TY  - JOUR 
AU  - Caporale, Guglielmo Maria
AU  - Gil Alana, Luis A.
AU  - Malmierca Ordoqui, María
PY  - 2021
UR  - https://hdl.handle.net/20.500.12766/520
AB  - This paper investigates the degree of persistence of the private debt-to-GDP ratio in 43 OECD countries by estimating the fractional integration parameter of each series. Almost all of them are found to be highly persistent, with orders of integration...
LA  - eng
PB  - Taylor & Francis
TI  - Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries
DO  - 10.1080/00036846.2021.1912700
T2  - Applied Economics
M2  - 5018
KW  - Persistence
KW  - Fractional integration
KW  - Private debt
KW  - Long memory
VL  - 53
ER  -