Global imbalances and the intertemporal external budget constraint: A multicointegration approach
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DOI: 10.1016/j.jbankfin.2013.01.008
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- Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2013. "Global imbalances and the Intertemporal External Budget Constraint: A multicointegration approach," Working Papers 1303, Department of Applied Economics II, Universidad de Valencia.
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- Antonio Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2018. "Assessing the sustainability of external imbalances in the European Union," Post-Print hal-01914597, HAL.
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More about this item
Keywords
Current account; Net foreign assets; Multicointegration; Structural breaks;All these keywords.
JEL classification:
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Statistics
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