create a website

Fiscal Foresight, Limited Information and the Effects of Government Spending Shocks. (2012). Gasteiger, Emanuel ; Fragetta, Matteo.
In: Working Papers Series 2.
RePEc:isc:iscwp2:bruwp1202.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 33

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Akaike, H. (1974). A New Look at the Statistical Model Identiïcation. IEEE Transactions on Automatic Control, 19(6):716â723.
    Paper not yet in RePEc: Add citation now
  2. Auerbach, A. J. and Gorodnichenko, Y. (2010). Measuring the Output Responses to Fiscal Policy. NBER Working Paper, 16311.

  3. Bai, J. and Ng, S. (2002). Determining the Number of Factors in Approximate Factor Models. Econometrica, 70(1):191â221.

  4. Bai, J. and Ng, S. (2007). Determining the Number of Primitive Shocks in Factor Models. Journal of Business and Economic Statistics, 25(1):52â60.

  5. Barro, R. J. and Redlick, C. J. (2009). Macroeconomic Eïects from Government Purchases and Taxes. NBER Working Paper, 15369.
    Paper not yet in RePEc: Add citation now
  6. Bernanke, B. S., Boivin, J., and Eliasz, P. S. (2005). Measuring the Eïects of Monetary Policy: A Factor-augmented Vector Autoregressive (FAVAR) Approach. The Quarterly Journal of Economics, 120(1):387â422.
    Paper not yet in RePEc: Add citation now
  7. Blanchard, O. J. and Perotti, R. (2002). An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output. The Quarterly Journal of Economics, 117(4):1329â1368.

  8. Burnside, C., Eichenbaum, M., and Fisher, J. D. M. (2004). Fiscal Shocks and their Consequences. Journal of Economic Theory, 115(1):89â117.

  9. Christiano, L. J., Eichenbaum, M., and Evans, C. L. (1999). Monetary Policy Shocks: What Have We Learned and to What End? In Taylor, J. B. and Woodford, M., editors, Handbook of Macroeconomics, volume 1, pages 65â148. Elsevier.

  10. Dickey, D. A. and Fuller, W. A. (1979). Distribution of the Estimators for Autoregressive Time Series With a Unit Root. Journal of the American Statistical Association, 74(366):427â431.
    Paper not yet in RePEc: Add citation now
  11. Edelberg, W., Eichenbaum, M., and Fisher, J. D. M. (1999). Understanding the Eïects of a Shock to Government Purchases. Review of Economic Dynamics, 2(1):166â206.
    Paper not yet in RePEc: Add citation now
  12. Fatas, A. and Mihov, I. (2001). The Eïects of Fiscal Policy on Consumption and Employment: Theory and Evidence. CEPR Discussion Papers, 2760.
    Paper not yet in RePEc: Add citation now
  13. Favero, C. A. and Giavazzi, F. (2010). Reconciling VAR-based and Narrative Measures of the Tax-Multiplier. American Economic Journal: Economic Policy, forthcoming.

  14. Forni, M. and Gambetti, L. (2011). Fiscal Foresight and the Eïects of Government Spending. Mimeo.

  15. Fragetta, M. and Melina, G. (2011). The Eïects of Fiscal Policy Shocks in SVAR Models: A Graphical Modelling Approach. Scottish Journal of Political Economy, 58(4):537â566.

  16. Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and CrossSpectral Methods. Econometrica, 37(3):424â438.

  17. Hall, P. (1992). The Bootstrap and Edgeworth Expansion. Springer Series in Statistics. SpringerVerlag.
    Paper not yet in RePEc: Add citation now
  18. Hamilton, J. D. (1985). Historical Causes of Postwar Oil Shocks and Recessions. The Energy Journal, 6(1):97â116.

  19. Koop, G. and Korobilis, D. (2010). Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. Foundations and Trends in Econometrics, 3(4):267â358.

  20. Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., and Shin, Y. (1992). Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? Journal of Econometrics, 54(1-3):159â178.

  21. Leeper, E. M., Walker, T. B., and Yang, S.-C. S. (2009). Fiscal Foresight and Information Flows. NBER Working Paper, 14630.

  22. Lutkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.

  23. Mertens, A. I. K. and Ravn, M. O. (2010). Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach. The Economic Journal, 120(544):393â413.

  24. Mountford, A. and Uhlig, H. (2009). What are the Eïects of Fiscal Policy Shocks? Journal of Applied Econometrics, 24(6):960â992.
    Paper not yet in RePEc: Add citation now
  25. Perotti, R. (2007). In Search of the Transmission Mechanism of Fiscal Policy. NBER Macroeconomics Annual, 22:169â249.

