Asymmetric Effects of Government Spending : Does the Level of Real Interest Rates Matter? /

This paper empirically explores how fiscal policy (represented by increases in government spending) has asymmetric effects on economic activity at different levels of real interest rates. It suggests that the effect of fiscal policy depends on the level of real rates, since the Ricardian effect is s...

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Κύριος συγγραφέας: Choi, Woon
Άλλοι συγγραφείς: Devereux, Michael
Μορφή: Επιστημονικό περιοδικό
Γλώσσα:English
Έκδοση: Washington, D.C. : International Monetary Fund, 2005.
Σειρά:IMF Working Papers; Working Paper ; No. 2005/007
Διαθέσιμο Online:Full text available on IMF
Περιγραφή
Περίληψη:This paper empirically explores how fiscal policy (represented by increases in government spending) has asymmetric effects on economic activity at different levels of real interest rates. It suggests that the effect of fiscal policy depends on the level of real rates, since the Ricardian effect is smaller at lower financing costs of fiscal policy. Using threshold regression models on U.S. data, the paper provides new evidence that expansionary government spending is more conducive to short-run growth when real rates are low. It also finds asymmetric effects on interest rates and inflation, and threshold effects associated with substitution between financing methods.
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Φυσική περιγραφή:1 online resource (36 pages)
Μορφή:Mode of access: Internet
ISSN:1018-5941
Πρόσβαση:Electronic access restricted to authorized BRAC University faculty, staff and students