Description

• Title:
  The Share of European Economies in the Process of Convergence of Long-term Interest Rates in the EU in the Period of 2006–2016
• Creator:
  Szulc, Elzbieta;
  Górna, Karolina;
  Wleklińska, Dagna
• Description:
  The paper refers to the process of convergence of interest rates of ten-year government bonds emitted by EU countries. It is an attempt to assess the participation of particular European economies in this process. The primary tools of analysis were panel models with fixed effects, including models that consider the links among economies, which are quantified by using a distance matrix between indicators of fiscal stability comprehended as the share of public debt in GDP. The idea of the so-called vertical convergence was used. The analysis was conducted on the basis of pooled time series and cross-sectional data for the 27 members of the EU in the period between January 2006 and November 2016.
• Object availability:
  free access
• Rights:
  Prawa autorskie (c) 2017 Dynamic Econometric Models
• Date:
  2016.12.28
• Type:
  info:eu-repo/semantics/article;
  info:eu-repo/semantics/publishedVersion
• Language:
  English
• Source:
  Dynamic Econometric Models; Vol. 16 (2016); 165-187;
  Dynamic Econometric Models; Tom 16 (2016); 165-187;
  2450-7067;
  1234-3862
• Format:
  application/pdf
• Publisher:
  Nicolaus Copernicus University
• Relation: https://apcz.umk.pl/DEM/article/view/DEM.2016.010/11078
• Subject:
  long term interest rates;
  process of convergence;
  fiscal stability;
  panel models;
  matrix of economic connections;
  C1;
  E430;
  E440;
  E620;
  F340;
  F360
• Identifier: https://apcz.umk.pl/DEM/article/view/DEM.2016.010
• Data provider:
  Akademicka Platforma Czasopism
• Can I use it?:
  seek permission
• Type:
  text