Assessing the Sustainability of Government Debt: On the Different States of the Debt/GDP Process
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More about this item
KeywordsMarkov switching; debt trajectory; debt sustainability; unit root;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- H60 - Public Economics - - National Budget, Deficit, and Debt - - - General
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