Keele, Staffordshire ST5 5BG
United Kingdom
Uxbridge
Middlesex UB8 3PH
Keele University
Brunel University London - Economics and Finance
Interest rate swaps, swap spreads, term structure of interest rates, regime switching, smooth transition models
debt sustainability, financial crisis
intertemporal budget constraint, sustainability, non-linear error-correction, fiscal reaction function
debt sustainability, fiscal adjustment, nonlinear models