Debt uncertainty and economic growth: evidence from five highly indebted Eurozone countries

Nicholas Apergis () and Arusha Cooray

Applied Economics Letters, 2016, vol. 23, issue 3, 171-174

Abstract: The goal of this study is to examine the relationships between economic growth and debt uncertainty by applying the threshold generalized autoregressive conditional heteroscedasticity modelling methodology in five Eurozone countries spanning the period 2001-2013. The results document that during the European fiscal crisis period, debt uncertainty exerts a significant negative effect on economic growth across all five Eurozone countries that experienced the deterioration of their fiscal positions.

Date: 2016
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1080/13504851.2015.1061638 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:23:y:2016:i:3:p:171-174

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAEL20

DOI: 10.1080/13504851.2015.1061638

Access Statistics for this article

Applied Economics Letters is currently edited by Anita Phillips

More articles in Applied Economics Letters from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().