Dynamics between the budget deficit and the government debt in the United States: a nonlinear analysis

DOI10.1515/snde-2018-0087OpenAlexW3033794556MaRDI QIDQ2699619

Haydory Akbar Ahmed

Publication date: 19 April 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-2018-0087

zbMATH Keywords

budget deficitimpulse responsesoutput gapgovernment debtthreshold VAR

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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• Debt and deficit fluctuations and the structure of bond markets
• Impulse response analysis in nonlinear multivariate models
• Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
• A Positive Theory of Fiscal Deficits and Government Debt
• Testing and Modeling Multivariate Threshold Models
• Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

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