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

Mario Di Serio ()
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Mario Di Serio: CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, Postal: via Giovanni Paolo II, 132, 84084 - Fisciano (SA), ITALY

No 167, CELPE Discussion Papers from 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.

Keywords: Euro Area Public Debt; Public Debt Determinants; time-varying Generalized Forecast Error Variance Decomposition; Bayesian Interacted Panel VAR model (search for similar items in EconPapers)
JEL-codes: C11 C30 H60 (search for similar items in EconPapers)
Pages: 18 pages
Date: 2024-07-19
New Economics Papers: this item is included in nep-eec
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