hans-Martin ; Sserwanja, Isaac .
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:112813.

    Full description at Econpapers || Download paper

  15. The Taylor Rule, Wealth Effects and the Exchange Rate. (2015). Ordóñez, Javier ; Morley, Bruce ; Wang, Rudan ; Ordoez, Javier.
    In: Working Papers.
    RePEc:jau:wpaper:2015/08.

    Full description at Econpapers || Download paper

  16. Impact of Monetary Policy and Fiscal Policy on Indonesian Stock Market. (2015). Zaidi, Mohd Azlan Shah ; Handoyo, Rossanto Dwi ; Shah, Mohd Azlan ; Jusoh, Mansor.
    In: Expert Journal of Economics.
    RePEc:exp:econcs:v:3:y:2015:i:2:p:113-126.

    Full description at Econpapers || Download paper

  17. US monetary policy and sectoral commodity prices. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:57:y:2015:i:c:p:61-85.

    Full description at Econpapers || Download paper

  18. Dynamic information transfer in the United States housing and stock markets. (2015). I-Chun Tsai, .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:215-230.

    Full description at Econpapers || Download paper

  19. Forecasting the U.S. real house price index. (2015). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:45:y:2015:i:c:p:259-267.

    Full description at Econpapers || Download paper

  20. Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain. (2015). Sousa, Ricardo ; Dufrénot, Gilles ; Agnello, Luca ; Dufrenot, Gilles.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:358-362.

    Full description at Econpapers || Download paper

  21. Forecasting the U.S. Real House Price Index. (2014). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
    In: Working Paper series.
    RePEc:rim:rimwps:30_14.

    Full description at Econpapers || Download paper

  22. Forecasting the U.S. Real House Price Index. (2014). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
    In: Working Papers.
    RePEc:pre:wpaper:201418.

    Full description at Econpapers || Download paper

  23. Forecasting the U.S. Real House Price Index. (2014). Gogas, Periklis ; Plakandaras, Vasilios ; Papadimitriou, Theophilos.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-473.

    Full description at Econpapers || Download paper

  24. Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience. (2014). Ozdemir, Zeynel ; Miller, Stephen ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.
    In: Working Papers.
    RePEc:emu:wpaper:15-24.pdf.

    Full description at Econpapers || Download paper

  25. What explain the short-term dynamics of the prices of CO2 emissions?. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:c:p:122-135.

    Full description at Econpapers || Download paper

  26. The relationship between debt level and fiscal sustainability in OECD countries. (2014). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam ; Josep Lluis Carrion-i-Silvestre, .
    In: Working Papers.
    RePEc:eec:wpaper:1402.

    Full description at Econpapers || Download paper

  27. How Does Fiscal Consolidation Impact on Income Inequality?. (2014). Sousa, Ricardo ; Agnello, Luca.
    In: Review of Income and Wealth.
    RePEc:bla:revinw:v:60:y:2014:i:4:p:702-726.

    Full description at Econpapers || Download paper

  28. The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs. (2013). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Bittencourt, Manoel ; Simo -Kengne, Beatrice D..
    In: Housing Studies.
    RePEc:taf:chosxx:v:28:y:2013:i:8:p:1133-1154.

    Full description at Econpapers || Download paper

  29. Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012. (2013). GUPTA, RANGAN ; Aye, Goodness C..
    In: Working Papers.
    RePEc:pre:wpaper:201362.

    Full description at Econpapers || Download paper

  30. The minimal confidence levels of Basel capital regulation. (2013). Zimper, Alexander.
    In: Working Papers.
    RePEc:pre:wpaper:201305.

    Full description at Econpapers || Download paper

  31. A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa. (2013). Jooste, Charl ; GUPTA, RANGAN ; Matlou, Kanyane .
    In: Working Papers.
    RePEc:pre:wpaper:201303.

