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DC Field | Value | Language |
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dc.contributor.author | Tariffi, Leonardo | - |
dc.date.accessioned | 2019-05-13T07:37:39Z | - |
dc.date.available | 2019-05-13T07:37:39Z | - |
dc.date.issued | 2019-03 | - |
dc.identifier.issn | 2451-1935 | - |
dc.identifier.uri | http://hdl.handle.net/2445/133008 | - |
dc.description.abstract | This paper shows fiscal multipliers, considering levels of public debt with multivariate threshold models. Non-linear behavior in sovereign debt-to-GDP ratio time series determine the relationship between output and government expenditure. The debt-to-GDP ratio has been selected optimally as an endogenous threshold variable to evaluate non-linearities; it has been useful for identifying estimators in a multivariate threshold autoregressive model; and it has been an important tool to observe how the multiplier changes during good times and bad. Expansionary fiscal policies seem to be counterproductive in this framework. This result highlights the link between real and financial variables. | - |
dc.format.extent | 14 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | - |
dc.publisher | Collegium of Economic Analysis at SGH Warsaw School of Economics | - |
dc.relation.isformatof | Reproducció del document publicat a: https://doi.org/10.33119/ERFIN.2019.4.1.2 | - |
dc.relation.ispartof | Econometric Research in Finance, 2019, vol. 4, num. 1, p. 27-40 | - |
dc.relation.uri | https://doi.org/10.33119/ERFIN.2019.4.1.2 | - |
dc.rights | cc-by (c) Tariffi, Leonardo, 2019 | - |
dc.rights.uri | http://creativecommons.org/licenses/by/3.0/es | - |
dc.source | Articles publicats en revistes (Economia) | - |
dc.subject.classification | Deute públic | - |
dc.subject.classification | Anàlisi multivariable | - |
dc.subject.classification | Anàlisi funcional no lineal | - |
dc.subject.classification | Despesa pública | - |
dc.subject.other | Public debt | - |
dc.subject.other | Multivariate analysis | - |
dc.subject.other | Nonlinear functional analysis | - |
dc.subject.other | Public expenditures | - |
dc.title | A threshold multivariate model to explain fiscal multipliers with government debt | - |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/publishedVersion | - |
dc.identifier.idgrec | 689973 | - |
dc.date.updated | 2019-05-13T07:37:39Z | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Economia) |
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689973.pdf | 360.8 kB | Adobe PDF | View/Open |
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