Debt uncertainty and economic growth: evidence from five highly indebted Eurozone countries

Nicholas Apergis, Arusha Cooray

    Research output: Contribution to journalArticlepeer-review

    3 Citations (Scopus)

    Abstract

    The goal of this study is to examine the relationships between economic growth and debt uncertainty by applying the threshold generalized autoregressive conditional heteroscedasticity modelling methodology in five Eurozone countries spanning the period 2001–2013. The results document that during the European fiscal crisis period, debt uncertainty exerts a significant negative effect on economic growth across all five Eurozone countries that experienced the deterioration of their fiscal positions.
    Original languageEnglish
    Pages (from-to)171-174
    JournalApplied Economics Letters
    Volume23
    Issue number3
    Early online date3 Aug 2015
    DOIs
    Publication statusPublished - 11 Feb 2016

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