Testing for the sustainability of the current account deficit in two industrial countries

DOI10.1016/S0165-1765(96)06860-7zbMath0875.90193OpenAlexW2113673043WikidataQ114172833 ScholiaQ114172833MaRDI QIDQ1350880

Stilianos Fountas, Show-Lin Chen, Jyh-Lin Wu

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(96)06860-7

zbMATH Keywords

CointegrationDeficit sustainabilityRegime shifts

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Model selection criteria for the leads-and-lags cointegrating regression ⋮ Mean reversion of the current account: Evidence from the panel data unit-root test

Cites Work

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• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
• Five alternative methods of estimating long-run equilibrium relationships
• Residual-based tests for cointegration in models with regime shifts
• Optimal Inference in Cointegrated Systems
• Asymptotic Normality, When Regressors Have a Unit Root
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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