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Riots, Battles and Cycles

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Author Info
Stéphane Auray () (Université Lille 3 (GREMARS), Université de Sherbrooke (GREDI) and CIRPÉE)
Aurélien Eyquem () (GATE, UMR 5824, Université de Lyon and Ecole Normale Supérieure Lettres et Sciences Humaines, France)
Frédéric Jouneau-Sion (EQUIPPE (EA 4018), Université Lille Nord de France)

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Abstract

This paper proposes a conceptual framework to investigate the impact of military conflicts on business cycles, as well as defense policies through enrolment mechanisms. Our framework is a variation of a Real Business Cycle model first proposed by Hercowitz and Sampson (1991) that admits explicit solutions. We extend and estimate the initial model on US data to account for specific shocks that destroy the stock of capital and that may be as large as desired. We consider two types of dynamics on the depreciation rate of capital: short-term shocks, that may be interpreted as riots and captured by a Moving Average specification, and mid-term shocks, that may be interpreted as wars and captured by a Markov Switching process. Destructions may be limited by publicly decided enrolment, which allows to question the goals defense policies should aim at. First our model reproduces usual business cycle facts. Second, it allows to characterize the macroeconomic dynamics after shocks on the depreciation rate of capital. Finally, it provides a simple framework to quantify the welfare effects of alternative (simple) defense technologies.

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File URL: http://pages.usherbrooke.ca/gredi/wpapers/GREDI-0901.pdf
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Publisher Info
Paper provided by Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke in its series Cahiers de recherche with number 09-01.

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Length: 18 pages
Date of creation: 10 Jan 2009
Date of revision: 05 Apr 2009
Handle: RePEc:shr:wpaper:09-01

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Postal: Sherbrooke, Qu�bec, J1K 2R1
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Related research
Keywords: military policy; Real Business Cycle model; random coefficient autoregressive model;

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Find related papers by JEL classification:
E13 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Neoclassical
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
H56 - Public Economics - - National Government Expenditures and Related Policies - - - National Security and War

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References listed on IDEAS
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  1. Baxter, Marianne & King, Robert G, 1993. "Fiscal Policy in General Equilibrium," American Economic Review, American Economic Association, vol. 83(3), pages 315-34, June. [Downloadable!] (restricted)
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  2. Ellen R. McGrattan & Lee E. Ohanian, 2008. "Does neoclassical theory account for the effects of big fiscal shocks? Evidence from World War II," Staff Report 315, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
  3. Philippe Martin & Thierry Mayer & Mathias Thoenig, 2008. "Make Trade Not War?," Review of Economic Studies, Blackwell Publishing, vol. 75(3), pages 865-900, 07. [Downloadable!] (restricted)
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  4. Martin, Philippe & Mayer, Thierry & Thoenig, Mathias, 2008. "Civil Wars and International Trade," CEPR Discussion Papers 6659, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  5. Francq, C. & Zakoian, J. -M., 2001. "Stationarity of multivariate Markov-switching ARMA models," Journal of Econometrics, Elsevier, vol. 102(2), pages 339-364, June. [Downloadable!] (restricted)
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  6. Ohanian, Lee E, 1997. "The Macroeconomic Effects of War Finance in the United States: World War II and the Korean War," American Economic Review, American Economic Association, vol. 87(1), pages 23-40, March. [Downloadable!] (restricted)
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