Fiscal policy under financial stress: a threshold VAR approach

Detalhes bibliográficos
Autor(a) principal: Jóia, Filipa Gomes da Silva
Data de Publicação: 2014
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/14905
Resumo: The purpose of the project is to measure the impact of fiscal policy on the Portuguese GDP and how it may vary according to the state of the financial market. A Threshold VAR model is presented in which the two regimes are found using a financial stress index that divides the economy into a situation of financial stress and financial stability.
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spelling Fiscal policy under financial stress: a threshold VAR approachThreshold VARFinancial Stress Index (FSI)Fiscal multipliersRegime switchesThe purpose of the project is to measure the impact of fiscal policy on the Portuguese GDP and how it may vary according to the state of the financial market. A Threshold VAR model is presented in which the two regimes are found using a financial stress index that divides the economy into a situation of financial stress and financial stability.NSBE - UNLNunes, Luís CatelaRUNJóia, Filipa Gomes da Silva2015-05-11T08:22:04Z2014-052014-05-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/14905TID:201476207enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T03:50:21Zoai:run.unl.pt:10362/14905Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:22:10.194107Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Fiscal policy under financial stress: a threshold VAR approach
title Fiscal policy under financial stress: a threshold VAR approach
spellingShingle Fiscal policy under financial stress: a threshold VAR approach
Jóia, Filipa Gomes da Silva
Threshold VAR
Financial Stress Index (FSI)
Fiscal multipliers
Regime switches
title_short Fiscal policy under financial stress: a threshold VAR approach
title_full Fiscal policy under financial stress: a threshold VAR approach
title_fullStr Fiscal policy under financial stress: a threshold VAR approach
title_full_unstemmed Fiscal policy under financial stress: a threshold VAR approach
title_sort Fiscal policy under financial stress: a threshold VAR approach
author Jóia, Filipa Gomes da Silva
author_facet Jóia, Filipa Gomes da Silva
author_role author
dc.contributor.none.fl_str_mv Nunes, Luís Catela
RUN
dc.contributor.author.fl_str_mv Jóia, Filipa Gomes da Silva
dc.subject.por.fl_str_mv Threshold VAR
Financial Stress Index (FSI)
Fiscal multipliers
Regime switches
topic Threshold VAR
Financial Stress Index (FSI)
Fiscal multipliers
Regime switches
description The purpose of the project is to measure the impact of fiscal policy on the Portuguese GDP and how it may vary according to the state of the financial market. A Threshold VAR model is presented in which the two regimes are found using a financial stress index that divides the economy into a situation of financial stress and financial stability.
publishDate 2014
dc.date.none.fl_str_mv 2014-05
2014-05-01T00:00:00Z
2015-05-11T08:22:04Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/14905
TID:201476207
url http://hdl.handle.net/10362/14905
identifier_str_mv TID:201476207
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
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