Long-term interest rates and expected future budget deficits: evidence from the term structure
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DOI: 10.1080/13504850601018544
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References listed on IDEAS
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- Antonio Afonso, 2010.
"Long-term government bond yields and economic forecasts: evidence for the EU,"
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- António Afonso, 2009. "Long-term Government Bond Yields and Economic Forecasts: Evidence for the EU," Working Papers Department of Economics 2009/38, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Fazlioglu, S., 2013. "Determinants of sovereign debt yield spreads under EMU: Pairwise approach," Research Memorandum 007, Maastricht University, Graduate School of Business and Economics (GSBE).
- L. Marattin & P. Paesani & S. Salotti, 2011.
"Fiscal shocks, public debt, and long-term interest rate dynamics,"
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- Marattin, Luigi & Paesani, Paolo & Salotti, Simone, 2011. "Fiscal shocks, public debt, and long-term interest rate dynamics," Working Papers 14/2011, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
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- Christoph A. Schaltegger & Martin Weder, 2010. "Fiscal Adjustment and the Costs of Public Debt Service: Evidence from OECD Countries," CREMA Working Paper Series 2010-08, Center for Research in Economics, Management and the Arts (CREMA).
- Lena Malešević-Perović, 2016. "Government Debt-Interest Rate Nexus in G7 Countries over a Long Horizon," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(5), pages 603-625, December.
- Bernoth, Kerstin & von Hagen, Jürgen & Schuknecht, Ludger, 2012.
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- Bernoth, Kerstin & Hagen, Jürgen von & Schuknecht, Ludger, 2006. "Sovereign Risk Premiums in the European Government Bond Market," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 151, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Piotr Ciżkowicz & Grzegorz Parosa & Andrzej Rzońca, 2022. "Fiscal tensions and risk premium," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(3), pages 833-896, August.
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Applied Economics, Taylor & Francis Journals, vol. 47(37), pages 3971-3993, August.
- António Afonso & Christophe Rault, 2010. "Short and Long-run Behaviour of Long-term Sovereign Bond Yields," Working Papers Department of Economics 2010/19, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- António Afonso & Christophe Rault, 2010. "Short and Long-run Behaviour of Long-term Sovereign Bond Yields," CESifo Working Paper Series 3249, CESifo.
- Tuan Van Nguyen, 2013. "Do Budget Deficits Affect Real Interest Rates? A Test of Ricardian Equivalence Theorem," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 5(5), pages 86-102, October.
- António Afonso & Frederico Silva Leal, 2017. "Sovereign yield spreads in the EMU: crisis and structural determinants," Working Papers Department of Economics 2017/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Cecilia CIOCÎRLAN & Bianca Roxana SALAGEANU (ȘOLDAN) & Andreea STANCEA & Victor CIUCIUC, 2024. "Macroeconomic Prospects for Public Finance Management Sustainability: An Econometric Approach for Debt in Central and Eastern European Countries," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 5(6), pages 54-67, June.
- Jocelyn Boussard & Francisco de Castro & Matteo Salto, 2012.
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- Jocelyn Boussard & Francisco de Castro & Matteo Salto, 2013. "Fiscal Multipliers and Public Debt Dynamics in Consolidations," Post-Print hal-02353150, HAL.
- Malešević Perović, Lena, 2015. "The impact of fiscal positions on government bond yields in CEE countries," Economic Systems, Elsevier, vol. 39(2), pages 301-316.
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