Fiscal developments and financial stress: a threshold VAR analysis
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- António Afonso & Jaromír Baxa & Michal Slavík, 2018. "Fiscal developments and financial stress: a threshold VAR analysis," Empirical Economics, Springer, vol. 54(2), pages 395-423, March.
- António Afonso & Jaromír Baxa & Michal Slavík, 2011. "Fiscal developments and financial stress: a threshold VAR analysis," Working Papers IES 2011/16, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2011.
- António Afonso & Jaromír Baxa & Michal Slavík, 2011. "Fiscal developments and financial stress: a threshold VAR analysis," Working Papers Department of Economics 2011/11, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
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More about this item
Keywords
financial markets; fiscal policy; threshold VAR;All these keywords.
JEL classification:
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- H60 - Public Economics - - National Budget, Deficit, and Debt - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2011-04-16 (Central Banking)
- NEP-EEC-2011-04-16 (European Economics)
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