The Library
The behavior of US public debt: a nonlinear perspective
Tools
UNSPECIFIED (2001) The behavior of US public debt: a nonlinear perspective. ECONOMICS LETTERS, 74 (1). pp. 119-125. ISSN 0165-1765.
Research output not available from this repository.
Request-a-Copy directly from author or use local Library Get it For Me service.
Abstract
This letter provides strong evidence of nonlinear mean reversion in the US debt-GDP ratio using data since 1916 and shows that the difficulty to detect mean reversion encountered by a number of researchers may be due to the invalid maintained hypothesis of linearity which is common to the testing procedures employed in this context. (C) 2001 Elsevier Science B.V. All rights reserved.
Item Type: | Journal Article | ||||
---|---|---|---|---|---|
Subjects: | H Social Sciences > HC Economic History and Conditions | ||||
Journal or Publication Title: | ECONOMICS LETTERS | ||||
Publisher: | ELSEVIER SCIENCE SA | ||||
ISSN: | 0165-1765 | ||||
Official Date: | 20 December 2001 | ||||
Dates: |
|
||||
Volume: | 74 | ||||
Number: | 1 | ||||
Number of Pages: | 7 | ||||
Page Range: | pp. 119-125 | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |