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The estimated general equilibrium effects of fiscal policy: the case of the euro area

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Author Info
Lorenzo Forni
Libero Monteforte (Luca Sessa - Banca d'Italia, Research Department)

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Abstract

We reconsider the macroeconomic effects of fiscal policy in the context of a new-keynesian dynamic stochastic general equilibrium model. We assume that a fraction of the agents are non Ricardian and estimate the model parameters using Bayesian techniques. Our results show that the estimates of important parameters of the model differ depending on how detailed the fiscal policy is modelled. In particular, when we properly model distortionary taxes and take into account the fact that government expenditure is a composite aggregate (including consumption of goods and compensations for government employees), the estimated share of non Ricardian agents is significant and the model is able to replicate the widespread evidence that private consumption responds positively to government expenditure shocks. Previous papers, which mainly considered lump-sum taxes and treated government consumption as one single aggregate, obtained a smaller estimated share of non Ricardian households and no significant effect of government spending shocks on macroeconomic variables

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Publisher Info
Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2006 with number 142.

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Date of creation: 04 Jul 2006
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Handle: RePEc:sce:scecfa:142

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Related research
Keywords: fiscal policy; rule-of-thumb consumers; distortionary taxation; bayesian estimation;

Find related papers by JEL classification:
E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
E63 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization

Cited by:
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  1. Roberto Perotti, 2007. "In Search of the Transmission Mechanism of Fiscal Policy," NBER Working Papers 13143, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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