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https://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 |
| 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: | https://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) |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| 672522.pdf | 398.56 kB | Adobe PDF | View/Open |
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