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

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dc.contributor.authorGómez-Puig, Marta
dc.contributor.authorSosvilla Rivero, Simón Javier
dc.date.accessioned2023-06-17T23:55:03Z
dc.date.available2023-06-17T23:55:03Z
dc.date.issued2018
dc.description.abstractThis article uses the DCC-generalized autoregressive conditional heteroskedasticity 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 in some countries and for some periods, there is a positive association between them.
dc.description.departmentDepto. de Análisis Económico y Economía Cuantitativa
dc.description.facultyFac. de Ciencias Económicas y Empresariales
dc.description.refereedTRUE
dc.description.sponsorshipMinisterio de Economía y Competitividad (MINECO)
dc.description.sponsorshipInstituto de Estudios Fiscales (IEF)
dc.description.sponsorshipBanco de España
dc.description.sponsorshipMinisterio de Educación, Cultura y Deportes (MECD)
dc.description.statuspub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/60066
dc.identifier.doi10.1080/13504851.2017.1349284
dc.identifier.issn1466-4291
dc.identifier.officialurlhttps://doi.org/10.1080/13504851.2017.1349284
dc.identifier.urihttps://hdl.handle.net/20.500.14352/19015
dc.issue.number9
dc.journal.titleApplied Economics Letters
dc.language.isoeng
dc.page.final600
dc.page.initial597
dc.publisherTaylor & Francis
dc.relation.projectID(ECO2016-76203-C2- 2-P)
dc.relation.projectID(IEF 015/2017)
dc.relation.projectID(PR71/15-20229)
dc.relation.projectID(PRX16/00261)
dc.rights.accessRightsopen access
dc.subject.jelC22
dc.subject.jelF33
dc.subject.jelH63
dc.subject.jelO40
dc.subject.jelO52
dc.subject.keywordPublic debt
dc.subject.keywordEconomic growth
dc.subject.keywordTime-varying approach
dc.subject.keywordDCC
dc.subject.keywordEuro area
dc.subject.ucmDesarrollo económico
dc.subject.ucmEconometría (Economía)
dc.subject.ucmEconomía internacional
dc.subject.ucmEconomía pública
dc.subject.unesco5307.03 Modelos y Teorías del desarrollo Económico
dc.subject.unesco5307.04 Estudios del desarrollo Económico
dc.subject.unesco5302 Econometría
dc.subject.unesco5310 Economía Internacional
dc.titleOn the time-varying nature of the debt-growth nexus: evidence from the euro area
dc.typejournal article
dc.volume.number25
dspace.entity.typePublication
relation.isAuthorOfPublication13e83682-e923-4f28-a770-1140d295a334
relation.isAuthorOfPublication.latestForDiscovery13e83682-e923-4f28-a770-1140d295a334

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