Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Vladimir Andric"'
Publikováno v:
Mathematics, Vol 12, Iss 20, p 3250 (2024)
The purpose of this paper is to show how the self-exciting threshold autoregressive (SETAR) model might be a suitable econometric framework for characterizing the dynamics of the US public debt/GDP ratio after the Bretton Woods collapse. Our preferre
Externí odkaz:
https://doaj.org/article/0c9213da01ad408cb424ee4baae5a4f4
Autor:
Vladimir Andric, Sanja Nenadović
Publikováno v:
Serbian Journal of Management, Vol 16, Iss 1, Pp 39-47 (2021)
The paper derives the equivalence condition between the Beveridge-Nelson decomposition and the Hansen-Sargent prediction formula in continuous time using Laplace transforms. The results presented show how the Hansen-Sargent prediction formula is rele
Autor:
Vladimir Andric, Jelena Minović
Publikováno v:
Serbian Journal of Management, Vol 13, Iss 2, Pp 251-262 (2018)
This paper analyses the dynamics of public debt growth in Serbia between the fourth quarter of 2004 (2004Q4) and the same quarter of 2017 (2017Q4). The empirical estimates capture the upward shift in public debt growth from the onset of the Great Rec
Publikováno v:
Ekonomski Anali, Vol 61, Iss 210, Pp 47-77 (2016)
We have analyzed the behaviour of primary fiscal balance and public debt in Serbia before and in the aftermath of the global financial crisis. The results of our analysis are: i) public debt to GDP ratioexhibits (near) unit root behaviour with an ove
Publikováno v:
SSRN Electronic Journal.
We focus on the response of primary fiscal balance to interest payments and borrowing costs on Serbian public debt before and in the aftermath of the global financial crisis. Our analysis reveals: i) policy makers financed up to 50% of each percentag
Publikováno v:
SSRN Electronic Journal.
We analyze public debt sustainability in Serbia between 2004Q3 and 2014Q3. The results of our analysis are: i) public debt to GDP ratio is on unsustainable path, according to the results of unit root tests; ii) the response of primary fiscal balance
Autor:
Vladimir Andrić
Publikováno v:
Serbian Journal of Management, Vol 16, Iss 2, Pp 277-278 (2021)
Externí odkaz:
https://doaj.org/article/6df4750fada14f6cbe85c1809ed94efd