On using Markov switching time series models to verify structural identifying restrictions and to assess public debt sustainability

• Main Author: VELINOV, Anton Stoyanov
• Format: Doctoral or Postdoctoral Thesis
• Language: English
• Published: 2013
• Subjects: Markov processes; Econometrics; Argentina; Fuller; Norway; Iceland
• Online Access: http://hdl.handle.net/1814/28058; https://doi.org/10.2870/80034

Examining Board: Professor Helmut Lütkepohl, DIW Berlin and Freie Universität (External Supervisor) Professor Peter Hansen, European University Institute Professor Ralf Brüggemann, University of Konstanz Professor Luca Fanelli, University of Bologna. Defence date: 7 June 2013 First made available on...