Panel Cointegration, Quantile Regressions, Asymmetric Adjustments and Crises: The Case of EU Current Accounts
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- Coleman, Simeon & Cuestas, Juan Carlos, 2021. "Panel cointegration, quantile regressions, asymmetric adjustments and crises: The case of EU current accounts," Economic Systems, Elsevier, vol. 45(4).
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Cited by:
- Cuestas, Juan Carlos & Monfort, Mercedes & Ordóñez, Javier, 2024. "Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EU," Finance Research Letters, Elsevier, vol. 60(C).
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More about this item
Keywords
Current account; external debt; quantile regression; Bayesian; asymmetric model; structural breaks; European integration;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F15 - International Economics - - Trade - - - Economic Integration
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