The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers

S-Tier
Journal: Review of Economic Studies
Year: 2017
Volume: 84
Issue: 3
Pages: 1015-1040

Authors (2)

Dario Caldara (not in RePEc) Christophe Kamps (European Central Bank)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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

Abstract

Do tax cuts and spending increases stimulate output? Studies that identify fiscal shocks using structural vector autoregressions (SVAR) have reached different conclusions. In this article, we show analytically that this lack of consensus reflects different assumptions on the fiscal rules that—by relating tax and spending policies to macroeconomic conditions—determine the identification of fiscal shocks and the associated fiscal multipliers. We then propose a new identification strategy based on a proxy SVAR that uses non-fiscal instruments to directly estimate the parameters of the fiscal rules. We find that spending increases stimulate output more than tax cuts..

Technical Details

RePEc Handle
repec:oup:restud:v:84:y:2017:i:3:p:1015-1040.
Journal Field
General
Author Count
2
Added to Database
2026-01-25