Spending Reversals and Fiscal Multipliers under an Interest Rate Peg

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2018
Volume: 50
Issue: 4
Pages: 789-815

Authors (2)

RONG LI (Renmin University of China) XIAOHUI TIAN (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper examines whether fiscal stimuli are more effective when the monetary policy is less responsive to inflation. First, we provide empirical evidence suggesting that, in the period of U.S. passive monetary policy, a positive government spending shock was followed over time by a spending cut. Second, our theoretical analysis reveals that the pegged nominal interest rate is not a sufficient condition to generate a large fiscal multiplier. An increase in government spending could increase the long‐run real interest rate, if it is associated with a government spending reversal and a less responsive monetary policy. Consequently, the response of private consumption can be negative and the government spending multiplier is not necessarily greater than 1.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:50:y:2018:i:4:p:789-815
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25