Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi‐Country Analysis

C-Tier
Journal: Economica
Year: 2006
Volume: 73
Issue: 289
Pages: 129-156

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We assess fiscal performances in G7 and selected Latin American and Asian countries. We consider two questions: (i) Have public finances been sustainable? (ii) Do countries follow more restrictive fiscal policies when debt starts to rise? We find that: (i) the traditional unit root tests often overlook the corrective actions taken by many governments; controlling for structural breaks changes the non‐stationarity results dramatically among the three groups; (ii) estimation of a reaction function for governments, expanded by incorporating structural breaks, provides further evidence for significant active anti‐debt policies among G7 countries, and to a lesser extent in the other regions.

Technical Details

RePEc Handle
repec:bla:econom:v:73:y:2006:i:289:p:129-156
Journal Field
General
Author Count
3
Added to Database
2026-01-29