What Determines Government Spending Multipliers? /

This paper studies how the effects of government spending vary with the economic environment. Using a panel of OECD countries, we identify fiscal shocks as residuals from an estimated spending rule and trace their macroeconomic impact under different conditions regarding the exchange rate regime, pu...

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Մատենագիտական մանրամասներ
Հիմնական հեղինակ: Muller, Gernot
Այլ հեղինակներ: Corsetti, Giancarlo, Meier, Andre
Ձևաչափ: Ամսագիր
Լեզու:English
Հրապարակվել է: Washington, D.C. : International Monetary Fund, 2012.
Շարք:IMF Working Papers; Working Paper ; No. 2012/150
Առցանց հասանելիություն:Full text available on IMF
Նկարագրություն
Ամփոփում:This paper studies how the effects of government spending vary with the economic environment. Using a panel of OECD countries, we identify fiscal shocks as residuals from an estimated spending rule and trace their macroeconomic impact under different conditions regarding the exchange rate regime, public indebtedness, and health of the financial system. The unconditional responses to a positive spending shock broadly confirm earlier findings. However, conditional responses differ systematically across exchange rate regimes, as real appreciation and external deficits occur mainly under currency pegs. We also find output and consumption multipliers to be unusually high during times of financial crisis.
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Ֆիզիկական նկարագրություն:1 online resource (46 pages)
Ձևաչափ:Mode of access: Internet
ISSN:1018-5941
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