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Mean-reverting behavior of current account in Asian countries

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  • Lau, Evan
  • Zubaidi Baharumshah, Ahmad

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 87 (2005)
Issue (Month): 3 (June)
Pages: 367-371

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Handle: RePEc:eee:ecolet:v:87:y:2005:i:3:p:367-371

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  1. Wu, Jyh-Lin, 2000. "Mean reversion of the current account: evidence from the panel data unit-root test," Economics Letters, Elsevier, Elsevier, vol. 66(2), pages 215-222, February.
  2. Maddala, G S & Wu, Shaowen, 1999. " A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 631-52, Special I.
  3. Harris, Richard D. F. & Tzavalis, Elias, 1999. "Inference for unit roots in dynamic panels where the time dimension is fixed," Journal of Econometrics, Elsevier, Elsevier, vol. 91(2), pages 201-226, August.
  4. Bergin, Paul R & Sheffrin, Steven M, 2000. "Interest Rates, Exchange Rates and Present Value Models of the Current Account," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 110(463), pages 535-58, April.
  5. Ghosh, Atish R, 1995. "International Capital Mobility amongst the Major Industrialised Countries: Too Little or Too Much?," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 105(428), pages 107-28, January.
  6. Breuer, Janice Boucher & McNown, Robert & Wallace, Myles S, 2001. "Misleading Inferences from Panel Unit-Root Tests with an Illustration from Purchasing Power Parity," Review of International Economics, Wiley Blackwell, vol. 9(3), pages 482-93, August.
  7. Baharumshah, Ahmad Zubaidi & Lau, Evan & Fountas, Stilianos, 2003. "On the sustainability of current account deficits: evidence from four ASEAN countries," Journal of Asian Economics, Elsevier, vol. 14(3), pages 465-487, June.
  8. Lucio Sarno & Mark P. Taylor, . "Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University 97-14, Economics and Finance Section, School of Social Sciences, Brunel University.
  9. Husted, Steven, 1992. "The Emerging U.S. Current Account Deficit in the 1980s: A Cointegration Analysis," The Review of Economics and Statistics, MIT Press, vol. 74(1), pages 159-66, February.
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Cited by:
  1. Hamizun Ismail & Ahmad Baharumshah, 2008. "Malaysia’s current account deficits: an intertemporal optimization perspective," Empirical Economics, Springer, Springer, vol. 35(3), pages 569-590, November.
  2. Paresh Kumar Narayan & Stephan Popp, 2011. "Size and power properties of structural break unit root tests," Financial Econometics Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 2011_07, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  3. Sandra Hlivnjak & Nick Adnett, 2012. "Current Account convergence in the Western Balkans," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 5(1), pages 82-103.
  4. Chu, Hsiao-Ping & Chang, Tsangyao & Chang, Hsu-Ling & Su, Chi-Wei & Yuan, Young, 2007. "Mean reversion in the current account of forty-eight african countries: Evidence from the Panel SURADF test," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 384(2), pages 485-492.
  5. Tuck Cheong Tang & Evan Lau, 2008. "An Empirical Investigation On The Sustainability Of Balancing Item Of Balance Of Payment Accounts For Oic Member Countries," Development Research Unit Working Paper Series, Monash University, Department of Economics 31/08, Monash University, Department of Economics.
  6. Chang, Chun-Ping & Lee, Chien-Chiang, 2008. "Are per capita carbon dioxide emissions converging among industrialized countries? New time series evidence with structural breaks," Environment and Development Economics, Cambridge University Press, vol. 13(04), pages 497-515, August.
  7. Chen, Shyh-Wei, 2013. "Long memory and regime switching properties of current account deficits in the US," Economic Modelling, Elsevier, vol. 35(C), pages 78-87.
  8. Chen, Shyh-Wei, 2011. "Current account deficits and sustainability: Evidence from the OECD countries," Economic Modelling, Elsevier, vol. 28(4), pages 1455-1464, July.
  9. Chih-kai Chang & Tsangyao Chang, 2012. "Revisiting the sustainability of current account deficit: SPSM using the panel KSS Test with a Fourier Function," Economics Bulletin, AccessEcon, vol. 32(1), pages 538-550.
  10. Ahmad Zubaidi Baharumshah & Hamizun Bin Ismail, 2012. "The present value model and Thailand's current account balance," Journal of Economic Studies, Emerald Group Publishing, Emerald Group Publishing, vol. 39(3), pages 337-355, December.
  11. Shyh-Wei Chen, 2010. "Testing for the Sustainability of the Current Account Deficit in Four Industrial Countries: A Revisitation," Economics Bulletin, AccessEcon, vol. 30(2), pages 1474-1495.
  12. Chen, Shyh-Wei, 2014. "Smooth transition, non-linearity and current account sustainability: Evidence from the European countries," Economic Modelling, Elsevier, vol. 38(C), pages 541-554.
  13. Lanzafame, Matteo, 2012. "Current account sustainability in advanced economies," MPRA Paper 42384, University Library of Munich, Germany.

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