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

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References

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2007

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Twin deficit or twin divergence? Fiscal policy, current account, and real exchange rate in the U.S.

528 cited

2001THRESHOLD COINTEGRATION AND NONLINEAR ADJUSTMENT TO THE LAW OF ONE PRICE431 cited

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2018The twin-deficit hypothesis: revisiting Indian economy in a nonlinear framework33 cited
2009TWIN SONS OF DIFFERENT MOTHERS: THE LONG AND THE SHORT OF THE TWIN DEFICITS DEBATE33 cited
2019Twin deficit hypothesis and reverse causality: a case study of China29 cited
2021Does the twin deficit hypothesis exist in India? Empirical evidence from an asymmetric non-linear cointegration approach25 cited
2019Does the twin deficit hypothesis hold in the OECD countries under different real interest rate regimes?23 cited
2014Testing the Validity of the Triplet Deficit Hypothesis for Turkey: Asymmetric Causality Analysis20 cited
2023A Dynamic Analysis of the Twin-Deficit Hypothesis: the Case of a Developing Country16 cited
2013Threshold Cointegration: Model Selection with an Application15 cited