Is There a Debt-Threshold Effect on Output Growth?

A-Tier
Journal: Review of Economics and Statistics
Year: 2017
Volume: 99
Issue: 1
Pages: 135-150

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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

Abstract

This paper studies the relationship between public debt expansion and economic growth and investigates whether the debt-growth relation varies with the level of indebtedness. We contribute theoretically by developing tests for threshold effects in the context of dynamic heterogeneous panel data models with cross-sectionally dependent errors. In the empirical application, using data on a sample of forty countries over the 1965–2010 period, we find no evidence for a universally applicable threshold effect in the relationship between public debt and economic growth. Regardless of the threshold, however, we find significant negative effects of public debt buildup on output growth.

Technical Details

RePEc Handle
repec:tpr:restat:v:99:y:2017:i:1:p:135-150
Journal Field
General
Author Count
4
Added to Database
2026-01-25