Signalling fiscal stress in the euro area - a country-specific early warning system
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- Pablo Hernández de Cos & Enrique Moral-Benito & Gerrit B. Koester & Christiane Nickel, 2014. "Signalling fiscal stress in the euro area: A country-specific early warning system," Working Papers 1418, Banco de España;Working Papers Homepage.
References listed on IDEAS
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Citations
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Cited by:
- Dufrénot, Gilles & Gente, Karine & Monsia, Frédia, 2016.
"Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view,"
Journal of International Money and Finance, Elsevier, vol. 67(C), pages 123-146.
- Gilles Dufrénot & Karine Gente & Frédia Monsia, 2016. "Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view," Post-Print hal-01440301, HAL.
- Jiro Honda & Rene Tapsoba & Ismael Issifou, 2018. "When Do We Repair the Roof? Insights from Responses to Fiscal Crisis Early Warning Signals," IMF Working Papers 2018/077, International Monetary Fund.
- Magkonis, Georgios & Tsopanakis, Andreas, 2016. "The financial and fiscal stress interconnectedness: The case of G5 economies," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 62-69.
- Martin Bruns & Tigran Poghosyan, 2018.
"Leading indicators of fiscal distress: evidence from extreme bounds analysis,"
Applied Economics, Taylor & Francis Journals, vol. 50(13), pages 1454-1478, March.
- Martin Bruns & Tigran Poghosyan, 2016. "Leading Indicators of Fiscal Distress; Evidence from the Extreme Bound Analysis," IMF Working Papers 2016/028, International Monetary Fund.
- Csaba Tóth G., 2014. "The Forecasting Capacity of Indicators Measuring Budget Sustainability," Public Finance Quarterly, State Audit Office of Hungary, vol. 59(4), pages 511-528.
- Stéphanie Pamies Sumner & Katia Berti, 2017. "A Complementary Tool to Monitor Fiscal Stress in European Economies," European Economy - Discussion Papers 2015 - 049, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Jarmulska, Barbara, 2020. "Random forest versus logit models: which offers better early warning of fiscal stress?," Working Paper Series 2408, European Central Bank.
- Cláudia Braz & João Amador & Lara Wemans & Maria Manuel Campos & Sharmin Sazedj, 2016. "Public debt sustainability:Methodologies and debates in European institutions," Working Papers o201601, Banco de Portugal, Economics and Research Department.
- Michele Lanotte & Giacomo Manzelli & Anna Maria Rinaldi & Marco Taboga & Pietro Tommasino, 2016. "Easier said than done? Reforming the prudential treatment of banks’ sovereign exposures," Questioni di Economia e Finanza (Occasional Papers) 326, Bank of Italy, Economic Research and International Relations Area.
- Tóth G., Csaba, 2017. "A nemzeti költségvetési szabályok elterjedése és hatása Európában [The spread of national fiscal rules and their effect in Europe]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1119-1147.
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More about this item
Keywords
debt management; deficit surplus; fiscal policy; general outlook and conditions; international lending and debt problems; sovereign debt; studies of particular policy episodes;All these keywords.
JEL classification:
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy
- E65 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Studies of Particular Policy Episodes
- E66 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General Outlook and Conditions
- H62 - Public Economics - - National Budget, Deficit, and Debt - - - Deficit; Surplus
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2014-12-19 (European Economics)
- NEP-MAC-2014-12-19 (Macroeconomics)
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