Gómez-Puig, MartaSosvilla Rivero, Simón2018-02-162020-07-0120181350-4851https://hdl.handle.net/2445/119916This 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.4 p.application/pdfeng(c) Taylor and Francis, 2018Deute públicCreixement econòmicVariables (Matemàtica)Zona euroPublic debtEconomic growthVariables (Mathematics)EurozoneOn the time-varying nature of the debt-growth nexus: Evidence from the euro areainfo:eu-repo/semantics/article6725222018-02-16info:eu-repo/semantics/openAccess