Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/119916
Title: On the time-varying nature of the debt-growth nexus: Evidence from the euro area
Author: Gómez-Puig, Marta
Sosvilla Rivero, Simón, 1961-
Keywords: Deute públic
Creixement econòmic
Variables (Matemàtica)
Zona euro
Public debt
Economic growth
Variables (Mathematics)
Eurozone
Issue Date: 2018
Publisher: Taylor and Francis
Abstract: This paper uses the DCC-GARCH model to investigate the existence of time-varying correlations between public debt and economic growth. To that end, we use annual data from both central and peripheral countries of the euro area for the period 1961-2015. The results suggest that the relationships between these variables are time-varying and that on some countries and for some periods, there is a positive association between them.
Note: Versió postprint del document publicat a: https://doi.org/10.1080/13504851.2017.1349284
It is part of: Applied Economics Letters, 2018, vol. 25, num. 9, p. 597-600
URI: http://hdl.handle.net/2445/119916
Related resource: https://doi.org/10.1080/13504851.2017.1349284
ISSN: 1350-4851
Appears in Collections:Articles publicats en revistes (Economia)

Files in This Item:
File Description SizeFormat 
672522.pdf398.56 kBAdobe PDFView/Open    Request a copy


Embargat   Document embargat fins el 1-7-2020


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.