Government Spending Shocks in Quarterly and Annual U.S. Time-Series

Government spending shocks are frequently identi?ed in quarterly time-series data by ruling out a contemporaneous response of government spending to other macroeconomic aggregates. We provide evidence that this assumption may not be too restrictive for U.S. annual time-series data.

MoreLess

Year of publication:	2009
Authors:	Born, Benjamin ; Müller, Gernot J.
Publisher:	Bonn : University of Bonn, Bonn Graduate School of Economics (BGSE)
Subject:	Öffentliche Ausgaben \| Schock \| VAR-Modell \| Zeitreihenanalyse \| USA \| Government spending shocks \| Annual Data \| Identification

More details

Series:	Bonn Econ Discussion Papers ; 16/2009
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	607070897 [GVK] hdl:10419/37028 [Handle] RePEc:zbw:bonedp:162009 [RePEc]
Classification:	E62 - Fiscal Policy; Public Expenditures, Investment, and Finance; Taxation
Source:	EconStor

Persistent link: https://www.econbiz.de/10010270009