Government Spending Shocks in Quarterly and Annual Time Series

Benjamin Born and Gernot Müller

Journal of Money, Credit and Banking, 2012, vol. 44, issue 2‐3, 507-517

Abstract: Government spending shocks are frequently identified 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 annual time‐series data.

Date: 2012
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https://doi.org/10.1111/j.1538-4616.2011.00498.x

Related works:
Journal Article: Government Spending Shocks in Quarterly and Annual Time Series (2012)
Working Paper: Government Spending Shocks in Quarterly and Annual U.S. Time-Series (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jmoncb:v:44:y:2012:i:2-3:p:507-517

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