Similar Search Results

Persistence of volatility of sovereign credit risk in presence of structural breaks

Ngene, Geoffrey; Carley, Hannah; Hassan, Mohammad Kabir - In: Journal of derivatives & hedge funds 20 (2014) 1, pp. 10-27

Persistent link: https://www.econbiz.de/10010463011

Public debt, discretionary policy, and inflation persistence

Niemann, Stefan; Pichler, Paul; Sorger, Gerhard - In: Journal of economic dynamics & control 37 (2013) 6, pp. 1097-1109

Persistent link: https://www.econbiz.de/10009740455

The permanent effects of fiscal consolidations

Fatás, Antonio; Summers, Lawrence Henry - In: Journal of international economics 112 (2018), pp. 238-250

Persistent link: https://www.econbiz.de/10012037904

Persistence in the private debt-to-GDP ratio : evidence from 43 OECD countries

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2021

This paper investigates the degree of persistence of the private debt-to-GDP ratio in 43 OECE countries by estimating …

Persistent link: https://www.econbiz.de/10012433001

Private and public debt convergence : a fractional cointegration approach

Malmierca-Ordoqui, Maria; Gil-Alaña, Luis A.; Bermejo … - In: Empirica : journal of european economics 51 (2024) 1, pp. 161-183

Persistent link: https://www.econbiz.de/10014492069

Persistence of the sovereign debt components and debt sustainability : some evidence for the US and Europe

Caporale, Guglielmo Maria; Martin-Valmayor, Miguel A.; … - 2024

This paper analyses the persistence and mean reversion properties of sovereign debt and its components by applying … persistence in all debt/GDP series, which appear to be I(1). However, cross-country differences emerge when analysing the … low persistence and mean reversion (0<d<0.5). We also assess debt sustainability by analysing the stochastic properties of …

Persistent link: https://www.econbiz.de/10015077843