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Public Debt Determinants: A Time-Varying Analysis of Core and Peripheral Euro Area Countries

Author

Listed:
  • Di Serio, Mario

    (CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy)

Abstract

This study employs a Bayesian Interacted Panel VAR model to estimate time-varying Generalized Forecast Error Variance Decomposition, analyzing how key determinants affect debt in Core and Peripheral Euro Area countries. Results highlight varying effects of determinants across periods and subgroups.

Suggested Citation

  • Di Serio, Mario, 2024. "Public Debt Determinants: A Time-Varying Analysis of Core and Peripheral Euro Area Countries," CELPE Discussion Papers 167, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy.
    • Handle: RePEc:sal:celpdp:0167
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    More about this item

    Keywords

    Euro Area Public Debt; Public Debt Determinants; time-varying Generalized Forecast Error Variance Decomposition; Bayesian Interacted Panel VAR model;
    All these keywords.

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
    • H60 - Public Economics - - National Budget, Deficit, and Debt - - - General

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