Government Spending Shocks in Quarterly and Annual Time Series

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2012
Volume: 44
Issue: 2‐3
Pages: 507-517

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

Government spending shocks are frequently identified 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 annual time‐series data.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:44:y:2012:i:2-3:p:507-517
Journal Field
Macro
Author Count
2
Added to Database
2026-01-24