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Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach

https://doi.org/10.1007/s00181-010-0369-4
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Outgoing claims: the papers this work cites, builds on, or argues with.

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COINTEGRATION AND CHANGES IN REGIME: THE JAPANESE CONSUMPTION FUNCTION
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US deficit sustainability: a new approach based on multiple endogenous breaks
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On Markov error‐correction models, with an application to stock prices and dividends
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Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach
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The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis
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Statistical analysis of cointegration vectors
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Government budget deficits and trade deficits Are present value constraints satisfied in long-term data?
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Residual-based tests for cointegration in models with regime shifts
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How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’ rule
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Price discrimination with partial information: Does it pay off?
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Regime changes and the sustainability of fiscal imbalance in East Asian countries
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Volatility in asset prices and long-run wealth effect estimates
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Mergers and capital flight in unionised oligopolies: Is there scope for a “national champion” policy?
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Are stationarity and cointegration restrictions really necessary for the intertemporal budget constraint?
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Firm heterogeneity and wages in unionised labour markets: Theory and evidence
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Testing for international equity market integration using regime switching cointegration techniques
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A simple method of testing for cointegration subject to multiple regime changes
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Structural changes in the cointegrated vector autoregressive model
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Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
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TESTS FOR NONLINEAR COINTEGRATION
inferredcites →https://doi.org/10.1080/00036840600749904openalex-snapshot
Turkish budget deficit sustainability and the revenue-expenditure nexus
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Cointegration and Government Borrowing Constraints: Evidence for the United States
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Tests for Parameter Instability in Regressions with 1(1) Processes
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Sustainability of the Deficit Process With Structural Shifts
inferredcites →https://doi.org/10.1080/13504850500119104openalex-snapshot
Fiscal policy sustainability: test of intertemporal borrowing constraints
inferredcites →https://doi.org/10.1080/13504850903425090openalex-snapshot
Assessing long-term fiscal developments: evidence from Portugal
inferredcites →https://doi.org/10.1080/758528726openalex-snapshot
International evidence on the sustainability of budget deficits
inferredcites →https://doi.org/10.1093/oso/9780198283393.003.0013openalex-snapshot
Critical Values for Cointegratio11 Tests*
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HAS FEDERAL BUDGET DEFICIT POLICY CHANGED IN RECENT YEARS?
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PRACTITIONERS CORNER: Tests for Cointegration in Models with Regime and Trend Shifts
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Price Discrimination with Private and Imperfect Information
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Wealth Effects in Emerging Market Economies
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Critical Values for Cointegration Tests
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Tests for Parameter Instability in Regressions with I(1) Processes
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The Sustainability of Government Deficits: Implications of the Present-Value Borrowing Constraint
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An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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On the Limitations of Government Borrowing: A Framework for Empirical Testing
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State-Space Models with Regime Switching

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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How Does Political Instability Affect Economic Growth?
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A segmented trend model to assess fiscal sustainability: The US experience 1929–2009
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The Fourier approximation and testing for the null of cointegration
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Fiscal Regime Shifts in Portugal
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Employment and Exchange Rates: The Role of Openness and Technology
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Price Discrimination under Customer Recognition and Mergers
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Exchange Rates, Employment and Labour Market Rigidity
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The role of intergovernmental aid in defining fiscal sustainability at the sub-national level
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The dynamics of fiscal policy in Algeria: sustainability and structural change
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Aggregate and sector-specific exchange rate indexes for the Portuguese economy
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Is fiscal policy really sustainable in Turkey? A reexamination
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Dinámica transicional entre productividad y eficiencia de la inversión de los estados mexicanos: economía total y sector transporte
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Assessing Fiscal-Policy Sustainability: On the Different States of the Debt-to-GDP Process
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The determinants of Fiscal Sustainability of Welfare State
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The Acreage and Borrowing Effects of Direct Payments Under Uncertainty: A Simulation Approach
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On using Markov switching time series models to verify structural identifying restrictions and to assess public debt sustainability
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Assessing Fiscal Sustainability in the Landscape of Economics Research
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Analyzing Fiscal Sustainability in Latin American Countries: A Time–Frequency Perspective
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On the Sustainability of Fiscal Policy in Sierra Leone
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