Series: IMF Working Papers
Author(s): Tigran Poghosyan
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 25 November 2015
Keywords: public debt cycles, credit cycles, asset price cycles, duration analysis, debt, public debt, price, prices, equity, General
We employ a duration model to study determinants of public debt cycles in 57 advanced and emerging economies over the 1960-2014 period, with a particular focus on the impact of financial cycles. The results suggest...