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Si us plau utilitzeu sempre aquest identificador per citar o enllaçar aquest document: https://hdl.handle.net/2445/119916

On the time-varying nature of the debt-growth nexus: Evidence from the euro area

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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.

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GÓMEZ-PUIG, Marta and SOSVILLA RIVERO, Simón. On the time-varying nature of the debt-growth nexus: Evidence from the euro area. Applied Economics Letters. 2018. Vol. 25, num. 9, pags. 597-600. ISSN 1350-4851. [consulted: 12 of June of 2026]. Available at: https://hdl.handle.net/2445/119916

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