References for Journalarticle economics

Please note: the authoritative source for references in this article is the according PDF file.

Number of references: 44

Andrews, D.W.K. (1993). Tests for parameter instability and structural change with unknown change point. Econometrica, 61(4):821-56.

Arize, A.C. (2002). Imports and exports in 50 countries: Tests of cointegration and structural breaks. International Review of Economics & Finance, 11(1):101-115.

Baharumshah, A.Z., Lau, E., and Fountas, S. (2003). On the sustainability of current account deficits: Evidence from four ASEAN countries. Journal of Asian Economics, 14(3):465-487.

Bahmani-Oskooee, M. (1994). Are imports and exports of Australia cointegrated? Journal of Economic Integration, 9(4):525–533.

Bai, J., and Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1):47-78.

Bai, J., and Perron, P. (2003). Computation and analysis of multiple structural change models. Journal of Applied Econometrics, 18(1):1-22.

Bineau, Y. (2007). Are imports and exports cointegrated: the case of bulgaria between 1967 and 2004. South East European Journal of Economics and Business, 2(2):53–56.

Cheong, T.T. (2005). Are Malaysian exports and imports cointegrated? A comment. Sunway Academic Journal, 2:101–107.

Christopoulos, D., and León-Ledesma, M.A. (2010). Current account sustainability in the US: What did we really know about it? Journal of International Money and Finance, 29(3):442-459.

Dickey, D.A., and Fuller, W.A. (1981). Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica, 49(4):1057-72.

Enders, W. (2005). Applied econometric time series. Willy Series in Probability and Statistics, Second edition, .

Engle, R.F., and Granger, C.W.J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2):251-76.

Erbaykal, E., and Karaca, O. (2008). Is Turkey’s foreign deficit sustainable? Cointegration relationship between exports and imports. International Research Journal of Finance and Economics, 14:177–181.

Fountas, S., and Wu, J.-L. (1999). Are the U.S. current account deficits really sustainable? International Economic Journal, 13(3):51-58.

Gould, D.M., and Ruffin, R.J. (1996). Trade deficits: Causes and consequences. Economic and Financial Policy Review, (Q IV):10-20.

Hakkio, C.S., and Rush, M. (1991). Is the budget deficit "too large?". Economic Inquiry, 29(3):429-45.

Herzer, D., and Nowak-Lehmann, F.D. (2005). Are exports and imports of Chile cointegrated? Ibero-America Institute for Economic Research, Ibero America Institute for Econ. Research (IAI) Discussion Papers 111.

Hollauer, G., and de Mendonça, M.A.A. (2006). Testing Brazilians` imports and exports co-integration with monthly data for 1996-2005. Instituto de Pesquisa Econômica Aplicada - IPEA, Discussion Papers 1154.

Husted, S. (1992). The emerging U.S. current account deficit in the 1980s: A cointegration analysis. The Review of Economics and Statistics, 74(1):159-66.

Johansen, S. (1988). Statistical analysis of cointegration vectors. Journal of Economic Dynamics and Control, 12(2-3):231-254.

Johansen, S., and Juselius, K. (1990). Maximum likelihood estimation and Inference on cointegration–With applications to the demand for money. Oxford Bulletin of Economics and Statistics, 52(2):169-210.

Kalyoncu, H. (2005). Sustainability of current account for Turkey: Intertemporal solvency approach. Prague Economic Papers, 2005(1):82-88.

Katircioglu, S.T. (2009). Revisiting the tourism-led-growth hypothesis for Turkey using the bounds test and Johansen approach for cointegration. Tourism Management, 30(1):17 - 20.

Kwiatkowski, D., Phillips, P.C.B., Schmidt, P., and Shin, Y. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root? Journal of Econometrics, 54(1-3):159-178.

Lee, J., and Strazicich, M.C. (2003). Minimum lagrange multiplier unit root test with two structural breaks. The Review of Economics and Statistics, 85(4):1082-1089.

Lumsdaine, R.L., and Papell, D.H. (1997). Multiple trend breaks and the unit-root hypothesis. The Review of Economics and Statistics, 79(2):212-218.

MacKinnon, J.G. (1996). Numerical distribution functions for unit root and cointegration tests. Journal of Applied Econometrics, 11(6):601-18.

Mackinnon, J.G. (1991). Critical values for cointegration tests, in long-run economic relationships. In: , ed. by Engle, R.F and Granger, C.W.J., pp. 267-276, Oxford university press, Oxford.

Mann, C.L. (2002). Perspectives on the U.S. current account deficit and sustainability. Journal of Economic Perspectives, 16(3):131-152.

Narayan, P.K. (2005). The saving and investment nexus for China: Evidence from cointegration tests. Applied Economics, 37(17):1979-1990.

Ng, S., and Perron, P. (1995). Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag. Journal of the American Statistical Association, 90(429):268-281.

Ng, S., and Perron, P. (2001). LAG length selection and the construction of unit root tests with good size and power. Econometrica, 69(6):1519-1554.

Perera, N., and Varma, R. (2008). An empirical analysis of sustainability of trade deficit: Evidence from Sri Lanka. International Journal of Applied Econometrics and Quantitative Studies, 5(1):79-92.

Perron, P. (1990). Testing for a unit root in a time series with a changing mean. Journal of Business & Economic Statistics, 8(2):pp. 153-162.

Perron, P., and Vogelsang, T.J. (1992). Testing for a unit root in a time series with a changing mean: Corrections and extensions. Journal of Business & Economic Statistics, 10(4):467-70.

Perron, P. (1997). Further evidence on breaking trend functions in macroeconomic variables. Journal of Econometrics, 80(2):355-385.

Pesaran, M.H., and Shin, Y. (1999). An autoregressive distributed lag modelling approach to cointegration analysis. In: Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium, ed. by Strom, S., chap. 11, Cambridge University Press, Cambridge.

Pesaran, M.H., Shin, Y., and Smith, R.J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3):289-326.

Phillips, P.C.B., and Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2):335-346.

Pindyck, R.S., and Rubinfeld, D.L. (1991). Models and economic forecasts. McGraw-Hill Inc., .

Ramona, D., and Razvan, S. (2009). Analysis of the romanian current account sustainability. Annals of Faculty of Economics, 1(1):163-168.

Stock, J.H., and Watson, M.W. (1988). A probability model of the coincident economic indicators. National Bureau of Economic Research, Inc, NBER Working Papers 2772.

Wu, J.-L., Chen, S.-L-, and Lee, H.-Y. (2001). Are current account deficits sustainable?: Evidence from panel cointegration. Economics Letters, 72(2):219-224.

Zivot, E., and Andrews, D.W.K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3):251-70.