Fiscal developments and financial stress: a threshold VAR analysis

We use a threshold VAR analysis to study the linkages between changes in the debt ratio, economic activity and financial stress within different financial regimes. We use quarterly data for the US, the UK, Germany and Italy, for the period 1980:4– 2014:1, encompassing macro, fiscal and financial var...

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Bibliographic Details
Main Author: Afonso, António (author)
Other Authors: Baxa, Jaromír (author), Slavík, Micha (author)
Format: article
Language:eng
Published: 2022
Subjects:
Fiscal Policy
Financial Markets
Threshold VAR
Online Access:http://hdl.handle.net/10400.5/25521
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/25521

Internet

http://hdl.handle.net/10400.5/25521

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