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

Vista senzilla d'ítem
dc.contributor.authorGómez-Puig, Marta
dc.contributor.authorSosvilla Rivero, Simón
dc.date.accessioned2018-02-16T12:44:47Z
dc.date.available2020-07-01T05:10:20Z
dc.date.issued2018
dc.date.updated2018-02-16T12:44:47Z
dc.description.abstractThis 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.
dc.format.extent4 p.
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec672522
dc.identifier.issn1350-4851
dc.identifier.urihttps://hdl.handle.net/2445/119916
dc.language.isoeng
dc.publisherTaylor and Francis
dc.relation.isformatofVersió postprint del document publicat a: https://doi.org/10.1080/13504851.2017.1349284
dc.relation.ispartofApplied Economics Letters, 2018, vol. 25, num. 9, p. 597-600
dc.relation.urihttps://doi.org/10.1080/13504851.2017.1349284
dc.rights(c) Taylor and Francis, 2018
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.sourceArticles publicats en revistes (Economia)
dc.subject.classificationDeute públic
dc.subject.classificationCreixement econòmic
dc.subject.classificationVariables (Matemàtica)
dc.subject.classificationZona euro
dc.subject.otherPublic debt
dc.subject.otherEconomic growth
dc.subject.otherVariables (Mathematics)
dc.subject.otherEurozone
dc.titleOn the time-varying nature of the debt-growth nexus: Evidence from the euro area
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/acceptedVersion

Fitxers

Paquet original

Mostrant 1 - 1 de 1
Miniatura
Nom:
672522.pdf
Mida:
398.56 KB
Format:
Adobe Portable Document Format
Descarregar

Col·leccions

Articles publicats en revistes (Economia)