    Full description at Econpapers || Download paper

  32. Effect of Fiscal Policy Shocks in Brazil. (2013). Nkrumah, Kwabena.
    In: MPRA Paper.
    RePEc:pra:mprapa:72534.

    Full description at Econpapers || Download paper

  33. A History of Tax Legislation in the Federal Republic of Germany. (2013). Uhl, Matthias.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201311.

    Full description at Econpapers || Download paper

  34. Discretionary Government Consumption, Private Domestic Demand, and Crisis Episodes. (2013). Sousa, Ricardo ; Furceri, Davide ; Agnello, Luca.
    In: Open Economies Review.
    RePEc:kap:openec:v:24:y:2013:i:1:p:79-100.

    Full description at Econpapers || Download paper

  35. Are There Change-Points in the Likelihood of a Fiscal Consolidation Ending?. (2013). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2013-06..

    Full description at Econpapers || Download paper

  36. Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices. (2013). Sousa, Ricardo ; Dufrénot, Gilles ; Agnello, Luca ; Dufrenot, Gilles.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:34:y:2013:i:c:p:25-36.

    Full description at Econpapers || Download paper

  37. Stock market response to monetary and fiscal policy shocks: Multi-country evidence. (2013). Filis, George ; Duffy, David ; Chatziantoniou, Ioannis.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:30:y:2013:i:c:p:754-769.

    Full description at Econpapers || Download paper

  38. The output effects of systematic and non-systematic fiscal policy changes in Greece. (2013). Tagkalakis, Athanasios.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00325.

    Full description at Econpapers || Download paper

  39. The output effects of systematic and non-systematic fiscal policy changes in Greece. (2013). Tagkalakis, Athanasios.
    In: Working Papers.
    RePEc:bog:wpaper:167.

    Full description at Econpapers || Download paper

  40. Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience. (2012). Ozdemir, Zeynel ; Miller, Stephen ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C..
    In: Working papers.
    RePEc:uct:uconnp:2012-27.

    Full description at Econpapers || Download paper

  41. Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). GUPTA, RANGAN ; Aye, Goodness C. ; Modise, Mampho P..
    In: Working Papers.
    RePEc:pre:wpaper:201224.

    Full description at Econpapers || Download paper

  42. Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience. (2012). Ozdemir, Zeynel ; Miller, Stephen ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C..
    In: Working Papers.
    RePEc:nlv:wpaper:1211.

    Full description at Econpapers || Download paper

  43. Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework. (2012). Sousa, Ricardo ; Dufrénot, Gilles ; Agnello, Luca ; Dufrenot, Gilles.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:20/2012.

    Full description at Econpapers || Download paper

  44. How does fiscal policy react to wealth composition and asset prices?. (2012). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:3:p:874-890.

    Full description at Econpapers || Download paper

  45. How do central banks react to wealth composition and asset prices?. (2012). Sousa, Ricardo ; Castro, Vitor.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:3:p:641-653.

    Full description at Econpapers || Download paper

  46. How does Fiscal Consolidation Impact on Income Inequality?. (2012). Sousa, Ricardo ; Agnello, Luca ; L, Agnello., ; R, M. Sousa., .
    In: Working papers.
    RePEc:bfr:banfra:382.

    Full description at Econpapers || Download paper

  47. Fiscal Consolidation and Income Inequality. (2011). Sousa, Ricardo ; Agnello, Luca.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:34/2011.

    Full description at Econpapers || Download paper

  48. Fiscal Policy Discretion, Private Spending, and Crisis Episodes. (2011). Sousa, Ricardo ; Furceri, Davide ; Agnello, Luca.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:31/2011.

    Full description at Econpapers || Download paper

  49. How Does Fiscal Policy React to Wealth Composition and Asset Prices?. (2011). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:24/2011.

    Full description at Econpapers || Download paper

  50. How Does Fiscal Policy React to Wealth Composition and Asset Prices?. (2011). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2011-18.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 13:29:55 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.