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.

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Year of publication:	2009-08
Authors:	Born, Benjamin ; Müller, Gernot J.
Institutions:	University of Bonn, Germany
Subject:	Government spending shocks \| Annual Data \| Identi?cation

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Extent:	application/pdf
Series:	Bonn Econ Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	1 pages long
Classification:	E62 - Fiscal Policy; Public Expenditures, Investment, and Finance; Taxation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004964140