Mean reversion of the current account: Evidence from the panel data unit-root test

DOI10.1016/S0165-1765(99)00198-6zbMath1013.91528OpenAlexW2147073300WikidataQ127596758 ScholiaQ127596758MaRDI QIDQ1606424

Jyh-Lin Wu

Publication date: 1 September 2002

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00198-6

zbMATH Keywords

current accountunit-root tests

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (4)

Disentangling the impact of mean reversion in estimating policy response with dynamic panels ⋮ Spurious regression ⋮ Mean-reverting behavior of current account in Asian countries ⋮ Are current account deficits sustainable?: Evidence from panel cointegration

Cites Work

• Testing the random walk hypothesis: power versus frequency of observation
• Testing for the sustainability of the current account deficit in two industrial countries
• Testing for unit roots in heterogeneous panels.
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag

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