Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/37028 
Year of Publication: 
2009
Series/Report no.: 
Bonn Econ Discussion Papers No. 16/2009
Publisher: 
University of Bonn, Bonn Graduate School of Economics (BGSE), Bonn
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.
Subjects: 
Government spending shocks
Annual Data
Identification
JEL: 
E62
Document Type: 
Working Paper

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