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How well are the states of the Eighth Federal Reserve District prepared for the next recession?

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Author Info
Gary A. Wagner
Erick Elder

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Abstract

Economic downturns often force state policymakers to enact sizable tax increases or spending cuts to close budget shortfalls. In this paper the authors make use of a Markov-switching regression model to empirically describe the expansions and contractions in the states of the Eighth Federal Reserve District. They use the estimated parameters from the switching regressions to form probability distributions of the revenue shortfalls states are likely to encounter in future slowdowns. This allows them to estimate the probability that each state's projected fiscal-year-end balances will be sufficient to offset the fiscal stress from a recession.

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File URL: http://research.stlouisfed.org/publications/red/2007/02/Wagner.pdf
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Publisher Info
Article provided by Federal Reserve Bank of St. Louis in its journal Regional Economic Development.

Volume (Year): (2007)
Issue (Month): Nov ()
Pages: 75-87
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Handle: RePEc:fip:fedlrd:y:2007:i:nov:p:75-87:n:v.3no.2

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Related research
Keywords: Business cycles ; Recessions ; Federal Reserve District; 8th;

References listed on IDEAS
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  1. Theodore M. Crone, 2002. "Consistent economic indexes for the 50 states," Working Papers 02-7, Federal Reserve Bank of Philadelphia. [Downloadable!]
  2. Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2005. "Business Cycle Phases in U.S. States," The Review of Economics and Statistics, MIT Press, vol. 87(4), pages 604-616, 01. [Downloadable!] (restricted)
    Other versions:
  3. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-84, March. [Downloadable!] (restricted)
  4. Chang-Jin Kim & Charles R. Nelson, 1998. "Business Cycle Turning Points, A New Coincident Index, And Tests Of Duration Dependence Based On A Dynamic Factor Model With Regime Switching," The Review of Economics and Statistics, MIT Press, vol. 80(2), pages 188-201, May. [Downloadable!] (restricted)
  5. Ming-Yuan Leon Li & Hsiou-Wei William Lin & Rau Hsiu-hua, 2005. "The performance of the Markov-switching model on business cycle identification revisited," Applied Economics Letters, Taylor and Francis Journals, vol. 12(8), pages 513-520, June. [Downloadable!] (restricted)
  6. Thomas A. Garrett & Gary A. Wagner, 2003. "State government finances: World War II to the current crisis," Working Papers 2003-035, Federal Reserve Bank of St. Louis. [Downloadable!]
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  7. Goldfeld, Stephen M. & Quandt, Richard E., 1973. "A Markov model for switching regressions," Journal of Econometrics, Elsevier, vol. 1(1), pages 3-15, March. [Downloadable!] (restricted)
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