Fiscal policy in the US: Sustainable after all?

P Aldama, J Creel - Economic Modelling, 2019 - Elsevier
The sustainability of US public debt has been widely discussed since the Great Recession.
Using annual data since 1940, we estimate and compare different specifications of fiscal …

Sustainability of the fiscal imbalance and public debt under fiscal policy asymmetries in Sri Lanka

ASK Rathnayake - Journal of Asian Economics, 2020 - Elsevier
This paper investigates the sustainability of Sri Lanka's fiscal imbalance and public debt. To
test for sustainability of the fiscal imbalance, the study applies a symmetric ARDL …

Partisanship, Regulation, and Volatility in South Korea's Housing Market

Y Oh, C Lee, I Heo - World Affairs, 2023 - journals.sagepub.com
South Korea's mortgage loan policy, which represents a regulatory policy for stabilizing the
housing market, has changed significantly in accordance with changes in presidency and …

A markov-switching VSTOXX trading algorithm for enhancing EUR stock portfolio performance

OV De la Torre-Torres, E Galeana-Figueroa… - Mathematics, 2021 - mdpi.com
In the present paper, we test the benefit of using Markov-Switching models and volatility
futures diversification in a Euro-based stock portfolio. With weekly data of the Eurostoxx 50 …

[PDF][PDF] Fiscal sustainability in Indonesia with asymmetry

M Ikhsan, I Virananda - Economics and Finance in Indonesia, 2021 - scholarhub.ui.ac.id
The management of fiscal balance determines public debt sustainability, where a positive
response of primary balance towards the debt ratio indicates a sustainable path. However …

[PDF][PDF] A Markov-Switching VSTOXX Trading Algorithm for Enhancing EUR Stock Portfolio Performance. Mathematics 2021, 9, 1030

OV De la Torre-Torres, E Galeana-Figueroa… - 2021 - academia.edu
In the present paper, we test the benefit of using Markov-Switching models and volatility
futures diversification in a Euro-based stock portfolio. With weekly data of the Eurostoxx 50 …

[PDF][PDF] Dysfonctionnement du système des paiements intra-européens

Y Boutefnouchet - 2024 - folia.unifr.ch
L'unification bancaire, nécessaire à l'intégration monétaire de l'Eurosystème, doit s'
accompagner d'un système pour les paiements supranationaux quotidiens. Ce système …

Public Finance Behavior of the Spanish Regions: An Analysis Based on Fiscal Reaction Functions

A Ricci-Risquete, J Ramajo… - Available at SSRN …, 2018 - papers.ssrn.com
The need to be compliant with the fiscal frameworks of the European Union and Spain has
generated asymmetric fiscal behavior across the Spanish government tiers regarding the …

DO HOUSE PRICES IN TURKEY FOLLOW EURO AREA TRENDS?: REGIME SWITCHING APPROACH

MO Yıldırım, R Cergibozan, C Demir - Öneri Dergisi, 2019 - dergipark.org.tr
The purpose of this study is to make a comparative analysis on the house price trends of
Turkey and Euro Area over the 2003-2016 period. Since the economic interactions between …

Essays on modelling house prices

Y Wang - 2018 - bura.brunel.ac.uk
Housing prices are of crucial importance in financial stability management. The severe
financial crises that originated in the housing market in the US and subsequently spread …