Title:

Fiscal Developments and Financial Stress: A Threshold VAR Analysis

Authors:

António Afonso (U Lisboa)
Jaromir Baxa (Charles U Prague)
Michal Slavik (European Central Bank)

Journal:

Empirical Economics

Year:

2018

Volume:

54

Number:

2

Pages:

395-423

JEL code:

E44 - Financial Markets and the Macroeconomy

DOI:

10.1007/s00181-016-1210-5