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Stochastic debt simulation using VAR models and a panel fiscal reaction function – results for a selected number of countries

Citations

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Cited by:

  1. Piotr Ciżkowicz & Andrzej Rzońca & Rafał Trzeciakowski, 2015. "Windfall of Low Interest Payments and Fiscal Sustainability in the Euro Area: Analysis through Panel Fiscal Reaction Functions," Kyklos, Wiley Blackwell, vol. 68(4), pages 475-510, November.
  2. Everaert, Gerdie & Jansen, Stijn, 2018. "On the estimation of panel fiscal reaction functions: Heterogeneity or fiscal fatigue?," Economic Modelling, Elsevier, vol. 70(C), pages 87-96.
  3. Beqiraj, Elton & Fedeli, Silvia & Forte, Francesco, 2018. "Public debt sustainability: An empirical study on OECD countries," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 238-248.
  4. Okwoche Princewill U. & Iheonu Chimere O., 2021. "Determinants of fiscal effort in sub-Saharan African countries: Does conflict matter?," Economics and Business Review, Sciendo, vol. 7(2), pages 50-73, June.
  5. Paniagua, Jordi & Sapena, Juan & Tamarit, Cecilio, 2017. "Fiscal sustainability in EMU countries: A continued fiscal commitment?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 85-97.
  6. Ben Hassine Khalladi, Hela, 2019. "Public Debt Sustainability Assessment: A Stochastic Approach for Tunisia," MPRA Paper 93892, University Library of Munich, Germany.
  7. Mahmoud Hachem, 2023. "The Interaction between Policy Mix in Lebanon: Applications of the Nonlinear and Linear ARDL Models," International Journal of Economics and Financial Issues, Econjournals, vol. 13(2), pages 27-45, March.
  8. María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2020. "Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries," Sustainability, MDPI, vol. 12(24), pages 1-20, December.
  9. Westerhout, Ed, 2018. "Paying for the Ageing Crisis : Who, How and When?," Other publications TiSEM 417903d2-6318-4744-891e-1, Tilburg University, School of Economics and Management.
  10. Tore Dubbert, 2022. "Stochastic debt sustainability analysis using time-varying fiscal reaction functions. An agnostic approach to fiscal forecasting," CQE Working Papers 10422, Center for Quantitative Economics (CQE), University of Muenster.
  11. Ali A. Massoud, 2015. "Dealing with the Increasing Public Debt in Egypt," International Journal of Social Science Studies, Redfame publishing, vol. 3(1), pages 17-29, January.
  12. Fournier, Jean-Marc & Fall, Falilou, 2017. "Limits to government debt sustainability in OECD countries," Economic Modelling, Elsevier, vol. 66(C), pages 30-41.
  13. Siniša Mali & Lenka MaliCká, 2023. "Impact of Fiscal Decentralization on Fiscal Stance in EU: Real Deal or Econometric Illusion?," Hacienda Pública Española / Review of Public Economics, IEF, vol. 246(3), pages 71-99, September.
  14. Sakuragawa, Masaya & Sakuragawa, Yukie, 2020. "Government fiscal projection and debt sustainability," Japan and the World Economy, Elsevier, vol. 54(C).
  15. Yu HSING, 2017. "Is more government debt or currency depreciation expansionary? The case of Poland," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(612), A), pages 63-70, Autumn.
  16. Warmedinger, Thomas & Checherita-Westphal, Cristina & Drudi, Francesco & Setzer, Ralph & De Stefani, Roberta & Bouabdallah, Othman & Westphal, Andreas, 2017. "Debt sustainability analysis for euro area sovereigns: a methodological framework," Occasional Paper Series 185, European Central Bank.
  17. Paret, Anne-Charlotte, 2017. "Debt sustainability in emerging market countries: Some policy guidelines from a fan-chart approach," Economic Modelling, Elsevier, vol. 63(C), pages 26-45.
  18. KPEMOUA, Palakiyèm, 2016. "La Dette Exterieure Handicape T’Elle La Croissance Economique Du Togo ? [Is External Debt A Brake On Togo’S Economic Growth?]," MPRA Paper 77403, University Library of Munich, Germany, revised 09 Jan 2017.
  19. Amélie BARBIER-GAUCHARD & Nicolas MAZUY, 2018. "Country-specific fiscal reaction functions: what lessons for EMU ?," Working Papers of BETA 2018-28, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  20. Barbara Annicchiarico & Fabio Di Dio & Stefano Patrì, 2023. "Optimal correction of the public debt and measures of fiscal soundness," Metroeconomica, Wiley Blackwell, vol. 74(1), pages 138-162, February.
  21. Markus Eller & Jarmila Urvová, 2012. "How Sustainable Are Public Debt Levels in Emerging Europe?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 48-79.
  22. Westerhout, Ed, 2022. "30 Years of Generational Accounting : A Critical Review," Discussion Paper 2022-021, Tilburg University, Center for Economic Research.
  23. Westerhout, Ed, 2022. "30 Years of Generational Accounting : A Critical Review," Other publications TiSEM 252a02fe-7374-499e-97c5-0, Tilburg University, School of Economics and Management.
  24. Aura Gabriela SOCOL & Roxana Mirela FERARU, 2017. "The role of fiscal policy in the financial crisis. Challenges and solutions," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(611), S), pages 5-20, Summer.
  25. Adham Jaber, 2022. "Improving the estimates of fiscal space," French Stata Users' Group Meetings 2022 16, Stata Users Group.
  26. Katia Berti & Eugeniu Colesnic & Cyril Desponts & Stephanie Pamies & Etienne Sail, 2016. "Fiscal Reaction Functions for European Union Countries," European Economy - Discussion Papers 028, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  27. Westerhout, Ed, 2018. "Paying for the Ageing Crisis : Who, How and When?," Discussion Paper 2018-001, Tilburg University, Center for Economic Research.
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