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Public debt sustainability: a stochastic analysis of Portugal in a post Covid Europe

2023-01-20Dissertação de mestrado Acesso aberto
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datacite.subject.fosCiências Sociais::Economia e Gestãopt_PT
dc.contributor.advisorFranco, Francesco
dc.contributor.authorLacasta, Martinho Canto Moniz Duarte
dc.date.accessioned2024-05-24T13:02:18Z
dc.date.available2024-05-24T13:02:18Z
dc.date.issued2023-01-20
dc.date.submitted2022-12-14
dc.description.abstractWe analyze the vulnerability of the Portuguese Public debt medium term sustainability with respect to the main Debt determinants that are outside the government’s control by setting a stochastic environment based on two main sources: European Commission and OECD. The method to generate random socks and consequently generate a probabilistic forecast is based on (Berti 2013), which is particularly suitable for forecasting shocks on the non-fiscal public debt determinants under a no-policy change scenario. Overall little evidence is found to support a potential unsustainable position in a 5-year period.pt_PT
dc.identifier.tid203517369pt_PT
dc.identifier.urihttp://hdl.handle.net/10362/167763
dc.language.isoengpt_PT
dc.relationUID/ECO/00124/2013pt_PT
dc.subjectStochastic debt sustainability analysispt_PT
dc.subjectUncertaintypt_PT
dc.subjectInflation surprisept_PT
dc.subjectDebt-to-Gdp ratiopt_PT
dc.subjectShort term interest ratept_PT
dc.subjectLong term interest ratept_PT
dc.subjectImplicit interest ratept_PT
dc.titlePublic debt sustainability: a stochastic analysis of Portugal in a post Covid Europept_PT
dc.typemaster thesis
dspace.entity.typePublication
rcaap.rightsopenAccesspt_PT
rcaap.typemasterThesispt_PT
thesis.degree.nameA Work Project, presented as part of the requirements for the Award of a Master’s degree in Economics from the Nova School of Business and Economicpt_PT

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