Utilize este identificador para referenciar este registo: http://hdl.handle.net/10362/14905
Título: Fiscal policy under financial stress: A threshold VAR approach
Autor: Jóia, Filipa Gomes da Silva
Orientador: Nunes, Luís Catela
Palavras-chave: Threshold VAR
Financial Stress Index (FSI)
Fiscal multipliers
Regime switches
Data de Defesa: Mai-2014
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.
URI: http://hdl.handle.net/10362/14905
Designação: A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics
Aparece nas colecções:NSBE: Nova SBE - MA Dissertations

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