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Current account determinants and external sustainability in periods of structural change
16 references·16 citing·23 second hopsampled
Current account determinants and external sustainability in periods of structural change (2011)Current account determinants and external…Medium-term determinants of current accounts in industrial and developing countries: an empirical exploration (2002)Medium-term determinants of c…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Current Account Deficits in the Euro Area: The End of the Feldstein-Horioka Puzzle? (2002)Current Account Deficits in t…Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis (1997)Markov-Switching Vector Autor…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The Current Account and Macroeconomic Adjustment in the 1970s (1981)The Current Account and Macro…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Unveiling the monetary policy rule in the Euro-area (2022)Unveiling the monetary policy…Procyclicality in the banking industry: causes, consequences and response (2022)Procyclicality in the banking…On the geography of international banking: the role of third-country effects (2022)On the geography of internati…In the neighbourhood: the trade effects of the Euro in a spatial framework (2022)In the neighbourhood: the tra…Financial crises and financial market regulation: the long record of an 'emerger' (2022)Financial crises and financia…Exchange rates and prices in the Netherlands and Britain over the past four centuries (2022)Exchange rates and prices in …Consumer credit in an era of financial liberalisation: an overreaction to repressed demand? (2022)Consumer credit in an era of …A conditional CAPM: implications for the estimation of systematic risk (2022)A conditional CAPM: implicati…Re-examining the twin deficit hypothesis for major South Asian economies (2019)Re-examining the twin deficit…Drivers of India’s current account deficits, with implications for ameliorating them (2017)Drivers of India’s current ac…Current accounts and oil price fluctuations in oil-exporting countries: The role of financial development (2014)Current accounts and oil pric…Current Account Imbalances in the Euro Area: Competitiveness or Financial Cycle? (2014)Current Account Imbalances in…The dynamic linkages of fiscal and current account deficits: New evidence from five highly indebted European countries accounting for regime shifts and asymmetries (2013)The dynamic linkages of fisca…Is there J-Curve effect in the commodity trade between Korea and rest of the world? (2013)Is there J-Curve effect in th…The theoretical framework of monetary policy revisited (2011)The theoretical framework of …External asymmetries in the Euro-area and the role of Foreign Direct Investment (2011)External asymmetries in the E…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)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Inference in Linear Time Series Models with some Unit Roots (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)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)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Unit root tests in panel data: asymptotic and finite-sample properties (2002)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
  • 2002Medium-term determinants of current accounts in industrial and developing countries: an empirical exploration889 cited
  • 1981The Current Account and Macroeconomic Adjustment in the 1970s774 cited

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  • 1997Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis761 cited
  • 2002Current Account Deficits in the Euro Area: The End of the Feldstein-Horioka Puzzle?759 cited
  • Cited by

    • 2014Current accounts and oil price fluctuations in oil-exporting countries: The role of financial development90 cited
    • 2013The dynamic linkages of fiscal and current account deficits: New evidence from five highly indebted European countries accounting for regime shifts and asymmetries71 cited
    • 2014Current Account Imbalances in the Euro Area: Competitiveness or Financial Cycle?42 cited
    • 2011External asymmetries in the Euro-area and the role of Foreign Direct Investment36 cited
    • 2022Procyclicality in the banking industry: causes, consequences and response35 cited
    • 2022Consumer credit in an era of financial liberalisation: an overreaction to repressed demand?34 cited
    • 2017Drivers of India’s current account deficits, with implications for ameliorating them34 cited
    • 2022A conditional CAPM: implications for the estimation of systematic risk33 cited
    • 2022On the geography of international banking: the role of third-country effects33 cited
    • 2022Unveiling the monetary policy rule in the Euro-area31 cited
    • 2011The theoretical framework of monetary policy revisited29 cited
    • 2022Financial crises and financial market regulation: the long record of an 'emerger'29 cited
    • 2013Is there J-Curve effect in the commodity trade between Korea and rest of the world?26 cited
    • 2022Exchange rates and prices in the Netherlands and Britain over the past four centuries23 cited
    • 2019Re-examining the twin deficit hypothesis for major South Asian economies19 cited
    • 2022In the neighbourhood: the trade effects of the Euro in a spatial framework16 cited