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2010年从希腊开始的主权债务危机使欧元区经济陷入了严重的动荡之中,欧元区的稳定和完整受到了极大的威胁。本文选取具有代表性的深陷债务危机的金猪五国,即希腊、爱尔兰,意大利、西班牙,葡萄牙以及欧盟经济增长核心德国和法国十年期国债利率为样本,建立VAR模型,通过协整检验,因果检验来证明本次欧元区主权债务危机的传导机制以及各国家之间的相互关系,从而在实证分析结果的基础上,提出有针对性的解决方案。
The sovereign debt crisis that started in Greece in 2010 plunged the economy of the euro area into serious turmoil. The stability and completeness of the euro area have been greatly threatened. In this paper, we select the representative gold pig five countries in deep debt crisis, that is, Greece, Ireland, Italy, Spain, Portugal and the interest rate of the core German and French 10-year treasury bonds of the economic growth in the EU as a sample, establish a VAR model, , Causality test to prove the conduction mechanism of the sovereign debt crisis in the euro area and the interrelationship between countries, so as to put forward targeted solutions on the basis of empirical analysis results.