Debt Intolerance: Threshold level and composition

By Matsuoka Hideaki
Oxford Bulletin of Economics and Statistics (2022)

  • Hideaki Matsuoka

    Policy Research Institute, Ministry of Finance Japan

    Japan

Created

November 7, 2021

Last update

August 13, 2022

Software

Matlab

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283

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206

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14

Description

Title of paper: Hideaki Matsuoka, 2022. "Debt Intolerance: Threshold Level and Composition," Oxford Bulletin of Economics and Statistics, vol. 84(4), pages 894-932, August. 1. This paper makes a methodological contribution towards the generalized panel smooth transition regression (GPSTR) model by combining two approaches: the Panel smooth transition regression(PSTR) and the general logistic model (GLM). This code allows estimating the GPSTR model. 2. Computational codes are based on Colletaz and Hurlin (2006) and Fouquau, Hurlin and Rabaud (2008).http://www.runmycode.org/companion/view/2564 3. This file combines the MATLAB code for Driscoll and Kraay (1998), standard errors used by Dahlquist, Martinez and Söderlind (2017). I obtained the code from Söderlind’s website http://home.datacomm.ch/paulsoderlind/Software/Software.html

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