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Economics Letters
Volumn 84, Issue 2, 2004, Pages 217-223
Red signals: Current account deficits and sustainability
Author keywords

Deficits sustainability; Markov switching ADF
Indexed keywords

EID: 3042555498     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2004.02.005     Document Type: Article
Times cited : (42)
References (11)
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    • Calvo, G.1
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    • Francq C. Zakoian J.-M. Stationarity of multivariate Markov-switching ARMA models Journal of Econometrics 102 2001 339-364
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  • 4
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    • Detecting periodically collapsing bubbles: A Markov-switching unit root test
    • Hall S.G. Psaradakis Z. Sola M. Detecting periodically collapsing bubbles: a Markov-switching unit root test Journal of Applied Econometrics 14 1999 143-154
    • (1999) Journal of Applied Econometrics , vol.14 , pp. 143-154
    • Hall, S.G.1    Psaradakis, Z.2    Sola, M.3
  • 6
    • 0003569323 scopus 로고    scopus 로고
    • Unit Roots, Cointegration, and Structural Change
    • Cambridge: Cambridge Univ. Press
    • Maddala G.S. Kim I.M. Unit Roots, Cointegration, and Structural Change 1999 Cambridge Univ. Press Cambridge
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  • 7
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    • The great crash, the oil price shock and the unit root hypothesis
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    • On Markov error-correction models, with an application to stock prices and dividends
    • Psaradakis Z. Sola M. Spagnolo F. On Markov error-correction models, with an application to stock prices and dividends Journal of Applied Econometrics 19 2004 69-88
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    • Psaradakis, Z.1    Sola, M.2    Spagnolo, F.3
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    • Common trends, the government budget constraint, and revenue smoothing
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    • Trehan, B.1    Walsh, C.2

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