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...

ver descrição completa

Detalhes bibliográficos
Autor principal: Afonso, António (author)
Outros Autores: Rault, Christophe (author)
Formato: workingPaper
Idioma:eng
Publicado em: 2010
Assuntos:
Panel Causality Tests
Budget Deficit
External Imbalance
Real Exchange Rates
EU
OECD
Texto completo:http://hdl.handle.net/10400.5/2533
País:Portugal
Oai:oai:www.repository.utl.pt:10400.5/2533

Texto Completo

http://hdl.handle.net/10400.5/2533

Registos relacionados