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On the time-varying nature of the debt-growth nexus: evidence from the euro area

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  • Marta Gómez-Puig
  • Simón Sosvilla-Rivero

Abstract

This article uses the DCC-generalized autoregressive conditional heteroskedasticity model to investigate the existence of time-varying correlations between public debt and economic growth. To that end, we use annual data from both central and peripheral countries of the euro area for the period 1961–2015. The results suggest that the relationships between these variables are time-varying and that in some countries and for some periods, there is a positive association between them.

Suggested Citation

  • Marta Gómez-Puig & Simón Sosvilla-Rivero, 2018. "On the time-varying nature of the debt-growth nexus: evidence from the euro area," Applied Economics Letters, Taylor & Francis Journals, vol. 25(9), pages 597-600, May.
    • Handle: RePEc:taf:apeclt:v:25:y:2018:i:9:p:597-600
    DOI: 10.1080/13504851.2017.1349284
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    Cited by:

    1. Chowdhury, Mohammad Ashraful Ferdous & Prince, Ehsanur Rauf & Shoyeb, Mohammad & Abdullah, Mohammad, 2024. "The threshold effect of institutional quality on sovereign debt and economic stability," Journal of Policy Modeling, Elsevier, vol. 46(1), pages 39-59.
    2. Abdul Jalil, 2020. "Debt Sustainability: Economic Growth is the Panacea," PIDE Knowledge Brief 2020:19, Pakistan Institute of Development Economics.

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