季度和年度时间序列中的政府支出冲击

Government Spending Shocks in Quarterly and Annual Time Series

Journal of Money, Credit and Banking · 2012
被引 57
人大 A-ABS 4

中文导读

研究在季度和年度时间序列数据中识别政府支出冲击的方法,发现季度数据常用的假设在年度数据中可能同样适用。

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.

政府支出冲击季度时间序列年度时间序列识别假设