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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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2022
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.5/25521 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/25521 |