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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Bibliographic Details
Main Authors: Zestos, George K., Geary, Andrew N., Cooksey, Kevin S.
Format: Article
Language:English
Published: Universiti Utara Malaysia Press 2011
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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