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http://hdl.handle.net/10362/167763| Título: | Public debt sustainability: a stochastic analysis of Portugal in a post Covid Europe |
| Autor: | Lacasta, Martinho Canto Moniz Duarte |
| Orientador: | Franco, Francesco |
| Palavras-chave: | Stochastic debt sustainability analysis Uncertainty Inflation surprise Debt-to-Gdp ratio Short term interest rate Long term interest rate Implicit interest rate |
| Data de Defesa: | 20-Jan-2023 |
| Resumo: | We 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. |
| URI: | http://hdl.handle.net/10362/167763 |
| Designação: | A 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 Economic |
| Aparece nas colecções: | NSBE: Nova SBE - MA Dissertations |
Ficheiros deste registo:
| Ficheiro | Descrição | Tamanho | Formato | |
|---|---|---|---|---|
| 14928_Martinho_Canto_Moniz_Duarte_Lacasta_Public_Debt_Sustainability_A_stochastic_analysis_of_Portugal_in_a_post_Covid_Europe_614542102.pdf | 523,23 kB | Adobe PDF | Ver/Abrir |
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