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Updated
Sep 29, 2026 - R
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unit-root-testing
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End-to-end Python implementation, based on Canofari et al. (2025), of sovereign fiscal reaction function estimation using Dynamic Common Correlated Effects Mean Group (DCCEMG) methods. Designed for analyzing government debt sustainability across 52 countries with advanced panel econometrics.
python time-series pandas econometrics quantitative-finance statsmodels panel-data macroeconomics statistical-modeling public-finance replication-study research-software fiscal-policy cross-sectional-dependence government-policy sovereign-debt unit-root-testing dccemg fiscal-sustainability cross-country-analysis
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Updated
Jul 19, 2025 - Jupyter Notebook
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