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Government debt in the euro area—Evidence from dynamic factor analysis

✍ Scribed by Huiran Pan; Chun Wang

Book ID
116423237
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
345 KB
Volume
115
Category
Article
ISSN
0165-1765

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## Abstract This paper establishes stylized facts on comovements and heterogeneity of individual euro area countries' output and price developments in the past two decades. For this purpose, a non‐stationary structural dynamic factor model is fitted to a large dataset of euro area macroeconomic var