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Volumn 13, Issue 3, 1999, Pages 51-58

Are the U.S. current account deficits really sustainable?

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Indexed keywords


EID: 85071201163     PISSN: 10168737     EISSN: 1743517X     Source Type: Journal    
DOI: 10.1080/10168739900000004     Document Type: Article
Times cited : (48)

References (10)
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    • Engel, Robert, and Granger, Cliver. 1987. Cointegration and Error-Correction: Representation, Estimation, and Testing. Econometrica, March: 251–276.
    • (1987) Econometrica , pp. 251-276
    • Engel, R.1    Granger, C.2
  • 3
    • 0008312427 scopus 로고    scopus 로고
    • Residual-based tests for cointegration in models with Regime Shifts
    • January, and
    • Gregory, Alan, and Hansen, Bruce. 1996. Residual-based tests for cointegration in models with Regime Shifts. Journal of Econometrics, January: 99–126.
    • (1996) Journal of Econometrics , pp. 99-126
    • Gregory, A.1    Hansen, B.2
  • 4
    • 0002329841 scopus 로고
    • The U.S. Current Account: The Other Deficit
    • Third Quarter, Third Quarter
    • Hakkio, Craig. Third Quarter 1995. “ The U.S. Current Account: The Other Deficit ”. In Economic Review Third Quarter, 11–24.
    • (1995) Economic Review , pp. 11-24
    • Hakkio, C.1
  • 5
    • 84977368332 scopus 로고
    • Is the budget deficit "too large
    • July, and
    • Hakkio, Craig, and Rush, Mark. 1991. Is the budget deficit "too large. Economic Inquiry, July: 429–445.
    • (1991) Economic Inquiry , pp. 429-445
    • Hakkio, C.1    Rush, M.2
  • 6
    • 0000575419 scopus 로고
    • The emerging U.S. Current Account Deficit in the 1980s: A Cointegration Analysis
    • February
    • Husted, Steven. 1992. The emerging U.S. Current Account Deficit in the 1980s: A Cointegration Analysis. The Review of Economics & Statistics, February: 159–166.
    • (1992) The Review of Economics & Statistics , pp. 159-166
    • Husted, S.1
  • 7
    • 0000899296 scopus 로고
    • The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
    • November
    • Perron, Pierre. 1989. The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis. Econometrica, November: 1361–1401.
    • (1989) Econometrica , pp. 1361-1401
    • Perron, P.1
  • 8
    • 0000308535 scopus 로고
    • Time series regression with a unit root
    • March
    • Phillips, Peter C. B., 1987. Time series regression with a unit root. Econometrica, March: 277–301.
    • (1987) Econometrica , pp. 277-301
    • Phillips, P.C.B.1
  • 9
    • 77956888124 scopus 로고
    • Testing for a Unit Root in Time Series Regression
    • June, and
    • Phillips, Peter C. B., and Perron, Pierre. 1988. Testing for a Unit Root in Time Series Regression. Biometrika, June: 335–346.
    • (1988) Biometrika , pp. 335-346
    • Phillips, P.C.B.1    Perron, P.2
  • 10
    • 28444488750 scopus 로고
    • Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
    • July, and
    • Zivot, Eric, and Andrews, Donal. 1992. Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis. Journal of Business & Economic Statistics, July: 251–270.
    • (1992) Journal of Business & Economic Statistics , pp. 251-270
    • Zivot, E.1    Andrews, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.