The behavior of US public debt: A nonlinear perspective

DOI10.1016/S0165-1765(01)00529-8zbMath1001.91503OpenAlexW2063159790MaRDI QIDQ5958377

Lucio Sarno

Publication date: 3 March 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(01)00529-8

zbMATH Keywords

nonlinearityunit rootmean reversionintertemporal budget constraintpublic debt

Mathematics Subject Classification ID

Related Items (2)

Testing Fiscal Solvency in Macroeconomics ⋮ THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS

Cites Work

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• Testing the random walk hypothesis: power versus frequency of observation
• Testing the adequacy of smooth transition autoregressive models
• Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

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