Fiscal policy under financial stress: a threshold VaR approach
Gomes Da Silva Joia, Filipa (A.A. 2013/2014) Fiscal policy under financial stress: a threshold VaR approach. Tesi di Laurea in Econometric theory, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 55. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Literature review. Fiscal policy in Portugal. Financial stress index. Structural VaR model. Threshold VaR model. Structural VaR Vs. threshold VaR. Public debt dynamics.
References
Bibliografia: pp. 47-55.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Econometric theory |
| Thesis Supervisor: | Ragusa, Giuseppe |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2013/2014 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 08 Jan 2015 13:33 |
| Last Modified: | 11 Dec 2017 13:20 |
| URI: | https://tesi.luiss.it/id/eprint/13196 |
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