  26. Ramey, V. A. (2009). Defense News Shocks, 1939-2008: Estimates Based on News Sources. Working Paper.
    Paper not yet in RePEc: Add citation now
  27. Ramey, V. A. (2011a). Can Government Purchases Stimulate the Economy? Journal of Economic Literature, 49(3):673â685.

  28. Ramey, V. A. (2011b). Identifying Government Spending Shocks: Itâs All in the Timing. The Quarterly Journal of Economics, 126(1):1â50.
    Paper not yet in RePEc: Add citation now
  29. Ramey, V. A. and Shapiro, M. D. (1998). Costly Capital Reallocation and the Eïects of Government Spending. Carnegie-Rochester Conference Series on Public Policy, 48(1):145â 194.
    Paper not yet in RePEc: Add citation now
  30. Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1):1â48.

  31. Stock, J. H. and Watson, M. W. (2002). Macroeconomic Forecasting Using Diïusion Indexes. Journal of Business & Economic Statistics, 20(2):147â162.
    Paper not yet in RePEc: Add citation now
  32. Stock, J. H. and Watson, M. W. (2005). Implications of Dynamic Factor Models for VAR Analysis. Working Paper.

  33. Uhlig, H. (2005). What are the Eïects of Monetary Policy? Results from an Agnostic Identiïcation Procedure. Journal of Monetary Economics, 52(2):381â419.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Public Debt and Growth in U.S. States. (2015). Romalis, John ; Golberg, Andrew .
    In: Working Papers.
    RePEc:syd:wpaper:2015-10.

    Full description at Econpapers || Download paper

  2. Procyclical and countercyclical fiscal multipliers: Evidence from OECD countries. (2015). Vuletin, Guillermo ; Vegh, Carlos ; Riera-Crichton, Daniel.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:52:y:2015:i:c:p:15-31.

    Full description at Econpapers || Download paper

  3. Is There an Alternative Strategy for Reducing Public Debt by 2032?. (2014). Timbeau, Xavier ; Ducoudré, Bruno ; Creel, Jerome ; Cochard, Marion ; Blot, Christophe ; Schweisguth, Danielle.
    In: Panoeconomicus.
    RePEc:voj:journl:v:61:y:2014:i:1:p:39-57.

    Full description at Econpapers || Download paper

  4. French Public Finances at Risk?. (2014). Saraceno, Francesco ; Hubert, Paul ; Creel, Jerome.
    In: Panoeconomicus.
    RePEc:voj:journl:v:61:y:2014:i:1:p:1-19.

    Full description at Econpapers || Download paper

  5. Effects of fiscal policy on private consumption: evidence from structural-balance fiscal rule deviations. (2014). Parro, Francisco ; Gutiérrez C., Pablo ; Ferrada, Christian ; Correa, Juan ; Gutierrez, Pablo.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:21:y:2014:i:11:p:776-781.

    Full description at Econpapers || Download paper

  6. Fiscal consolidation, public debt and output dynamics in the euro area : lessons from a simple model with time-varying fiscal multipliers. (2014). Timbeau, Xavier ; Ducoudré, Bruno ; Creel, Jerome ; Cochard, Marion ; Blot, Christophe ; Schweisguth, Danielle ; Ducoudre, Bruno.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/5lup9cglk297n859jlfvqeji2r.

    Full description at Econpapers || Download paper

  7. Procyclical and Countercyclical Fiscal Multipliers: Evidence from OECD Countries. (2014). Vuletin, Guillermo ; Vegh, Carlos ; Riera-Crichton, Daniel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20533.

    Full description at Econpapers || Download paper

  8. Fiscal consolidation, public debt and output dynamics in the euro area : lessons from a simple model with time-varying fiscal multipliers. (2014). Timbeau, Xavier ; Ducoudré, Bruno ; Creel, Jerome ; Cochard, Marion ; Blot, Christophe ; Schweisguth, Danielle ; Ducoudre, Bruno.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1414.

    Full description at Econpapers || Download paper

  9. (When) Does Austerity Work? On the Conditional Link between Fiscal Austerity and Debt Sustainability. (2014). Monastiriotis, Vassilis.
    In: Cyprus Economic Policy Review.
    RePEc:erc:cypepr:v:8:y:2014:i:1:p:71-92.

    Full description at Econpapers || Download paper

  10. The challenge of restoring debt sustainability in a deep economic recession: the case of Greece. (2014). Monokroussos, Platon .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:59668.

    Full description at Econpapers || Download paper

  11. (When) does austerity work? On the conditional link between fiscal austerity and debt sustainability. (2014). Monastiriotis, Vassilis.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:57615.

    Full description at Econpapers || Download paper

  12. Assessing future sustainability of french public finances. (2013). Saraceno, Francesco ; Hubert, Paul ; Creel, Jerome.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p5488g8pn.

