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

Benjamin Born and Gernot Müller

No 16/2009, Bonn Econ Discussion Papers from University of Bonn, Bonn Graduate School of Economics (BGSE)

Abstract: 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.

Keywords: Government spending shocks; Annual Data; Identification (search for similar items in EconPapers)
JEL-codes: E62 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: Government Spending Shocks in Quarterly and Annual Time Series (2012)
Journal Article: Government Spending Shocks in Quarterly and Annual Time Series (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:bonedp:162009

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