Red signals: current account deficits and sustainability

DOI10.1016/j.econlet.2004.02.005zbMath1254.91617OpenAlexW2045293612MaRDI QIDQ1927547

Martin Sola, Fabio Spagnolo, Marzia Raybaudi

Publication date: 1 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2004.02.005

zbMATH Keywords

deficits sustainabilityMarkov switching ADF

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Testing Fiscal Sustainability via Strong Convergence of Gaussian Random Variables

Cites Work

• Unnamed Item
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Unit Roots, Cointegration, and Structural Change
• Stationarity of multivariate Markov-switching ARMA models

This page was built for publication: Red signals: current account deficits and sustainability