Testing for the sustainability of the current account deficit in two industrial countries
DOI10.1016/S0165-1765(96)06860-7zbMATH Open0875.90193OpenAlexW2113673043WikidataQ114172833 ScholiaQ114172833MaRDI QIDQ1350880FDOQ1350880
Authors: Stilianos Fountas, Jyh-Lin Wu, Show-Lin Chen 
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
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Cites Work
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Title not available (Why is that?)
- A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
- Optimal Inference in Cointegrated Systems
- Residual-based tests for cointegration in models with regime shifts
- Asymptotic Normality, When Regressors Have a Unit Root
- Five alternative methods of estimating long-run equilibrium relationships
Cited In (6)
- Durability in consumption and the dynamics of the current account
- Are current account deficits sustainable?: Evidence from panel cointegration
- Red signals: current account deficits and sustainability
- An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests
- Mean reversion of the current account: Evidence from the panel data unit-root test
- Model selection criteria for the leads-and-lags cointegrating regression
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