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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, 2014. "This Time is Different: A Panoramic View of Eight Centuries of Financial Crises," Annals of Economics and Finance, Society for AEF, vol. 15(2), pages 215-268, November.
    2. 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.
    3. 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.
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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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