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~isPartOf:"Applied economics"
~isPartOf:"CESifo Working Paper Series"
~person:"Afonso, António"
~person:"Beetsma, Roel"
~subject:"Cointegration"
~subject:"Public debt"
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Cointegration
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Afonso, António
Beetsma, Roel
Caporale, Guglielmo Maria
4
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3
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Applied economics
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ECONIS (ZBW)
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Short- and long-run behaviour of long-term sovereign bond yields
Afonso, António
;
Rault, Christophe
- In:
Applied economics
47
(
2015
)
37/39
,
pp. 3971-3993
Persistent link: https://www.econbiz.de/10011294673
Saved in:
2
‘Whatever It Takes’ to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects
Afonso, António
-
2017
This paper investigates the role of unconventional monetary policy as a source of time-variation in the relationship between sovereign bond yield spreads and their fundamental determinants. Our results provide evidence of a new bond-pricing regime following the announcement of the Outright...
Persistent link: https://www.econbiz.de/10012943161
Saved in:
3
3-Step Analysis of Public Finances Sustainability : The Case of the European Union
Afonso, António
-
2008
We use a 3-step analysis to assess the sustainability of public finances in the
EU
27. Firstly, we perform the SURADF … and revenues via SUR analysis. While results imply that public finances were not unsustainable for the
EU
panel, fiscal …
Persistent link: https://www.econbiz.de/10012770443
Saved in:
4
The elusive character of fiscal sustainability
Afonso, António
;
Jalles, João Tovar
- In:
Applied economics
48
(
2016
)
28/30
,
pp. 2651-2664
Persistent link: https://www.econbiz.de/10011594285
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