Fiscal policy under financial stress: A threshold VAR approach
| Contribuinte(s) |
Nunes, Luís Catela |
|---|---|
| Data(s) |
11/05/2015
11/05/2015
01/05/2014
|
| Resumo |
The purpose of the project is to measure the impact of fiscal policy on the Portuguese GDP and how it may vary according to the state of the financial market. A Threshold VAR model is presented in which the two regimes are found using a financial stress index that divides the economy into a situation of financial stress and financial stability. NSBE - UNL |
| Identificador |
http://hdl.handle.net/10362/14905 201476207 |
| Idioma(s) |
eng |
| Direitos |
openAccess |
| Palavras-Chave | #Threshold VAR #Financial Stress Index (FSI) #Fiscal multipliers #Regime switches |
| Tipo |
masterThesis |
