Fiscal policy, pricing frictions and monetary accommodation
Abstract
We investigate the theoretical conditions for effectiveness of government consumption expenditure expansions using US, Euro area and UK data. Fiscal expansions taking place when monetary policy is accommodative lead to large output multipliers in normal times. The 2009-2010 packages need not produce significant output multipliers, may have moderate debt effects, and only generate temporary inflation. Expenditure expansions accompanied by deficit/debt consolidations schemes may lead to short run output gains but their success depends on how monetary policy and expectations behave. Trade openness and the cyclicality of the labor wedge explain cross-country differences in the magnitude of the multipliers.Download Info
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.Bibliographic Info
Paper provided by Department of Economics and Business, Universitat Pompeu Fabra in its series Economics Working Papers with number 1268.Length:
Date of creation: Mar 2011
Date of revision:
Handle: RePEc:upf:upfgen:1268
Contact details of provider:
Web page: http://www.econ.upf.edu/
Related research
Keywords: Government consumption expenditure shocks; pricing frictions; monetary policy accommodation; debt and inflation dynamics;Other versions of this item:
- Fabio Canova & Evi Pappa, 2011. "Fiscal policy, pricing frictions and monetary accommodation," Economic Policy, CEPR & CES & MSH, vol. 26(68), pages 555-598, October.
- Fabio Canova & Evi Pappa, 2011. "Fiscal Policy, Pricing Frictions and Monetary Accommodation," Working Papers 549, Barcelona Graduate School of Economics.
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy
- 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; Treasury Policy
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-04-16 (All new papers)
- NEP-CBA-2011-04-16 (Central Banking)
- NEP-EEC-2011-04-16 (European Economics)
- NEP-MAC-2011-04-16 (Macroeconomics)
- NEP-MON-2011-04-16 (Monetary Economics)
References
References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Christopher J. Nekarda & Valerie A. Ramey, 2010.
"Industry evidence on the effects of government spending,"
Finance and Economics Discussion Series
2010-28, Board of Governors of the Federal Reserve System (U.S.).
- Christopher J. Nekarda & Valerie A. Ramey, 2011. "Industry Evidence on the Effects of Government Spending," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(1), pages 36-59, January.
- Christopher J. Nekarda & Valerie A. Ramey, 2010. "Industry Evidence on the Effects of Government Spending," NBER Working Papers 15754, National Bureau of Economic Research, Inc.
- Forni, Lorenzo & Gerali, Andrea & Pisani, Massimiliano, 2010. "The macroeconomics of fiscal consolidations in euro area countries," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1791-1812, September.
- G�nter Coenen & Christopher J. Erceg & Charles Freedman & Davide Furceri & Michael Kumhof & Ren� Lalonde & Douglas Laxton & Jesper Lind� & Annabelle Mourougane & Dirk Muir & Susanna Mursula & Ca, 2012.
"Effects of Fiscal Stimulus in Structural Models,"
American Economic Journal: Macroeconomics,
American Economic Association, vol. 4(1), pages 22-68, January.
- Michael Kumhof & Dirk Muir & Carlos de Resende & Jan in 't Veld & René Lalonde & Davide Furceri & Annabelle Mourougane & John Roberts & Stephen Snudden & Mathias Trabandt & Günter Coenen & Susan, 2010. "Effects of Fiscal Stimulus in Structural Models," IMF Working Papers 10/73, International Monetary Fund.
- Forni, Mario & Gambetti, Luca, 2010.
"Fiscal Foresight and the Effects of Goverment Spending,"
CEPR Discussion Papers
7840, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti, 2010. "Fiscal Foresight and the Effects of Government Spending," Center for Economic Research (RECent) 049, University of Modena and Reggio E., Dept. of Economics.
- Mario Forni & Luca Gambetti, 2010. "Fiscal Foresight and the Effects of Government Spending," Working Papers 460, Barcelona Graduate School of Economics.
- Mario Forni & Luca Gambetti, 2010. "Fiscal Foresight and the Effects of Government Spending," UFAE and IAE Working Papers 851.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Antonio Afonso, 2010.
"Expansionary fiscal consolidations in Europe: new evidence,"
Applied Economics Letters,
Taylor and Francis Journals, vol. 17(2), pages 105-109.
- António Afonso, 2006. "Expansionary fiscal consolidations in Europe: new evidence," Working Papers 2006/18, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- António Afonso, 2006. "Expansionary fiscal consolidations in Europe - new evidence," Working Paper Series 675, European Central Bank.
- Karel Mertens & Morten Overgaard Ravn, 2011.
"Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 27-54, January.
