Uncertainty in the public debt market and stochastic long-run growth
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- Tsintzos, Panagiotis & Dergiades, Theologos, 2011. "Uncertainty in the public debt market and stochastic long-run growth," Economic Modelling, Elsevier, vol. 28(1), pages 67-73.
- Panagiotis Tsintzos & Theologos Dergiades, 2010. "Uncertainty in the Public Debt Market and Stochastic Long-Run Growth," Discussion Paper Series 2010_19, Department of Economics, University of Macedonia, revised Apr 2010.
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More about this item
KeywordsPublic debt management Stochastic optimal control Endogenous growth BEKK-GARCH-M model;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- H50 - Public Economics - - National Government Expenditures and Related Policies - - - General
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
- O40 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General
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