Template-Type: ReDIF-Paper 1.0 Title: Government Spending Shocks in Quarterly and Annual U.S. Time-Series Author-Name: Benjamin Born Author-Email: bborn@uni-bonn.de Author-Name: Gernot J. Müller Author-Email: gernot.mueller@uni-bonn.de Classification-JEL: E62 Keywords: Government spending shocks, Annual Data, Identi?cation Abstract: Government spending shocks are frequently identi?ed in quarterly time-series data by ruling out a contemporaneous response of government spending to other macroeconomic aggregates. We provide evidence that this assumption may not be too restrictive for U.S. annual time-series data. Note: Length: 12 Creation-Date: 2009-08 Revision-Date: File-URL: http://www.wiwi.uni-bonn.de/bgsepapers/bonedp/bgse16_2009.pdf File-Format: application/pdf Handle: RePEc:bon:bonedp:bgse16_2009