Assessing debt stationarity and sustainability in the longer run
Thanks to various Fourier DF unit root tests, time-varying fiscal reaction functions and threshold regressions, this study examines the stationarity and the sus...
Tag: Fourier Dickey-Fuller unit root test
Is R&D intensity stationary?
Our paper is now published in Applied Economics:https://doi.org/10.1080/00036846.2022.2038776 This paper was written last year with Yifei Cai. It was a really n...
Fourier DF unit root test for R&D intensity of G7 countries
To take a simple example, consider the production of the latest bestselling novel, the hottest-selling computer game, or the new Volkswagen Beetle. To produce t...
