Examining the impacts of macroeconomic outcomes on Philippine public debt: An SVAR approach

• المؤلف الرئيسي: Vasquez, Rogie Ann P.
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2018
• الموضوعات: Debts, Public—Philippines; Fiscal policy—Philippines; Philippines—Economic policy
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_masteral/6512; https://animorepository.dlsu.edu.ph/context/etd_masteral/article/13537/viewcontent/Vasquez__Rogie_Ann_P.__Final_MS_Economics_Thesis___Vasquez__Rogie_Ann2.pdf

We study how macroeconomic outcomes, such as inflation, growth, austerity, exchange rate, and interest rate affect public debt dynamics in the Philippines by introducing structural shocks using a structural vector autoregressive (SVAR) model. This paper uses post-­‐1994 quarterly data and incorporat...