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Fiscal policy, interest rates and risk premia in open economy
Dell'Erba, Salvatore; Sola, Sergio - 2011
Factor Augmented Panel (FAP) to control for the presence of common unobservable factors. We construct a real-time dataset of … macroeconomic and fiscal variables for a panel of OECD countries for the period 1989-2009. We find that two global factors - the …
Persistent link: https://www.econbiz.de/10009712482
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Government borrowing cost and balance sheets : do assets matter?
Peppel-Srebrny, Jemima - 2018
Persistent link: https://www.econbiz.de/10011937522
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Do fiscal policy news shocks affect JGB yield? : evidence from COVID-19
Hattori, Takahiro; Katano, Motoki - 2020
Persistent link: https://www.econbiz.de/10013383750
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Fiscal sustainability, fiscal reactions, pitfalls and determinants
Afonso, António; Coelho, José Carlos - 2022
conclude for the existence of panel cointegration between government revenues and expenditures; primary government balance and …
Persistent link: https://www.econbiz.de/10013162289
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Public debt and low interest rates : evidence from the case of Morocco
Eddassi, Hassane - In: Financial markets, institutions and risks : FMIR 4 (2020) 2, pp. 98-107
Persistent link: https://www.econbiz.de/10012295414
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Fiscal Positions and Government Bond Yields in OECD Countries
Gruber, Joseph W. - 2011
projections of fiscal positions from the OECD's Economic Outlook. In a panel regression over the period from 1988 to 2007, we find …
Persistent link: https://www.econbiz.de/10013129156
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Not all government budget deficits are created equal : evidence from advanced economies' sovereign bond markets
Peppel-Srebrny, Jemima - In: Journal of international money and finance 118 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013164582
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Determinants of OECD countries’ sovereign yields : safe havens, purgatory, and the damned
Bortoli, Clément; Harreau, Louis; Pouvelle, Cyril - 2014
Persistent link: https://www.econbiz.de/10010438919
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Fiscal composition and long-term growth
Afonso, António; Jalles, João Tovar - In: Applied economics 46 (2014) 1/3, pp. 349-358
Persistent link: https://www.econbiz.de/10010355285
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Fiscal discipline and the cost of public debt service : some estimates for OECD countries
Ardagna, Silvia; Caselli, Francesco; Lane, Timothy D. - In: The B.E. journal of macroeconomics 7 (2007) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10009615995