Public debt and macroeconomic activity: a predictive analysis for advanced economies

DOI10.1515/SNDE-2014-0075OpenAlexW2512649197MaRDI QIDQ2691661

Deniz Baglan, Emre Yoldas

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2014-0075

zbMATH Keywords

bootstrapnonlinear modelspublic debtGDP growthnear unit-root process

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• In-sample tests of predictive ability: a new approach
• Profile likelihood estimation of partially linear panel data models with fixed effects
• Nonparametric predictive regression
• Efficient Tests for an Autoregressive Unit Root
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

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