Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/37028
Authors: 
Born, Benjamin
Müller, Gernot J.
Year of Publication: 
2009
Series/Report no.: 
Bonn econ discussion papers 2009,16
Abstract: 
Government spending shocks are frequently identified in quarterly time-series data by ruling outa 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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