메뉴 건너뛰기




Volumn 7, Issue 2, 1996, Pages 203-215

Cointegration test of a long-run relation between the trade balance and the terms of trade in sixteen countries

(1)  Arize, A C a  

a NONE

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0030497265     PISSN: 10629408     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1062-9408(96)90011-X     Document Type: Article
Times cited : (18)

References (42)
  • 2
    • 0025590233 scopus 로고
    • An Econometric Investigation of Export Behavior in Seven Asian Developing Countries
    • (July)
    • Arize A. An Econometric Investigation of Export Behavior in Seven Asian Developing Countries. Applied Economics. 22:1990;891-904. (July).
    • (1990) Applied Economics , vol.22 , pp. 891-904
    • Arize, A.1
  • 3
    • 0001924552 scopus 로고
    • Cointegration Test of a Long-Run Relation Between the Real Exchange Rate and the Trade Balance
    • (Autumn)
    • Arize A. Cointegration Test of a Long-Run Relation Between the Real Exchange Rate and the Trade Balance. International Economic Journal. 8:1994;1-9. (Autumn).
    • (1994) International Economic Journal , vol.8 , pp. 1-9
    • Arize, A.1
  • 4
    • 21344478972 scopus 로고
    • The Value of Time and Recent U.S. Money Demand Instability
    • (January)
    • Arize A., Darrat A. The Value of Time and Recent U.S. Money Demand Instability. Southern Economic Journal. 60:1994;564-578. (January).
    • (1994) Southern Economic Journal , vol.60 , pp. 564-578
    • Arize, A.1    Darrat, A.2
  • 5
    • 0011500640 scopus 로고
    • Impact of the Terms of Trade on the Trade Balance of Malaysia: An Empirical Examination
    • (January)
    • Arize A., Ndubizu G. Impact of the Terms of Trade on the Trade Balance of Malaysia: An Empirical Examination. Kredit and Kapital. 23:1990;125-138. (January).
    • (1990) Kredit and Kapital , vol.23 , pp. 125-138
    • Arize, A.1    Ndubizu, G.2
  • 6
    • 0011457715 scopus 로고
    • Economics: Principles and Policy
    • New York: Harcourt Brace Jovanovich
    • Baumol William J., Blinder Alan S. Economics: Principles and Policy. 2nd ed. 1982;Harcourt Brace Jovanovich, New York.
    • (1982) 2nd ed.
    • Baumol William, J.1    Blinder Alan, S.2
  • 8
    • 0001397560 scopus 로고
    • Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots
    • Oliver Jean Blanchard, & Stanley Fisher. Cambridge, MA: MIT Press
    • Campbell John Y., Perron Pierre. Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots. Blanchard Oliver Jean, Fisher Stanley. NBER (National Bureau of Economic Research) Macroeconomics Annual. 1991;144-201 MIT Press, Cambridge, MA.
    • (1991) NBER (National Bureau of Economic Research) Macroeconomics Annual , pp. 144-201
    • Campbell John, Y.1    Perron Pierre2
  • 9
    • 0000472488 scopus 로고
    • Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
    • (July)
    • Dickey D.A., Fuller W.A. Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root. Journal of the American Statistical Association. 74:1981;1057-1072. (July).
    • (1981) Journal of the American Statistical Association , vol.74 , pp. 1057-1072
    • Dickey, D.A.1    Fuller, W.A.2
  • 11
    • 0004257960 scopus 로고
    • Evanston, IL: Estima Inc.
    • Doan T.A. RATS 4.0. 1992;Estima Inc. Evanston, IL.
    • (1992) RATS 4.0
    • Doan, T.A.1
  • 14
    • 0000013567 scopus 로고
    • Cointegration and Error-Correction: Representation, Estimation and Testing
    • (March)
    • Engle R.F., Granger C.W.J. Cointegration and Error-Correction: Representation, Estimation and Testing. Econometrica. 55:1987;251-276. (March).
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 17
    • 33748632313 scopus 로고
    • Five Alternative Methods of Estimating Long-Run Equilibrium Relationship
    • Gonzalo Jesus. Five Alternative Methods of Estimating Long-Run Equilibrium Relationship. Journal of Econometrics. 60:1994;203-233.
    • (1994) Journal of Econometrics , vol.60 , pp. 203-233
    • Gonzalo Jesus1
  • 20
    • 84984529138 scopus 로고
    • Australia's Real Exchange Rate - Is It Explained by the Terms of Trade or by Real Interest Differential
    • (209 June)
    • Gruen D.W.R., Wilkinson Jenny. Australia's Real Exchange Rate - Is It Explained by the Terms of Trade or by Real Interest Differential. The Economic Record. 70:1994;204-219. (209 June).
    • (1994) The Economic Record , vol.70 , pp. 204-219
    • Gruen, D.W.R.1    Wilkinson Jenny2
  • 22
    • 0000718863 scopus 로고
    • Impact of the Terms of Trade on the U.S. Trade Balance: A Reexamination
    • (November)
    • Haynes Stephen E., Stone Joe A. Impact of the Terms of Trade on the U.S. Trade Balance: A Reexamination. The Review of Economics and Statistics. 64:1982;702-706. (November).
    • (1982) The Review of Economics and Statistics , vol.64 , pp. 702-706
    • Haynes Stephen, E.1    Stone Joe, A.2
  • 24
    • 0345510809 scopus 로고
    • Statistical Analysis of Cointegrating Vectors
    • (June-September)
    • Johansen S. Statistical Analysis of Cointegrating Vectors. Journal of Economic Dynamics and Control. 12:1988;231-254. (June-September).
    • (1988) Journal of Economic Dynamics and Control , vol.12 , pp. 231-254
    • Johansen, S.1
