US Fiscal Policy and Asset Prices: The Role of Partisan Conflict
Document Type
Article
Publication Date
3-14-2018
Publication Title
International Review of Finance
Volume
19
Issue
4
First page number:
851
Last page number:
862
Abstract
Fiscal policy shocks exert wide‐reaching effects, including movements in asset markets. US politics have been characterized historically by a high degree of partisan conflict. The combination of increasing polarization and divided government leads not only to significant Congressional gridlock, but also to spells of high fiscal policy uncertainty. This paper adds to the literature on the relationships between fiscal policy and asset prices in the US economy conditional on the degree of partisan conflict. We analyze whether a higher degree of partisan conflict (legislative gridlock) reduces the efficacy of the effect and response of fiscal policy on and to asset price movements, respectively. We find that partisan conflict does not significantly affect the relationships between the fiscal surplus to gross domestic product (GDP) and housing and equity returns. Rather, if important, partisan conflict affects the actual implementation of fiscal policy actions.
Keywords
Fiscal policy; Asset markets; Polarization; Partisan conflict
Disciplines
Economics | Social and Behavioral Sciences
Language
English
Repository Citation
Gupta, R.,
Lau, C. K.,
Miller, S. M.,
Wohar, M. E.
(2018).
US Fiscal Policy and Asset Prices: The Role of Partisan Conflict.
International Review of Finance, 19(4),
851-862.
http://dx.doi.org/10.1111/irfi.12188