References

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

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

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.

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.

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.

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

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

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

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

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

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

Baharumshah, A, 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.

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

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

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

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

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.

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

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

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

Pesaran, M 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.

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

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

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