Fiscal Policy and US-Canadian Trade

Gianluca Lagana and Pasquale Sgro ()

Economics Bulletin, 2011, vol. 31, issue 2, 1856-1868

Abstract: A factor-augmented vector autoregressive (FAVAR) model is applied to determine the effects of a rise in US government expenditure on the United States and Canadian economies. The results obtained reasonably characterize the effect of a rise in US government spending to the United States and Canadian economies emphasizing the role of the traded goods sector.

Keywords: Factor Model; Principal Component; Government expenditure; VAR. (search for similar items in EconPapers)
JEL-codes: E3 E6 (search for similar items in EconPapers)
Date: 2011-06-25
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