Mean-reverting behavior of current account in Asian countries

DOI10.1016/j.econlet.2005.01.006zbMath1255.62263OpenAlexW1980758013MaRDI QIDQ1927844

Ahmad Zubaidi Baharumshah, Evan Lau

Publication date: 2 January 2013

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

Full work available at URL: http://ir.unimas.my/18572/1/lau2005.pdf

zbMATH Keywords

current accountmean-revertingseries specific panel unit root test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

• Real exchange rates under the recent float: Unequivocal evidence of mean reversion
• Inference for unit roots in dynamic panels where the time dimension is fixed
• Mean reversion of the current account: Evidence from the panel data unit-root test
• Unnamed Item