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Is the US fiscal deficit sustainable?: A fractionally integrated approach

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  • Cunado, J.
  • Gil-Alana, L. A.
  • Perez de Gracia, F.

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  • Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004. "Is the US fiscal deficit sustainable?: A fractionally integrated approach," Journal of Economics and Business, Elsevier, vol. 56(6), pages 501-526.
  • Handle: RePEc:eee:jebusi:v:56:y:2004:i:6:p:501-526
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    Cited by:

    1. Juan Carlos Cuestas, 2016. "Changes in sovereign debt dynamics in Central and Eastern Europe," Working Papers 16-10, Asociación Española de Economía y Finanzas Internacionales.
    2. Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2008. "Are EU budgets stationary?," Discussion Paper Series 2008_07, Department of Economics, University of Macedonia, revised Sep 2008.
    3. Sibbertsen, Philipp & Willert, Juliane, 2012. "Estimating the number of mean shifts under long memory," Hannover Economic Papers (HEP) dp-496, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    4. Lees, Kirdan, 2013. "Fighting fit? Assessing New Zealand’s fiscal sustainability," NZIER Working Paper 2013/5, New Zealand Institute of Economic Research.
    5. Kia, Amir, 2008. "Fiscal sustainability in emerging countries: Evidence from Iran and Turkey," Journal of Policy Modeling, Elsevier, vol. 30(6), pages 957-972.
    6. Meltem Ucal & Asli Alici, 2010. "Is Fiscal Policy Sustainable in Turkey?," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 46(0), pages 83-93, May.
    7. Evan Lau & Ahmad Zubaidi Baharumshah & Shazali Abu Mansor & Chin-Hong Puah, 2009. "Testing Stationarity of Budgetary Position in Developing Countries," International Econometric Review (IER), Econometric Research Association, vol. 1(2), pages 77-87, April.
    8. Kausik Chaudhuri & Bodhisattva Sengupta, 2009. "Revenue-Expenditure Nexus for Southern States: Some Policy Oriented Econometric Observations," Working Papers 2009-048, Madras School of Economics,Chennai,India.
    9. Samuel S Jibao & Niek Schoeman & Ruthira Naraidoo, 2010. "Fiscal Regime Changes and the Sustainability of Fiscal Imbalance in South Africa: A Smooth Transition Error-Correction Approach," Working Papers 201023, University of Pretoria, Department of Economics.
    10. Amir Kia, 2005. "Sustainability of the Fiscal Process in Developing Countries- Egypt, Iran and Turkey: A Multicointegration Approach – revised version: Fiscal Sustainability in Emerging Countries: Evidence from Iran a," Carleton Economic Papers 05-08, Carleton University, Department of Economics, revised Nov 2008.
    11. Mark Holmes & Jesús Otero & Theodore Panagiotidis, 2010. "Are EU budget deficits stationary?," Empirical Economics, Springer, pages 767-778.
    12. Cascio, Iolanda Lo, 2015. "A wavelet analysis of US fiscal sustainability," Economic Modelling, Elsevier, vol. 51(C), pages 33-37.
    13. Amir Kia & Norman Gardner, 2009. "Analyzing the Fiscal Process under a Stochastic Environment: Evidence from Egypt," Working Papers 475, Economic Research Forum, revised Mar 2009.
    14. Amir KIA, "undated". "Analyzing the Fiscal Process Under a Stochastic Environment: Evidence From Egypt," EcoMod2009 21500053, EcoMod.
    15. Paleologou, Suzanna-Maria, 2013. "Asymmetries in the revenue–expenditure nexus: A tale of three countries," Economic Modelling, Elsevier, vol. 30(C), pages 52-60.
    16. Tsong, Ching-Chuan & Wu, Chien-Wei & Chiu, Hsien-Hung & Lee, Cheng-Feng, 2013. "Covariate unit root tests under structural change and asymmetric STAR dynamics," Economic Modelling, Elsevier, vol. 33(C), pages 101-112.
    17. Jiranyakul, Komain, 2017. "Is the Thai Government Revenue-Spending Nexus Asymmetric?," MPRA Paper 83163, University Library of Munich, Germany.
    18. James Payne & Hassan Mohammadi, 2006. "Are Adjustments in the U.S. Budget Deficit Asymmetric? Another Look at Sustainability," Atlantic Economic Journal, Springer;International Atlantic Economic Society, pages 15-22.
    19. Andrea Cipollini & Bassam Fattouh & Kostas Mouratidis, 2009. "Fiscal Readjustments In The United States: A Nonlinear Time-Series Analysis," Economic Inquiry, Western Economic Association International, vol. 47(1), pages 34-54, January.
    20. Ching-Chuan Tsong & Cheng-Feng Lee & Li-Ju Tsai & Te-Chung Hu, 2016. "The Fourier approximation and testing for the null of cointegration," Empirical Economics, Springer, pages 1085-1113.
    21. repec:bla:coecpo:v:35:y:2017:i:1:p:201-215 is not listed on IDEAS
    22. Yoon, Gawon, 2012. "Explosive U.S. budget deficit," Economic Modelling, Elsevier, vol. 29(4), pages 1076-1080.

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