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~isPartOf:"CESifo Working Paper Series"
~person:"Afonso, António"
~subject:"Estimation"
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Search: ("Economic growth" OR "EMU" OR "EU" OR "Growth") AND NOT isPartOf:Intereconomics
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Estimation
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Afonso, António
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Spend-and-Tax : A Panel Data Investigation for the
EU
Afonso, António
-
2009
Finland and the UK, and for several
EU
New Member States. Moreover, in the run-up to
EMU
there was some shifting away from a …, we study the causality between government spending and revenue for the
EU
in the period 1960-2006. We find spend …
Persistent link: https://www.econbiz.de/10013158140
Saved in:
2
‘Whatever It Takes’ to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects
Afonso, António
-
2017
This paper investigates the role of unconventional monetary policy as a source of time-variation in the relationship between sovereign bond yield spreads and their fundamental determinants. Our results provide evidence of a new bond-pricing regime following the announcement of the Outright...
Persistent link: https://www.econbiz.de/10012943161
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3
Short and Long-Run Behaviour of Long-Term Sovereign Bond Yields
Afonso, António
-
2010
This study assesses the short and long-run behaviour of long-term sovereign bond yields in OECD countries, for the period 1973-2008. We employ a dynamic panel approach to reflect financial and economic integration, and to increase the performance and accuracy of the tests. Given the existence of...
Persistent link: https://www.econbiz.de/10013135912
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