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Twin deficits through the looking Glass : time-varying analysis in the Euro Area

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Resumo:Using two measures of the fiscal position, the cyclically adjusted primary budget balance (CAPB) and the total budget balance, we assess the Twin Deficit Hypothesis for the Euro Area in the period 1995-2020. Furthermore, we estimate time-varying coefficients of the current account balance responses to changes in the CAPB and in the government balance and we identify the determinants of these responses. The CAPB and the government balance, in addition to being determinants of the current account balance, are also determinants of the time- varying responses of the current account balance. The levels of government balance, current account balance and public debt, as a percentage of GDP, and the temporal period (before and after 2010) also influence these responses.
Autores principais:Afonso, António
Outros Autores:Coelho, José Carlos
Assunto:CAPB government balance current account balance time-varying coefficients Eurozone panel data
Ano:2022
País:Portugal
Tipo de documento:working paper
Tipo de acesso:acesso aberto
Instituição associada:Universidade de Lisboa
Idioma:inglês
Origem:Repositório da Universidade de Lisboa
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author Afonso, António
author2 Coelho, José Carlos
author2_role author
author_facet Afonso, António
Afonso, António
Coelho, José Carlos
Coelho, José Carlos
author_role author
contributor_name_str_mv Repositório Científico de Acesso Aberto da ULisboa
country_str PT
creators_json_str [{\"Person.name\":\"Afonso, António\"},{\"Person.name\":\"Coelho, José Carlos\"}]
datacite.contributors.contributor.contributorName.fl_str_mv Repositório Científico de Acesso Aberto da ULisboa
datacite.creators.creator.creatorName.fl_str_mv Afonso, António
Coelho, José Carlos
datacite.date.Accepted.fl_str_mv 2022-01-01T00:00:00Z
datacite.date.available.fl_str_mv 2022-02-02T18:26:19Z
datacite.date.embargoed.fl_str_mv 2022-02-02T18:26:19Z
datacite.rights.fl_str_mv http://purl.org/coar/access_right/c_abf2
datacite.subjects.subject.fl_str_mv CAPB
government balance
current account balance
time-varying coefficients
Eurozone
panel data
datacite.titles.title.fl_str_mv Twin deficits through the looking Glass : time-varying analysis in the Euro Area
dc.contributor.none.fl_str_mv Repositório Científico de Acesso Aberto da ULisboa
dc.creator.none.fl_str_mv Afonso, António
Coelho, José Carlos
dc.date.Accepted.fl_str_mv 2022-01-01T00:00:00Z
dc.date.available.fl_str_mv 2022-02-02T18:26:19Z
dc.date.embargoed.fl_str_mv 2022-02-02T18:26:19Z
dc.format.none.fl_str_mv application/pdf
dc.identifier.none.fl_str_mv http://hdl.handle.net/10400.5/23360
dc.language.none.fl_str_mv eng
dc.publisher.none.fl_str_mv ISEG - REM – Research in Economics and Mathematics
dc.rights.none.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.subject.none.fl_str_mv CAPB
government balance
current account balance
time-varying coefficients
Eurozone
panel data
dc.title.fl_str_mv Twin deficits through the looking Glass : time-varying analysis in the Euro Area
dc.type.none.fl_str_mv http://purl.org/coar/resource_type/c_8042
description Using two measures of the fiscal position, the cyclically adjusted primary budget balance (CAPB) and the total budget balance, we assess the Twin Deficit Hypothesis for the Euro Area in the period 1995-2020. Furthermore, we estimate time-varying coefficients of the current account balance responses to changes in the CAPB and in the government balance and we identify the determinants of these responses. The CAPB and the government balance, in addition to being determinants of the current account balance, are also determinants of the time- varying responses of the current account balance. The levels of government balance, current account balance and public debt, as a percentage of GDP, and the temporal period (before and after 2010) also influence these responses.
