Estimating prudent budgetary margins for 11 EU countries: a simulated SVAR model approach
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Paris
OECD
1999
|
| Schriftenreihe: | Organisation for Economic Co-operation and Development: OECD working papers
7,44 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 45 S. graph. Darst. |
Internformat
MARC
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| 245 | 1 | 0 | |a Estimating prudent budgetary margins for 11 EU countries |b a simulated SVAR model approach |c by Thomas Dalsgaard and Alain de Serres |
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| 650 | 4 | |a Budget deficits |z European Union countries |x Econometric models | |
| 650 | 4 | |a Debts, Public |z European Union countries |x Econometric models | |
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Datensatz im Suchindex
| _version_ | 1804127328355221504 |
|---|---|
| adam_text | ECO/WKP(99)8
TABLE OF CONTENTS
1. Introduction 5
2. Literature overview 6
3. Methodology 7
3.1 Methodology of the structural VAR models 8
3.2 Methodology to derive prudent budgetary margins., 10
4. Choice of variables and main results from the VAR estimates 11
5. Results of the stochastic simulations 13
6. Sensitivity analysis 16
7. Conclusion 17
Bibliography 43
Tables
1. Sensitivity of fiscal deficits to changes in output gaps
2. Model overview
3. Official budgetary targets according to Stability or Convergence Programmes
4. Sensitivity of results to private demand
5. Sensitivity of results to lag length
¦ 3
ECO/WKP(99)8
Figures
1. Illustration of simulations
2. Impulse response functions: Germany
3. Impulse response functions: France
4. Impulse response functions: Italy
5. Impulse response functions: United Kingdom
6. Impulse response functions: Netherlands
7. Impulse response functions: Austria
8. Impulse response functions: Denmark
9. Impulse response functions: Finland
10. Impulse response functions: Spain
11. Impulse response functions: Belgium
12. Impulse response functions: Sweden
13. Cyclically adjusted balance required to avoid breaking 3 per cent deficit
with different levels of confidence
14. Cyclically adjusted government balances required to meet the 3 per cent of GDP deficit criterion
with 90 per cent confidence over different time horizons
15. Likelihood of official budget target to comply with deficit limit
16. Government net lending in per cent of GDP
17. Cyclically adjusted budget balance requirements and volatility in deficits
18. Cyclically adjusted government balances required to meet the 3 per cent of GDP deficit criterion
with 90 per cent confidence over a 3 year horizon
4
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| id | DE-604.BV012668481 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:31:36Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008609180 |
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| physical | 45 S. graph. Darst. |
| publishDate | 1999 |
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| publisher | OECD |
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| series | Organisation for Economic Co-operation and Development: OECD working papers |
| series2 | Organisation for Economic Co-operation and Development / Economics Department : Working papers Organisation for Economic Co-operation and Development: OECD working papers |
| spelling | Dalsgaard, Thomas Verfasser aut Estimating prudent budgetary margins for 11 EU countries a simulated SVAR model approach by Thomas Dalsgaard and Alain de Serres Paris OECD 1999 45 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Organisation for Economic Co-operation and Development / Economics Department : Working papers 216 Organisation for Economic Co-operation and Development: OECD working papers 7,44 Dettes publiques - Pays de l'Organisation de coopération et de développement économiques - Modèles économétriques Déficit budgétaire - Pays de l'Organisation de coopération et de développement économiques - Modèles économétriques Ökonometrisches Modell Budget deficits European Union countries Econometric models Debts, Public European Union countries Econometric models Europäische Union. Mitgliedsstaaten De Serres, Alain Verfasser aut Economics Department Organisation for Economic Co-operation and Development Working papers ; 216 (DE-604)BV008310407 216 Organisation for Economic Co-operation and Development: OECD working papers 7,44 (DE-604)BV010346216 7,44 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008609180&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Dalsgaard, Thomas De Serres, Alain Estimating prudent budgetary margins for 11 EU countries a simulated SVAR model approach Organisation for Economic Co-operation and Development: OECD working papers Dettes publiques - Pays de l'Organisation de coopération et de développement économiques - Modèles économétriques Déficit budgétaire - Pays de l'Organisation de coopération et de développement économiques - Modèles économétriques Ökonometrisches Modell Budget deficits European Union countries Econometric models Debts, Public European Union countries Econometric models |
| title | Estimating prudent budgetary margins for 11 EU countries a simulated SVAR model approach |
| title_auth | Estimating prudent budgetary margins for 11 EU countries a simulated SVAR model approach |
| title_exact_search | Estimating prudent budgetary margins for 11 EU countries a simulated SVAR model approach |
| title_full | Estimating prudent budgetary margins for 11 EU countries a simulated SVAR model approach by Thomas Dalsgaard and Alain de Serres |
| title_fullStr | Estimating prudent budgetary margins for 11 EU countries a simulated SVAR model approach by Thomas Dalsgaard and Alain de Serres |
| title_full_unstemmed | Estimating prudent budgetary margins for 11 EU countries a simulated SVAR model approach by Thomas Dalsgaard and Alain de Serres |
| title_short | Estimating prudent budgetary margins for 11 EU countries |
| title_sort | estimating prudent budgetary margins for 11 eu countries a simulated svar model approach |
| title_sub | a simulated SVAR model approach |
| topic | Dettes publiques - Pays de l'Organisation de coopération et de développement économiques - Modèles économétriques Déficit budgétaire - Pays de l'Organisation de coopération et de développement économiques - Modèles économétriques Ökonometrisches Modell Budget deficits European Union countries Econometric models Debts, Public European Union countries Econometric models |
| topic_facet | Dettes publiques - Pays de l'Organisation de coopération et de développement économiques - Modèles économétriques Déficit budgétaire - Pays de l'Organisation de coopération et de développement économiques - Modèles économétriques Ökonometrisches Modell Budget deficits European Union countries Econometric models Debts, Public European Union countries Econometric models Europäische Union. Mitgliedsstaaten |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008609180&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV008310407 (DE-604)BV010346216 |
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