  • 25
    • 0000158117 scopus 로고
    • Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
    • Johansen S. Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. Econometrica. 59:1991;1551-1580.
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 26
    • 84981579311 scopus 로고
    • Maximum Likelihood Estimation and Inference on Cointegration with Applications to Demand for Demand
    • (May)
    • Johansen S., Juselius K. Maximum Likelihood Estimation and Inference on Cointegration with Applications to Demand for Demand. Oxford Bulletin of Economics and Statistics. 52:1990;169-210. (May).
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 27
    • 0003207698 scopus 로고
    • Real Exchange Rates in the 1970s
    • John P.O. Bilson, & Richard C. Marston. Chicago, IL: University of Chicago Press
    • Katseli Louka T. Real Exchange Rates in the 1970s. Bilson John P.O., Marston Richard C. Exchange Rate Theory and Practice. 1984;281-321 University of Chicago Press, Chicago, IL.
    • (1984) Exchange Rate Theory and Practice , pp. 281-321
    • Katseli Louka, T.1
  • 28
    • 0020922805 scopus 로고
    • Determinants of Current Account Balances of Non Oil Developing Countries in the 1970s: An Empirical Analysis
    • (4 December)
    • Khan M.S., Knight M.D. Determinants of Current Account Balances of Non Oil Developing Countries in the 1970s: An Empirical Analysis. IMF Staff Papers. 30:1983;819-842. (4 December).
    • (1983) IMF Staff Papers , vol.30 , pp. 819-842
    • Khan, M.S.1    Knight, M.D.2
  • 29
    • 0024430532 scopus 로고
    • The Consequences of Mrs. Thatcher for U.K. Manufacturing Exports
    • (March)
    • Landesmann M., Snell A. The Consequences of Mrs. Thatcher for U.K. Manufacturing Exports. The Economic Journal. 99:1989;1-27. (March).
    • (1989) The Economic Journal , vol.99 , pp. 1-27
    • Landesmann, M.1    Snell, A.2
  • 31
    • 0002378331 scopus 로고
    • Critical Values for Cointegration Tests
    • R.F. Engle, & C.W. Granger. Oxford, UK: Oxford University Press
    • MacKinnon J.J. Critical Values for Cointegration Tests. Engle R.F., Granger C.W. Long-Run Economic Relationships: Readings in Cointegration. 1991;267-276 Oxford University Press, Oxford, UK.
    • (1991) Long-Run Economic Relationships: Readings in Cointegration , pp. 267-276
    • MacKinnon, J.J.1
  • 32
    • 0011456064 scopus 로고
    • Impact of the Terms of Trade on the U.S. Trade Balance: A Cross-Spectral Analysis
    • McPheters Lee R., Stronge William B. Impact of the Terms of Trade on the U.S. Trade Balance: A Cross-Spectral Analysis. The Review of Economics and Statistics. 61:1979;451-455.
    • (1979) The Review of Economics and Statistics , vol.61 , pp. 451-455
    • McPheters Lee, R.1    Stronge William, B.2
  • 33
    • 49049143455 scopus 로고
    • Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications
    • (September)
    • Nelson C.R., Plosser C.I. Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications. Journal of Monetary Economics. 10:1982;139-162. (September).
    • (1982) Journal of Monetary Economics , vol.10 , pp. 139-162
    • Nelson, C.R.1    Plosser, C.I.2
  • 34
    • 0000631178 scopus 로고
    • A Note with Quantiles of the Asymptotic Distributions of the Maximum Likelihood Cointegration Ranks Test Statistics: Four Cases
    • (August)
    • Osterwald-Lenum M. A Note with Quantiles of the Asymptotic Distributions of the Maximum Likelihood Cointegration Ranks Test Statistics: Four Cases. Oxford Bulletin of Economics and Statistics. 1992;461-472. (August).
    • (1992) Oxford Bulletin of Economics and Statistics , pp. 461-472
    • Osterwald-Lenum, M.1
  • 35
    • 33745248740 scopus 로고
    • Understanding Spurious Regressions in Econometrics
    • Phillips P. Understanding Spurious Regressions in Econometrics. Journal of Econometrics. 33:1986;311-340.
    • (1986) Journal of Econometrics , vol.33 , pp. 311-340
    • Phillips, P.1
  • 36
    • 77956888124 scopus 로고
    • Testing for a Unit Root in Time Series Regression
    • Phillips P., Perron P. Testing for a Unit Root in Time Series Regression. Biometrika. 75:1988;335-346.
    • (1988) Biometrika , vol.75 , pp. 335-346
    • Phillips, P.1    Perron, P.2
  • 38
    • 0002814040 scopus 로고
    • Effects of Model Specification on Tests for Unit Roots in Macroeconomic Data
    • (July)
    • Schwert G.W. Effects of Model Specification on Tests for Unit Roots in Macroeconomic Data. Journal of Monetary Economics. 20:1987;73-103. (July).
    • (1987) Journal of Monetary Economics , vol.20 , pp. 73-103
    • Schwert, G.W.1
  • 39
    • 0000997472 scopus 로고
    • Macroeconomics and Reality
    • (January)
    • Sims Christopher A. Macroeconomics and Reality. Econometrica. 28:1980;1-48. (January).
    • (1980) Econometrica , vol.28 , pp. 1-48
    • Sims Christopher, A.1
  • 41
    • 0001527764 scopus 로고
    • A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
    • (July)
    • Stock James, Watson James. A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. Econometrica. 61:1993;783-820. (July).
    • (1993) Econometrica , vol.61 , pp. 783-820
    • Stock James1    Watson James2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.