- Karel Mertens & Morten Overgaard Ravn, 2010. "Online Appendix to "Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks"," Technical Appendices 09-221, Review of Economic Dynamics.
- Karel Mertens & Morten Overgaard Ravn, 2010. "Code and data files for "Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks"," Computer Codes 09-221, Review of Economic Dynamics.
- Mertens, Karel & Ravn, Morten O., 2009. "Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks," CEPR Discussion Papers 7505, C.E.P.R. Discussion Papers.
- Morten O. Ravn & Karel Mertens, 2009. "Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy shocks," 2009 Meeting Papers 480, Society for Economic Dynamics.
- Joan Paredes & Diego J. Pedregal & Javier J. Pérez, 2009.
"A quarterly fiscal database for the euro area based on intra-annual fiscal information,"
Working Paper Series
1132, European Central Bank.
- Joan Paredes & Diego J. Pedregal & Javier J. Pérez, 2009. "A quarterly fiscal database for the euro area based on intra-annual fiscal information," Banco de España Working Papers 0935, Banco de España.
- Markus Kirchner & Jacopo Cimadomo & Sebastian Hauptmeier, 2010.
"Transmission of Government Spending Shocks in the Euro Area: Time Variation and Driving Forces,"
Tinbergen Institute Discussion Papers
10-021/2, Tinbergen Institute.
- Markus Kirchner & Jacopo Cimadomo & Sebastian Hauptmeier, 2010. "Transmission of government spending shocks in the euro area: Time variation and driving forces," Working Paper Series 1219, European Central Bank.
- Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2009.
"Fiscal Foresight and Information Flows,"
NBER Working Papers
14630, National Bureau of Economic Research, Inc.
- Todd B. Walker & Eric M. Leeper & Shu-Chun S. Yang, 2012. "Fiscal Foresight and Information Flows," IMF Working Papers 12/153, International Monetary Fund.
- Günter Coenen & Matthias Mohr & Roland Straub, 2008.
"Fiscal consolidation in the euro area - long-run benefits and short-run costs,"
Working Paper Series
902, European Central Bank.
- Coenen, Günter & Mohr, Matthias & Straub, Roland, 2008. "Fiscal consolidation in the euro area: Long-run benefits and short-run costs," Economic Modelling, Elsevier, vol. 25(5), pages 912-932, September.
- Dario Caldara & Christophe Kamps, 2008. "What are the effects of fiscal shocks? A VAR-based comparative analysis," Working Paper Series 877, European Central Bank.
- Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2011. "Foresight and Information Flows," NBER Working Papers 16951, National Bureau of Economic Research, Inc.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Giovanni MELINA & Stefania VILLA, 2012.
"Fiscal policy and lending relationships,"
Center for Economic Studies - Discussion papers
ces12.06, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
- Giovanni Melina & Stefania Villa, 2011. "Fiscal Policy and Lending Relationships," Birkbeck Working Papers in Economics and Finance 1103, Birkbeck, Department of Economics, Mathematics & Statistics.
- Melina, Giovanni & Villa, Stefania, 2012. "Fiscal policy and lending relationships," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/348272, Katholieke Universiteit Leuven.
- Jacopo Cimadomo & Sebastian Hauptmeier & Sergio Sola, 2011.
"Identifying the effects of government spending shocks with and without expected reversal - an approach based on U.S. real-time data,"
Working Paper Series
1361, European Central Bank.
- Jacopo Cimadomo, Sebastian Hauptmeier, Sergio Sola, 2011. "Identifying the Effects of Government Spending Shocks with and without Expected Reversal: an Approach Based on U.S. Real-Time Data," IHEID Working Papers 12-2011, Economics Section, The Graduate Institute of International Studies.
- Cristiano Cantore & Paul Levine & Giovanni Melina, 2013.
"A Fiscal Stimulus and Jobless Recovery,"
IMF Working Papers
13/17, International Monetary Fund.
- Cristiano Cantore & Paul Levine & Giovanni Melina, 2011. "A Fiscal Stimulus and Jobless Recovery," School of Economics Discussion Papers 1111, School of Economics, University of Surrey.
- Michaillat, Pascal, 2011.
"Fiscal Multipliers Over the Business Cycle,"
CEPR Discussion Papers
8610, C.E.P.R. Discussion Papers.
- Pascal Michaillat, 2012. "Fiscal Multipliers over the Business Cycle," CEP Discussion Papers dp1115, Centre for Economic Performance, LSE.
Lists
This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.Statistics
Access and download statisticsCorrections
When requesting a correction, please mention this item's handle: RePEc:upf:upfgen:1268For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.

