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Twin deficits in Cambodia: Are there Reasons for Concern? An Empirical Study

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Author Info
Evan Lau
Tuck Cheong Tang

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Abstract

This study examines the inter-linkages between Government budget balance, and external balance for a transition economy in South East Asia ??? Cambodia. The empirical results of the quarterly data between 1996 and 2006, support twin deficits hypothesis that is the budget deficits do cause external deficits, in the short run. These two macroeconomics variables are moving together in the long run. For implication, these findings provide an insight for the Cambodia's policy design and formulation.

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File URL: http://www.buseco.monash.edu.au/eco/research/papers/2009/1109deficitslautang.pdf
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Paper provided by Monash University, Department of Economics in its series Monash Economics Working Papers with number 11/09.

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Length: 15 pages
Date of creation: 01 Jun 2009
Date of revision:
Handle: RePEc:mos:moswps:2009-11

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Related research
Keywords: Budget Deficits; Cambodia; Current Account Deficit; Unit Root Tests;

Find related papers by JEL classification:
F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
H62 - Public Economics - - National Budget, Deficit, and Debt - - - Deficit; Surplus

This paper has been announced in the following NEP Reports:

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  1. Chul-Hwan Kim & Donggeun Kim, 2006. "Does Korea have twin deficits?," Applied Economics Letters, Taylor and Francis Journals, vol. 13(10), pages 675-680, August. [Downloadable!] (restricted)
  2. Piersanti, Giovanni, 2000. "Current account dynamics and expected future budget deficits: some international evidence," Journal of International Money and Finance, Elsevier, vol. 19(2), pages 255-271, April. [Downloadable!] (restricted)
  3. Ahmad Zubaidi Baharumshah & Evan Lau, 2007. "Dynamics of fiscal and current account deficits in Thailand: an empirical investigation," Journal of Economic Studies, Emerald Group Publishing, vol. 34(6), pages 454-475, November. [Downloadable!] (restricted)
  4. Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-36, July. [Downloadable!] (restricted)
    Other versions:
  5. Sebastian Edwards, 2001. "Does the Current Account Matter?," NBER Working Papers 8275, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  6. Abdulnasser Hatemi-J & Ghazi Shukur, 2002. "Multivariate-based causality tests of twin deficits in the US," Journal of Applied Statistics, Taylor and Francis Journals, vol. 29(6), pages 817-824, August. [Downloadable!] (restricted)
  7. Leonardo Bartolini & Amartya Lahiri, 2006. "Twin deficits, twenty years later," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Oct. [Downloadable!]
  8. MacKinnon, James G, 1996. "Numerical Distribution Functions for Unit Root and Cointegration Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(6), pages 601-18, Nov.-Dec.. [Downloadable!] (restricted)
    Other versions:
  9. Normandin, Michel, 1999. "Budget deficit persistence and the twin deficits hypothesis," Journal of International Economics, Elsevier, vol. 49(1), pages 171-193, October. [Downloadable!] (restricted)
    Other versions:
  10. Sylvia Kaufmann & Georg Winckler & Johann Scharler, 2002. "The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation?," Empirical Economics, Springer, vol. 27(3), pages 529-542. [Downloadable!] (restricted)
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  11. Leachman, Lori L & Francis, Bill, 2002. "Twin Deficits: Apparition or Reality?," Applied Economics, Taylor and Francis Journals, vol. 34(9), pages 1121-32, June. [Downloadable!] (restricted)
  12. Evans, Paul & Hasan, Iftekhar, 1994. "Are consumers Ricardian? Evidence for Canada," The Quarterly Review of Economics and Finance, Elsevier, vol. 34(1), pages 25-40. [Downloadable!] (restricted)
  13. Anoruo, Emmanuel & Ramchander, Sanjay, 1998. "Current account and fiscal deficits: Evidence from five developing economies of Asia," Journal of Asian Economics, Elsevier, vol. 9(3), pages 487-501. [Downloadable!] (restricted)
  14. Vamvoukas, George A, 1999. "The Twin Deficits Phenomenon: Evidence from Greece," Applied Economics, Taylor and Francis Journals, vol. 31(9), pages 1093-1100, September. [Downloadable!] (restricted)
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