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Testing for the sustainability of the current account deficit in two industrial countries
12 references·5 citing·31 second hop
Testing for the sustainability of the current account deficit in two industrial countries (1996)Testing for the sustainability of the cur…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Five alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of e…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…The Emerging U.S. Current Account Deficit in the 1980s: A Cointegration Analysis (1992)The Emerging U.S. Current Acc…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Optimal Inference in Cointegrated Systems (1991)Optimal Inference in Cointegr…IS THE BUDGET DEFICIT “TOO LARGE?” (1991)IS THE BUDGET DEFICIT “TOO LA…Cointegration and Government Borrowing Constraints: Evidence for the United States (1991)Cointegration and Government …Asymptotic Normality, When Regressors Have a Unit Root (1988)Asymptotic Normality, When Re…Effects of model specification on tests for unit roots in macroeconomic data (1987)Effects of model specificatio…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Explaining India’s current account deficit: a time series perspective (2019)Explaining India’s current ac…Sustainability of external imbalances in the OECD countries (2013)Sustainability of external im…Sustainability of Current Account for Turkey: Intertemporal Solvency Approach (2005)Sustainability of Current Acc…Are US current account deficits unsustainable?Testing for the private and government intertemporal budget constraints (2005)Are US current account defici…Current-Account Reversals in Developing Countries: The Role of Fundamentals (1999)Current-Account Reversals in …Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)On the Determination of the Public Debt (1979)Government budget deficits and trade deficits Are present value constraints satisfied in long-term data? (1995)Sustainability of the Deficit Process With Structural Shifts (1995)Fiscal Sustainability: The Unpleasant European Case (2005)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Productivity Across Industries and Countries: Time Series Theory and Evidence (1996)Sources of U.S. Economic Growth in a World of Ideas (2002)Testing for a Unit Root in Time Series Regression (1988)Why Does Stock Market Volatility Change Over Time? (1989)Stock Price Distributions with Stochastic Volatility: An Analytic Approach (1991)The distribution of realized stock return volatility (2001)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Spurious regression and residual-based tests for cointegration in panel data (1999)On the estimation and inference of a cointegrated regression in panel data (2004)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)Oil price shocks and stock market activity (1999)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
  • 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
  • 1991Optimal Inference in Cointegrated Systems1,110 cited
  • 1991IS THE BUDGET DEFICIT “TOO LARGE?”738 cited
  • 1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
  • 1988Asymptotic Normality, When Regressors Have a Unit Root339 cited
  • 1992The Emerging U.S. Current Account Deficit in the 1980s: A Cointegration Analysis319 cited
  • 1991Cointegration and Government Borrowing Constraints: Evidence for the United States163 cited

Cited by

  • 2005Are US current account deficits unsustainable?Testing for the private and government intertemporal budget constraints44 cited
  • 2019Explaining India’s current account deficit: a time series perspective

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40 cited
  • 1999Current-Account Reversals in Developing Countries: The Role of Fundamentals38 cited
  • 2005Sustainability of Current Account for Turkey: Intertemporal Solvency Approach36 cited
  • 2013Sustainability of external imbalances in the OECD countries33 cited