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Ricardian equivalence, twin deficits, and the Feldstein-Horioka puzzle in Egypt

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Marinheiro, Carlos Fonseca

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Abstract

Egypt has presented important budget imbalances. This paper tries to evaluate whether Egypt's public deficit has had any impact on current account imbalances, examining the validity of the twin-deficit hypothesis for Egypt. We conclude for the presence of a (weak) long-run relationship between the budget deficit and the current account deficit. Yet, we reject the twin-deficit hypothesis: we found evidence in favour of a reverse Granger-causality running from the external deficit to the budget deficit. Further, we conclude against the validity of full Ricardian equivalence in Egypt and present evidence in favour of a high degree of capital mobility.

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File URL: http://www.sciencedirect.com/science/article/B6V82-4RDR17G-1/2/270f92206d0ac19b5b19d513bc6757fc
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Publisher Info
Article provided by Elsevier in its journal Journal of Policy Modeling.

Volume (Year): 30 (2008)
Issue (Month): 6 ()
Pages: 1041-1056
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Handle: RePEc:eee:jpolmo:v:30:y:2008:i:6:p:1041-1056

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Web page: http://www.elsevier.com/locate/inca/505735

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Related research
Keywords: Twin deficits Current account deficit Feldstein-Horioka puzzle Egypt Fiscal policy;

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