Bootstrap panel Granger-causality between government budget and external deficits for the EU

We investigate the existence of Granger-causality between current account and government budget balances over the period 1970-2007, for different EU and OECD country groupings. We use a panel-data approach based on SUR systems and Wald tests with country specific bootstrap critical values. Our resul...

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Bibliographic Details
Main Author: Rault, Christophe (author)
Other Authors: Afonso, António (author)
Format: article
Language:eng
Published: 2022
Subjects:
Granger-Causality
Budget Balances
EU
OECD
Panel Data
Online Access:http://hdl.handle.net/10400.5/25655
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/25655

Internet

http://hdl.handle.net/10400.5/25655

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