ISSN (Print) - 0012-9976 | ISSN (Online) - 2349-8846

Articles by Paras SachdevaSubscribe to Paras Sachdeva

On the Dynamics of Time-varying Fiscal Multipliers

The dynamic transmission and the effectiveness of the Indian public expenditure shock are analysed. The article uses a time-varying parameter vector autoregressive model with stochastic volatility to compute the time-varying Indian public expenditure multiplier and employ Bayesian regression consequently to examine its determinants.

 

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