Testing twin deficits hypothesis using VARs and variance decomposition

Journal of the Asia Pacific Economy

Volumn 11, Issue 3, 2006, Pages 331-354

  Baharumshah, Ahmad Zubaidi ^a   Lau, Evan ^b   Khalid, Ahmed M ^c  

^a University Putra Hospital   (Malaysia)

^b UNIVERSITI MALAYSIA SARAWAK   (Malaysia)

^c BOND UNIVERSITY   (Australia)

Author keywords

Cointegration; Twin deficits; Variance decomposition

Indexed keywords

ASEAN; COINTEGRATION ANALYSIS; EMPIRICAL ANALYSIS; EXCHANGE RATE; INTEREST RATE;

ASIA; EURASIA; INDONESIA; MALAYSIA; PHILIPPINES; SOUTHEAST ASIA; THAILAND;

EID: 33748162258     PISSN: 13547860     EISSN: 14699648     Source Type: Journal    
DOI: 10.1080/13547860600764245     Document Type: Article

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