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Keywords: Threshold regression
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Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2021) 38 (2): 227–245.
Published: 04 July 2019
... sustainability can be achieved. Design/methodology/approach This study uses the Markov Switching-Vector Error Correction Model (MS-VECM) for examining fiscal sustainability and threshold regression model to obtain the optimum level of debt. Findings The results derived from MS-VECM reveal the evidence...
