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.


Literature review. Fiscal policy in Portugal. Financial stress index. Structural VaR model. Threshold VaR model. Structural VaR Vs. threshold VaR. Public debt dynamics.


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


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