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ArticleThreshold cointegration and the short-run dynamics of twin deficit behaviour

Mark J. Holmes2010

Article2010

Threshold cointegration and the short-run dynamics of twin deficit behaviour

60 citations·0/0 files stored·Research in Economics

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Fiscal Policies and Political Economy

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1995Statistical inference in vector autoregressions with possibly integrated processes 1996Efficient Tests for an Autoregressive Unit Root 1993Tests for Parameter Instability and Structural Change With Unknown Change Point 1992Efficient Tests for an Autoregressive Unit Root 1996Residual-based tests for cointegration in models with regime shifts 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

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2011Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models 2013The dynamic linkages of fiscal and current account deficits: New evidence from five highly indebted European countries accounting for regime shifts and asymmetries 2014Long-run determinants of current accounts in OECD countries: Lessons for intra-European imbalances 2018The twin-deficit hypothesis: revisiting Indian economy in a nonlinear framework

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Year2010

Typearticle

Published2010-12-05

VenueResearch in Economics

ISSN-L0035-5054

Languageen

Citations60

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.rie.2010.11.004

openalex_workW2021290546

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2009

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