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Browsing ADEMU Working Papers Series by Subject "Panel VAR"

Browsing ADEMU Working Papers Series by Subject "Panel VAR"

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  • Born, Benjamin; Müller, Gernot J.; Pfeifer, Johannes (2016-04-27)
    We investigate if a reduction of government consumption lowers the sovereign default premium. For this purpose we build a new data set for 38 emerging and developed economies. Results vary along three dimensions. First, ...

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