    Full description at Econpapers || Download paper

  13. Assessing future sustainability of french public finances. (2013). Hubert, Paul ; Creel, Jerome ; Saraceno, Francesco.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p5488g8pn.

    Full description at Econpapers || Download paper

  14. Fiscal multipliers in a small euro area economy: How big can they get in crisis times?. (2013). Maria, José ; Júlio, Paulo ; Félix, Ricardo ; Castro, Gabriela ; de Castro, Gabriela Lopes.
    In: Working Papers.
    RePEc:ptu:wpaper:w201311.

    Full description at Econpapers || Download paper

  15. Assessing future sustainability of french public finances. (2013). Saraceno, Francesco ; Hubert, Paul ; Creel, Jerome.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1311.

    Full description at Econpapers || Download paper

  16. Fiscal Multipliers in a Small Euro Area Economy: How Big Can They Get in Crisis Times?. (2013). Maria, José ; Júlio, Paulo ; Félix, Ricardo ; Castro, Gabriela ; Felix, Ricardo ; Julio, Paulo.
    In: EcoMod2013.
    RePEc:ekd:004912:5307.

    Full description at Econpapers || Download paper

  17. Fiscal multipliers over the growth cycle : evidence from Malaysia. (2012). Zeufack, Albert ; Rafiq, Sohrab.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5982.

    Full description at Econpapers || Download paper

  18. Government Size, Fiscal Policy and the Level and Growth of Output: A Review of Recent Evidence. (2012). Gemmell, Norman ; Au, Joey.
    In: Working Paper Series.
    RePEc:vuw:vuwcpf:2603.

    Full description at Econpapers || Download paper

  19. Fiscal Multipliers in Recessions. (2012). Diba, Behzad ; Dellas, Harris ; Collard, Fabrice ; Canzoneri, Matthew.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp1204.

    Full description at Econpapers || Download paper

  20. The role of independent fiscal institutions in managing the European sovereign debt crisis: The case of the United Kingdom, Germany and Poland. (2012). Csuka, Gyongyi ; Kovacs, Bernadett.
    In: MPRA Paper.
    RePEc:pra:mprapa:40354.

    Full description at Econpapers || Download paper

  21. Fiscal Consolidation: Part 1. How Much is Needed and How to Reduce Debt to a Prudent Level?. (2012). Sutherland, Douglas ; Merola, Rossana ; Hoeller, Peter.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:932-en.

    Full description at Econpapers || Download paper

  22. Government Size and Business Cycle Volatility; How Important Are Credit Constraints?. (2012). Scharler, Johann ; Leibrecht, Markus.
    In: Working Paper Series in Economics.
    RePEc:lue:wpaper:237.

    Full description at Econpapers || Download paper

  23. La respuesta de la política fiscal a la actividad económica en los países desarrollados/Fiscal policy reaction to economic activity in developed countries. (2012). Ceron, Juan A..
    In: Estudios de Economia Aplicada.
    RePEc:lrk:eeaart:30_1_17.

    Full description at Econpapers || Download paper

  24. Fiscal Foresight, Limited Information and the Effects of Government Spending Shocks. (2012). Gasteiger, Emanuel ; Fragetta, Matteo.
    In: Working Papers Series 2.
    RePEc:isc:iscwp2:bruwp1202.

    Full description at Econpapers || Download paper

  25. Government Size and Business Cycle Volatility; How Important Are Credit Constraints?. (2012). Scharler, Johann ; Leibrecht, Markus.
    In: Working Papers.
    RePEc:inn:wpaper:2012-04.

    Full description at Econpapers || Download paper

  26. Government spending: an economic boost?. (2012). Wilson, Daniel.
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:y:2012:i:feb6:n:2012-04.

    Full description at Econpapers || Download paper

  27. Der missbrauchte Keynes. Überlegungen zur traditionellen Makropolitik. (2012). Tichy, Gunther.
    In: Wirtschaft und Gesellschaft - WuG.
    RePEc:clr:wugarc:y:2012:v:38i:2p:185.

    Full description at Econpapers || Download paper

  28. Fiscal Multipliers over the Business Cycle. (2012). Michaillat, Pascal.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp1115.

    Full description at Econpapers || Download paper

  29. Household leverage and fiscal multipliers. (2012). Ferri, Javier ; Boscá, José ; Andrés, Javier ; Bosca, Jose ; Andres, Javier.
    In: Working Papers.
    RePEc:bde:wpaper:1215.

    Full description at Econpapers || Download paper

  30. Asymmetric Phase Shifts in the U.S. Industrial Production Cycles. (2011). Hwang, Sunoong ; Chang, Yongsung.
    In: RCER Working Papers.
    RePEc:roc:rocher:564.

    Full description at Econpapers || Download paper

  31. On Measuring the Effects of Fiscal Policy in Recessions. (2011). Parker, Jonathan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17240.

