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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Detalhes bibliográficos
Autor principal: Rault, Christophe (author)
Outros Autores: Afonso, António (author)
Formato: article
Idioma:eng
Publicado em: 2022
Assuntos:
Granger-Causality
Budget Balances
EU
OECD
Panel Data
Texto completo:http://hdl.handle.net/10400.5/25655
País:Portugal
Oai:oai:www.repository.utl.pt:10400.5/25655

Texto Completo

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

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