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Dating EU15 monthly business cycle jointly using GDP and IPI
Billio, Monica; Caporin, Massimiliano; Cazzavillan, Guido - 2007
This paper aims at the production of a chronology for the EU15 business cycle by comparing parametric and non … series for the EU15 Gross Domestic Product (GDP) and the EU15 Industrial Production Index (IPI) from 1970 to 2003. The … monthly IPI and the quarterly GDP at the EU15 level have been reconstructed starting from the available national series. The …
Persistent link: https://www.econbiz.de/10003912122
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Measuring sovereign contagion in Europe
Caporin, Massimiliano; Pelizzon, Loriana; Ravazzolo, … - 2015
This paper analyzes sovereign risk shift-contagion, i.e. positive and significant changes in the propagation mechanisms, using bond yield spreads for the major eurozone countries. By emphasizing the use of two econometric approaches based on quantile regressions (standard quantile regression and...
Persistent link: https://www.econbiz.de/10010527055
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Euro area sovereign debt crisis and debt mutualisation
Afonso, António; Alcântara, Marcelo - 2016
Persistent link: https://www.econbiz.de/10011549292
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Revisiting sovereign bond spreads' determinants in the EMU
Afonso, António; Reis, Manuel - 2016
Persistent link: https://www.econbiz.de/10011549478
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Fiscal sustainability : a panel assessment for advanced economies
Afonso, António; Jalles, João Tovar - 2015
Persistent link: https://www.econbiz.de/10011549828
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Euro area time varying fiscal sustainability
Afonso, António; Jalles, João Tovar - 2015
Persistent link: https://www.econbiz.de/10011549837
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The macro impact of the Portuguese Constitutional Court decisions regarding the budgetary proposals of the Portuguese Budget Law (2012, 2013, 2014)
Afonso, António; Caiado, Jorge; St. Aubyn, Miguel - 2015
Persistent link: https://www.econbiz.de/10011549955
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The monetary transmission mechanism in the Euro Area : has it changed with the EMU? : a VAR approach, with fiscal policy and financial stress considerations
Afonso, António; Silva, António Jorge - 2014
Persistent link: https://www.econbiz.de/10011554780
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Monetary developments and expansionary fiscal consolidations : evidence from the EMU
Afonso, António; Martins, Luís - 2014
Persistent link: https://www.econbiz.de/10011554870
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Interactions between monetary policy and fiscal policy
Afonso, António; Balhote, Raquel - 2014
Persistent link: https://www.econbiz.de/10011554951