US Monetary-Fiscal Policy Mix Evidence from a Quatrovariate VECM
This study investigates the effectiveness of monetary and fiscal policies in the US by employing cointegration and a quatrovariate Vector Error Correction Model together with Granger causality tests. Two models are estimated: (i) nominal national income, the ten-year government bond yield, and two p...
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Main Authors: | , , |
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Format: | Article |
Language: | English |
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Universiti Utara Malaysia Press
2011
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Subjects: | |
Online Access: | http://repo.uum.edu.my/25041/1/IJBS%208%202%202011%2040%2067.pdf http://repo.uum.edu.my/25041/ http://ijbf.uum.edu.my/index.php/previous-issues/142-the-international-journal-of-banking-and-finance-ijbf-vol-8-no-2-june-2011 |
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Institution: | Universiti Utara Malaysia |
Language: | English |
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