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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)
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:
It is part of: Applied Economics Letters, 2018, vol. 25, num. 9, p. 597-600
Related resource:
ISSN: 1350-4851
Appears in Collections:Articles publicats en revistes (Economia)

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