dirty 0
eu_rights_str_mv openAccess
format workingPaper
fulltext.url.fl_str_mv https://repositorio.ulisboa.pt/bitstreams/3eb2348b-1a92-4810-a8b9-8c684978d806/download
funding.funder.alternateName_str_mv FCT
funding.funder.identifier_str_mv http://doi.org/10.13039/501100001871
funding.funder.name_str_mv Fundação para a Ciência e a Tecnologia
funding.name_str_mv 6817 - DCRRNI ID
id ul_3fb018dbbfea4e14f4cd8142a234bfc5
identifier.url.fl_str_mv http://hdl.handle.net/10400.5/23360
instacron_str ul
institution Universidade de Lisboa
instname_str Universidade de Lisboa
language eng
network_acronym_str ul
network_name_str Repositório da Universidade de Lisboa
oai_identifier_str oai:repositorio.ulisboa.pt:10400.5/23360
organization_str_mv urn:organizationAcronym:ul
person_str_mv Afonso, António
Coelho, José Carlos
publishDate 2022
publisher.none.fl_str_mv ISEG - REM – Research in Economics and Mathematics
reponame_str Repositório da Universidade de Lisboa
repository_id_str urn:repositoryAcronym:ul
service_str_mv urn:repositoryAcronym:ul
spelling engISEG - REM – Research in Economics and Mathematicspt_PTUsing two measures of the fiscal position, the cyclically adjusted primary budget balance (CAPB) and the total budget balance, we assess the Twin Deficit Hypothesis for the Euro Area in the period 1995-2020. Furthermore, we estimate time-varying coefficients of the current account balance responses to changes in the CAPB and in the government balance and we identify the determinants of these responses. The CAPB and the government balance, in addition to being determinants of the current account balance, are also determinants of the time- varying responses of the current account balance. The levels of government balance, current account balance and public debt, as a percentage of GDP, and the temporal period (before and after 2010) also influence these responses.application/pdfpt_PTTwin deficits through the looking Glass : time-varying analysis in the Euro AreaAfonso, AntónioCoelho, José CarlosHostingInstitutionOrganizationalRepositório Científico de Acesso Aberto da ULisboae-mailmailto:repositorio@reitoria.ulisboa.ptrepositorio@reitoria.ulisboa.ptISSNIsPartOf2184-108X2022-02-02T18:26:19Z2022-012022-01-01T00:00:00ZHandlehttp://hdl.handle.net/10400.5/23360http://purl.org/coar/access_right/c_abf2open accessCAPBgovernment balancecurrent account balancetime-varying coefficientsEurozonepanel data1612141 bytesFundação para a Ciência e a TecnologiaResearch in Economics and Mathematics6817 - DCRRNI IDCrossref Funder IDhttp://doi.org/10.13039/501100001871other research producthttp://purl.org/coar/resource_type/c_8042working paperhttp://purl.org/coar/access_right/c_abf2application/pdffulltexthttps://repositorio.ulisboa.pt/bitstreams/3eb2348b-1a92-4810-a8b9-8c684978d806/download
spellingShingle Twin deficits through the looking Glass : time-varying analysis in the Euro Area
Twin deficits through the looking Glass : time-varying analysis in the Euro Area
Afonso, António
CAPB
government balance
current account balance
time-varying coefficients
Eurozone
panel data
Afonso, António
CAPB
government balance
current account balance
time-varying coefficients
Eurozone
panel data
status SINGLETON
subject.fl_str_mv CAPB
government balance
current account balance
time-varying coefficients
Eurozone
panel data
title Twin deficits through the looking Glass : time-varying analysis in the Euro Area
title_full Twin deficits through the looking Glass : time-varying analysis in the Euro Area
title_fullStr Twin deficits through the looking Glass : time-varying analysis in the Euro Area
Twin deficits through the looking Glass : time-varying analysis in the Euro Area
title_full_unstemmed Twin deficits through the looking Glass : time-varying analysis in the Euro Area
Twin deficits through the looking Glass : time-varying analysis in the Euro Area
title_short Twin deficits through the looking Glass : time-varying analysis in the Euro Area
title_sort Twin deficits through the looking Glass : time-varying analysis in the Euro Area
topic CAPB
government balance
current account balance
time-varying coefficients
Eurozone
panel data
topic_facet CAPB
government balance
current account balance
time-varying coefficients
Eurozone
panel data
url http://hdl.handle.net/10400.5/23360
visible 1