Government spending multipliers in contraction and expansion

  • Engelbert Stockhammer
  • , Walid Qazizada

    Research output: Working paperDiscussion paper

    Abstract

    This paper investigates the impact of government spending on output and the size of the spending multiplier during periods of output contraction vs. expansion. It also investigates the impact of spending when the economy hits the nominal zero lower bound. It uses a panel of 21 advanced countries over the period of 1979-2011, applying a TSLS estimation technique. We find a spending multiplier of close to 1 during expansion and values of up to 3 during contractions. However, our results do not indicate a difference in the impact of spending during nominal zero lower bound periods.
    Original languageEnglish
    Place of PublicationKingston upon Thames, U.K.
    PublisherFaculty of Arts and Social Sciences, Kingston University
    Number of pages29
    Publication statusPublished - May 2014

    Publication series

    NameEconomics Discussion Paper
    PublisherFaculty of Arts and Social Sciences, Kingston University
    No.2014-02

    Keywords

    • Economics and econometrics
    • Fiscal multiplier
    • fiscal policy
    • output contraction
    • panel analysis

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