Long-run Determinants of Sovereign Yields

被引：0
|
作者：
Rault, Christophe [1 ]
Afonso, Antonio [2 ]
机构：
[1] Univ Orleans, LEO, Orleans, France
[2] Univ Tecn Lisboa, ECB & ISEG, Lisbon, Portugal
来源：
ECONOMICS BULLETIN | 2011年 / 31卷 / 01期
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
We study sovereign bond yields in OECD countries with a dynamic panel by checking for cross-section dependence; assessing panel cointegration; and estimating panel error-correction models. The results show that markets consider budgetary and external imbalances and inflation as relevant determinants of sovereign yields.
引用
收藏
页码：367 / 374
页数：8
相关论文
共 50 条
  • [31] Long-run determinants of the real exchange rate for MENA countries
    Imed Drine
    Christophe Rault
    International Advances in Economic Research, 2003, 9 (1) : 84 - 84
  • [32] The Long-run Determinants of Consumption in the Euro Area: Is there a Role for Uncertainty?
    Dajcman, Silvo
    EKONOMICKY CASOPIS, 2018, 66 (10): : 969 - 986
  • [33] Long-Run Determinants of Economic Growth: Putterman and Weil Revisited
    Briggeman, Jason
    ECON JOURNAL WATCH, 2022, 19 (01) : 85 - 108
  • [34] The dynamics and determinants of Kuwait's long-run economic growth
    Burney, Nadeem A.
    Mohaddes, Kamiar
    Alawadhi, Ahmad
    Al-Musallam, Marwa
    ECONOMIC MODELLING, 2018, 71 : 289 - 304
  • [35] LONG-RUN DETERMINANTS OF THE BRAZILIAN REAL: A CLOSER LOOK AT COMMODITIES
    Kohlscheen, Emanuel
    INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2014, 19 (04) : 239 - 250
  • [36] KNOWLEDGE MATTERS: THE LONG-RUN DETERMINANTS OF STATE INCOME GROWTH
    Bauer, Paul W.
    Schweitzer, Mark E.
    Shane, Scott A.
    JOURNAL OF REGIONAL SCIENCE, 2012, 52 (02) : 240 - 255
  • [37] Long-Run Stock Performance and Its Determinants for Asset Buyers
    Chen, Sheng-Syan
    Liu, Yong-Chin
    Chen, I-Ju
    JOURNAL OF BUSINESS FINANCE & ACCOUNTING, 2014, 41 (5-6) : 685 - 716
  • [38] The long-run determinants of UK wages, 1860-2004
    Castle, Jennifer L.
    Hendry, David F.
    JOURNAL OF MACROECONOMICS, 2009, 31 (01) : 5 - 28
  • [39] EDUCATION FOR THE LONG-RUN
    GAUM, CH
    CIVIL ENGINEERING, 1995, 65 (09): : 32 - 32
  • [40] Long-run relationship of the HYV Boro rice yields in the northern region of Bangladesh
    Karmokar, Provash Kumar
    Shitan, Mahendran
    Beg, A. B. M. Rabiul Alam
    JOURNAL OF FOOD AGRICULTURE & ENVIRONMENT, 2013, 11 (01): : 441 - 444
12345