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Original scientific paper

https://doi.org/10.3326/pse.49.3.2

Public debt and GDP growth in BRICS: unravelling time-scale complexities through wavelet analysis

Ajaz Ayoub orcid id orcid.org/0000-0003-3425-5944 ; Department of Humanities, Social Sciences & Management, National Institute of Technology, Srinagar, J&K, India *
Tahir Ahmad Wani orcid id orcid.org/0000-0003-0885-3692 ; Department of Humanities, Social Sciences & Management, National Institute of Technology, 190006 Srinagar, J&K, India
Abid Sultan ; Department of Agriculture, Statistics & Economics, Sher-e-Kashmir University of Agricultural Sciences and Technology of Kashmir, Shalimar, 190026 Srinagar, J&K, India

* Corresponding author.


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Abstract

This study examines the impact of public debt on economic growth in BRIC nations – Brazil, Russia, India, and China – over 1996-2022 using wavelet coherence and cross-wavelet analysis to capture both short-term dynamics and longterm trends. The findings reveal a positive but heterogeneous co-movement between public debt and GDP, intensifying during COVID-19. Russia exhibits short-to-medium-term co-movement, while Brazil, India, and China show mediumto-long-term patterns. In Brazil and Russia, public debt drives growth during economic distress, whereas in India and China, growth leads to debt accumulation. Granger causality tests confirm the directionality of these relationships, supporting the robustness of the wavelet-based results. The study highlights the need for tailored debt management strategies aligned with country-specific economic conditions to support sustained and inclusive growth.

Keywords

public debt; economic growth; BRICS; wavelet analysis; emerging nations; COVID-19

Hrčak ID:

334965

URI

https://hrcak.srce.hr/334965

Publication date:

4.9.2025.

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