| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP15330 |
| DP15330 Should we trust cross sectional multiplier estimates? | |
| Fabio Canova | |
| 发表日期 | 2020-10-01 |
| 出版年 | 2020 |
| 语种 | 英语 |
| 摘要 | I examine the properties of cross sectional estimates of multipliers, elasticities, or pass-throughs when the data is generated by a conventional multi-unit time series specification. A number of important biases plague estimates; the most relevant one occurs when the cross section is not dynamic homogenous. I suggest methods that can deal with this problem and show the magnitude of the biases cross sectional estimators display in an experimental setting. I contrast average time series and average cross sectional estimates of local fiscal multipliers for US states. |
| 主题 | International Macroeconomics and Finance ; Monetary Economics and Fluctuations ; Public Economics |
| 关键词 | Cross sectional methods Dynamic heterogeneity Partial pooling Fiscal multipliers Monetary pass-through |
| URL | https://cepr.org/publications/dp15330-0 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/544311 |
| 推荐引用方式 GB/T 7714 | Fabio Canova. DP15330 Should we trust cross sectional multiplier estimates?. 2020. |
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