Are current account deficits sustainable?: Evidence from panel cointegration

DOI10.1016/S0165-1765(01)00420-7zbMath1014.91509OpenAlexW2098171051MaRDI QIDQ5941387

Hsiu-Yun Lee, Jyh-Lin Wu, Show-Lin Chen

Publication date: 20 August 2001

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(01)00420-7

zbMATH Keywords

current accountspanel cointegration

Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items

Spurious regression

Cites Work

• Spurious regression and residual-based tests for cointegration in panel data
• Mean reversion of the current account: Evidence from the panel data unit-root test
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Asymptotic Properties of Residual Based Tests for Cointegration
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models