    Full description at Econpapers || Download paper

  32. Did the Stimulus Stimulate? Real Time Estimates of the Effects of the American Recovery and Reinvestment Act. (2011). Sacerdote, Bruce ; Feyrer, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16759.

    Full description at Econpapers || Download paper

  33. The Fiscal Stimulus of 2009-2010: Trade Openness, Fiscal Space, and Exchange Rate Adjustment. (2011). Jinjarak, Yothin ; Aizenman, Joshua.
    In: NBER Chapters.
    RePEc:nbr:nberch:12498.

    Full description at Econpapers || Download paper

  34. Expectations and Fiscal Policy: An Empirical Investigation. (2011). Perotti, Roberto.
    In: Working Papers.
    RePEc:igi:igierp:429.

    Full description at Econpapers || Download paper

  35. Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy. (2011). Favero, Carlo ; Perego, Jacopo ; Giavazzi, Francesco.
    In: Working Papers.
    RePEc:igi:igierp:407.

    Full description at Econpapers || Download paper

  36. Household Leverage and Fiscal Multipliers. (2011). Ferri, Javier ; Boscá, José ; Andrés, Javier ; Bosca, Jose Emilio ; Andres, Javier.
    In: Working Papers.
    RePEc:iei:wpaper:1103.

    Full description at Econpapers || Download paper

  37. Identifying the Effects of Government Spending Shocks with and without Expected Reversal: an Approach Based on U.S. Real-Time Data. (2011). Hauptmeier, Sebastian ; Cimadomo, Jacopo ; Jacopo Cimadomo, Sebastian Hauptmeier, Sergio Sola, .
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp12-2011.

    Full description at Econpapers || Download paper

  38. Soverign risk and the effects of fiscal retrenchment in deep recessions. (2011). Müller, Gernot ; Meier, Andre ; Kuester, Keith ; Corsetti, Giancarlo ; Muller, Gernot J..
    In: Working Papers.
    RePEc:fip:fedpwp:11-43.

    Full description at Econpapers || Download paper

  39. The Effects of Government Purchases Shocks: Review and Estimates for the EU. (2011). Giuliodori, Massimo ; Beetsma, Roel.
    In: Economic Journal.
    RePEc:ecj:econjl:v:121:y:2011:i:550:p:f4-f32.

    Full description at Econpapers || Download paper

  40. Identifying the effects of government spending shocks with and without expected reversal: an approach based on U.S. real-time data. (2011). Sola, Sergio ; Hauptmeier, Sebastian ; Cimadomo, Jacopo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111361.

    Full description at Econpapers || Download paper

  41. Fiscal Multipliers Over the Business Cycle. (2011). Michaillat, Pascal.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8610.

    Full description at Econpapers || Download paper

  42. Absorptive Capacity and the Growth Effects of Regional Transfers: A Regression Discontinuity Design with Heterogeneous Treatment Effects. (2011). von Ehrlich, Maximilian ; Egger, Peter ; Becker, Sascha.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8474.

    Full description at Econpapers || Download paper

  43. Targeted transfers and the fiscal response to the great recession. (2011). Reis, Ricardo ; Oh, Hyunseung.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8239.

    Full description at Econpapers || Download paper

  44. Do Government Purchases Affect Unemployment?. (2011). Holden, Steinar ; Sparrman, Victoria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3482.

    Full description at Econpapers || Download paper

  45. The Fiscal Stimulus of 2009-10: Trade Openness, Fiscal Space and Exchange Rate Adjustment. (2011). Aizenman, Joshua ; Jinjarak, Yothin.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt1vm5d1p4.

    Full description at Econpapers || Download paper

  46. On Measuring the Effects of Fiscal Policy in Recessions. (2011). Parker, Jonathan.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:49:y:2011:i:3:p:703-18.

    Full description at Econpapers || Download paper

  47. Does Labor Supply Matter During a Recession? Evidence from the Seasonal Cycle. (2010). Mulligan, Casey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16357.

    Full description at Econpapers || Download paper

  48. Sliding Doors Cost Measurement.A Restrictive Approach to Analyzing the Net Economic Cost of Policy Decisions and an Application to Irish Financial Regulation. (2010). Connor, Gregory ; O'Kelly, Brian .
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n214a-10.pdf.

    Full description at Econpapers || Download paper

  49. State Fiscal Policies and Transitory Income Fluctuations. (2010). Hines, James.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:41:y:2010:i:2010-02:p:313-350.

    Full description at Econpapers || Download paper

  50. Activist Fiscal Policy. (2010). Gale, William ; Auerbach, Alan ; Harris, Benjamin H..
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:24:y:2010:i:4:p:141-64.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-14 11:14:30 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.