This folder holds the following references to publications, sorted by year and author.
There are 48 references in this bibliography folder.
Christopoulos, D and León-Ledesma, M
Current account sustainability in the US: What did we really know about it?
Journal of International Money and Finance, 29(3):442-459.
Revisiting the tourism-led-growth hypothesis for Turkey using the bounds test and Johansen approach for cointegration
Tourism Management, 30(1):17 - 20.
Ramona, D and Razvan, S
Analysis of the romanian current account sustainability
Annals of Faculty of Economics, 1(1):163-168.
Erbaykal, E and Karaca, O
Is Turkey’s foreign deficit sustainable? Cointegration relationship between exports and imports
International Research Journal of Finance and Economics, 14:177–181.
Perera, N and Varma, R
An empirical analysis of sustainability of trade deficit: Evidence from Sri Lanka
International Journal of Applied Econometrics and Quantitative Studies, 5(1):79-92.
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.
Hollauer, G and de Mendonça, M
Testing Brazilians` imports and exports co-integration with monthly data for 1996-2005
Instituto de Pesquisa Econômica Aplicada - IPEA, Discussion Papers(1154).
Are Malaysian exports and imports cointegrated? A comment
Sunway Academic Journal, 2:101–107.
Applied econometric time series
Willy Series in Probability and Statistics, Second edition.
Herzer, D and Nowak-Lehmann, F
Are exports and imports of Chile cointegrated?
Ibero-America Institute for Economic Research, Ibero America Institute for Econ. Research (IAI) Discussion Papers(111).
Sustainability of current account for Turkey: Intertemporal solvency approach
Prague Economic Papers, 2005(1):82-88.
The saving and investment nexus for China: Evidence from cointegration tests
Applied Economics, 37(17):1979-1990.
Baharumshah, A, Lau, E, and Fountas, S
On the sustainability of current account deficits: Evidence from four ASEAN countries
Journal of Asian Economics, 14(3):465-487.
Bai, J and Perron, P
Computation and analysis of multiple structural change models
Journal of Applied Econometrics, 18(1):1-22.
Lee, J and Strazicich, M
Minimum lagrange multiplier unit root test with two structural breaks
The Review of Economics and Statistics, 85(4):1082-1089.
Imports and exports in 50 countries: Tests of cointegration and structural breaks
International Review of Economics & Finance, 11(1):101-115.
Perspectives on the U.S. current account deficit and sustainability
Journal of Economic Perspectives, 16(3):131-152.
Ng, S and Perron, P
LAG length selection and the construction of unit root tests with good size and power
Pesaran, M, Shin, Y, and Smith, R
Bounds testing approaches to the analysis of level relationships
Journal of Applied Econometrics, 16(3):289-326.
Wu, J, Chen, S, and Lee, H
Are current account deficits sustainable?: Evidence from panel cointegration
Economics Letters, 72(2):219-224.
Fountas, S and Wu, J
Are the U.S. current account deficits really sustainable?
International Economic Journal, 13(3):51-58.
Pesaran, M and Shin, Y
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.
Bai, J and Perron, P
Estimating and testing linear models with multiple structural changes
Lumsdaine, R and Papell, D
Multiple trend breaks and the unit-root hypothesis
The Review of Economics and Statistics, 79(2):212-218.
Further evidence on breaking trend functions in macroeconomic variables
Journal of Econometrics, 80(2):355-385.