A bootstrap panel Granger causality analysis of government revenues and expenditures in the PIIGS countries

Mihai Mutascu 1, *
Abstract : The paper investigates the government revenues-expenditures nexus in the case of Portugal, Ireland, Italy, Greece and Spain (PIIGS). The analysis covers the period 1988-2014 and follows the bootstrap panel Granger causality proposed by Kónya (2006). The findings show that there is a one-way causality in case of Greece and Italy, from government revenues to spending. The same unidirectional causality is also registered for Portugal, but it runs from public expenditure to revenues. There is no Granger causality for Ireland and Spain.
Type de document :
Pré-publication, Document de travail
2015
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https://halshs.archives-ouvertes.fr/halshs-01111809
Contributeur : Mihai Mutascu <>
Soumis le : samedi 31 janvier 2015 - 13:17:13
Dernière modification le : mardi 19 février 2019 - 13:24:21
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  • HAL Id : halshs-01111809, version 1

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Mihai Mutascu. A bootstrap panel Granger causality analysis of government revenues and expenditures in the PIIGS countries. 2015. 〈halshs-01111809〉

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