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Fiscal Adjustment to Cyclical Developments in the OECD: An Empirical Analysis Based on Real-Time Data

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Author Info
Beetsma, Roel
Giuliodori, Massimo
Abstract

We explore how fiscal policies in the OECD have responded to unexpected information about the economy during the period 1995-2006. In particular, we first estimate standard fiscal rules using ex-ante data (i.e. forecasts). We then estimate how fiscal policy reacts to new information, especially on the business cycle. In this second step, we use various approaches in dealing with potential endogeneity and changes in data construction methodology after the ex ante data were released. All variants lead to similar results. There are marked differences between ex-ante behaviour and responses to new information, as well as between fiscal policy of the EU countries and the other OECD countries. In particular, the EU countries react in a pro-cyclical way to unexpected changes in the output gap, while the responses of the other OECD countries are a-cyclical. However, ex ante fiscal policy is a-cyclical for the EU countries and counter-cyclical for the other countries.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 6692.

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Date of creation: Feb 2008
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Handle: RePEc:cpr:ceprdp:6692

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Related research
Keywords: cyclicality EU first-release data Fiscal policy OECD real-time data

Find related papers by JEL classification:
E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy
H60 - Public Economics - - National Budget, Deficit, and Debt - - - General

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  1. Kerstin Bernoth & Andrew Hughes Hallet & John Lewis, 2008. "Did fiscal policy makers know what they were doing? Reassessing fiscal policy with real-time data," DNB Working Papers 169, Netherlands Central Bank, Research Department. [Downloadable!]
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This page was last updated on 2008-7-25.


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