Zobrazeno 1 - 8
of 8
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 Andrić
Publikováno v:
Serbian Journal of Management, Vol 19, Iss 2, Pp 485-499 (2024)
This paper examines the nonlinear asymmetric behavior of the public debt/GDP ratio in Serbia in the first two decades of economic transition following the political and market reforms initiated at the beginning of the twenty-first century. Using quar
Externí odkaz:
https://doaj.org/article/92d5486a71f74a2a9640c0b234887030
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::12c814d4fa821b56419cf944d011c3a3
https://doi.org/10.5937/sjm16-30877
https://doi.org/10.5937/sjm16-30877
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::90723d697844e23a8dcb4292a5e86c01
http://aseestant.ceon.rs/index.php/sjm/article/view/18826/pdf
http://aseestant.ceon.rs/index.php/sjm/article/view/18826/pdf
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e5a2377f9c1d021da28bffc19026a013
http://www.doiserbia.nb.rs/img/doi/0013-3264/2016/0013-32641610047A.pdf
http://www.doiserbia.nb.rs/img/doi/0013-3264/2016/0013-32641610047A.pdf
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7b89101bfb30efb8c4d891c8d281036d
https://doi.org/10.2139/ssrn.2787455
https://doi.org/10.2139/ssrn.2787455
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::94b7653eca6749fc68f807ff18403471
https://doi.org/10.2139/ssrn.2715184
https://doi.org/10.2139/ssrn.2715184
Autor:
Vladimir Andrić
Publikováno v:
Serbian Journal of Management, Vol 16, Iss 2, Pp 277-278 (2021)
Externí odkaz:
https://doaj.org/article/6df4750fada14f6cbe85c1809ed94efd