News and surprises: Revisiting fiscal shocks in the open economy

B-Tier
Journal: Journal of International Money and Finance
Year: 2026
Volume: 161
Issue: C

Authors (4)

Litainas, Michail (not in RePEc) McAdam, Peter (European Central Bank) Montagnoli, Alberto (not in RePEc) Mouratidis, Konstantinos (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

Despite extensive research on fiscal policy, evidence on the international transmission of structural fiscal shocks remains limited and inconclusive. We address three gaps. First, we confront the perfect-foresight problem by incorporating a proxy for fiscal policy news into a multi-country VAR model—to our knowledge, the first such study to use this proxy to measure cross-border transmission of US fiscal shocks in a detailed setting. Second, we estimate a Bayesian multi-country VAR that, unlike two-country approaches, fully captures higher-order spillovers. Third, we revisit the interpretation of fiscal multipliers from New Keynesian closed-economy models. We find: (i) international spillovers operate mainly through trade (expenditure switching and boosting); (ii) transmission hinges on each recipient’s growth model; (iii) higher-order spillovers substantially amplify direct spillovers; and (iv) the exchange rate puzzle reflects omitted variables and policy regime effects.

Technical Details

RePEc Handle
repec:eee:jimfin:v:161:y:2026:i:c:s0261560625002438
Journal Field
International
Author Count
4
Added to Database
2026-02-02