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Növekedés, deficit és adósság - fenntartható keretben
[Growth, deficit and debt - in a sustainable framework]

Author

Listed:
  • Ábel, István
  • Kóbor, Ádám

Abstract

A bruttó névértékes konszolidált államháztartás, azaz a maastrichti definíció szerinti adósság alakulását elemezzük a hagyományos tényezőkre bontás módszerének és egy egyszerű vektor-autoregresszív (VAR) modell kombinálásával. Az egyes tényezők adósságra gyakorolt hatásainak szórásjellemzői támpontot adnak az adósság fenntarthatóságának valószínűségi alapú vizsgálatához. Elemzésünkben a 90 százalékos valószínűséggel nem kizárható események, sokkok adósságpálya alakulására gyakorolt hatásait értékeljük.* Journal of Economics Literatrure (JEL) kód: C32, E66, H68.

Suggested Citation

  • Ábel, István & Kóbor, Ádám, 2011. "Növekedés, deficit és adósság - fenntartható keretben [Growth, deficit and debt - in a sustainable framework]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 511-528.
    • Handle: RePEc:ksa:szemle:1246
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    References listed on IDEAS

    as
    1. Carmen M. Reinhart & Kenneth S. Rogoff, 2009. "Varieties of Crises and Their Dates," Introductory Chapters, in: This Time Is Different: Eight Centuries of Financial Folly, Princeton University Press.
    2. Roberto Rigobon & Marcio Garcia, 2004. "A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an application to Brazilian data," Econometric Society 2004 Latin American Meetings 24, Econometric Society.
    3. repec:rnp:ecopol:09111 is not listed on IDEAS
    4. Marcio Garcia & Roberto Rigobon, 2004. "A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data," NBER Working Papers 10336, National Bureau of Economic Research, Inc.
    5. Evan Tanner & Issouf Samake, 2008. "Probabilistic Sustainability of Public Debt: A Vector Autoregression Approach for Brazil, Mexico, and Turkey," IMF Staff Papers, Palgrave Macmillan, vol. 55(1), pages 149-182, April.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E66 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General Outlook and Conditions
    • H68 - Public Economics - - National Budget, Deficit, and Debt - - - Forecasts of Budgets, Deficits, and Debt

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