Economic growth and fiscal policy under financial stress episodes: an application of the VAR model
Esposito, Claudia (A.A. 2022/2023) Economic growth and fiscal policy under financial stress episodes: an application of the VAR model. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 82. [Master's Degree Thesis]
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Abstract/Index
Literature review: financial stress, economic growth and fiscal policy linkages. Methodology. VAR analysis: the model. The assumptions of VAR model: stability and stationarity. Forecasting. Structural alanlysis. Estimation tenique. Infromation criteria. Data and variables. Economic growyh measure: the real GDP. Fiscal policy measure: the government debt-to-GDP ratio. Financial stress index: the cliffs. Control variables. Empirical analysis and results. Estimation of the VAR model. Empirical analysis. Empirical results. Forecast analysis and the impact of Cpovid-19 and Ukraine-Russia war on the economies.
References
Bibliografia: pp. 70-76.
| 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: | Santucci de Magistris, Paolo |
| Thesis Co-Supervisor: | Morelli, Giacomo |
| Academic Year: | 2022/2023 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 27 Jun 2024 07:42 |
| Last Modified: | 27 Jun 2024 07:42 |
| URI: | https://tesi.luiss.it/id/eprint/39107 |
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