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Citations for "Testing a present-value model of the current account: Evidence from US and Canadian time series"

by Otto, Glenn

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  1. Kano, Takashi, 2009. "Habit formation and the present-value model of the current account: Yet another suspect," Journal of International Economics, Elsevier, vol. 78(1), pages 72-85, June.
  2. Agenor, Pierre-Richard & Bismut, Claude & Cashin, Paul & McDermott, C. John, 1999. "Consumption smoothing and the current account: evidence for France, 1970-1996," Journal of International Money and Finance, Elsevier, vol. 18(1), pages 1-12, January.
  3. Singh, Tarlok, 2004. "On the optimizing model of the balance of trade in India," Journal of Policy Modeling, Elsevier, vol. 26(5), pages 605-625, July.
  4. Talan Iscan, 1999. "Present Value Tests of the Current Account with Durables Consumption," Department of Economics at Dalhousie University working papers archive present, Dalhousie, Department of Economics.
  5. Hoffmann, Mathias, 1999. "International macroeconomic fluctuations and the current account," Discussion Paper Series In Economics And Econometrics 9915, Economics Division, School of Social Sciences, University of Southampton.
  6. Maurice Obstfeld and Kenneth Rogoff., 1994. "The Intertemporal Approach to the Current Account," Center for International and Development Economics Research (CIDER) Working Papers C94-044, University of California at Berkeley.
  7. Cashin, Paul & McDermott, C John, 1998. "Are Australia's Current Account Deficits Excessive?," The Economic Record, The Economic Society of Australia, vol. 74(227), pages 346-61, December.
  8. Robert Kollmann, 1996. "Incomplete asset markets and the cross-country consumption correlation puzzle," ULB Institutional Repository 2013/7640, ULB -- Universite Libre de Bruxelles.
  9. John C. Bluedorn, 2005. "Hurricanes: Intertemporal Trade and Capital Shocks," Economics Papers 2005-W22, Economics Group, Nuffield College, University of Oxford.
  10. Davis, George K. & Miller, Norman C., 1996. "Exchange rate mean reversion from real shocks within an intertemporal equilibrium model," Journal of International Money and Finance, Elsevier, vol. 15(6), pages 947-967, December.
  11. Kenneth Kasa, 2000. "Testing present value models of the current account: a cautionary note," Working Paper Series 2000-12, Federal Reserve Bank of San Francisco.
  12. Josep Lluís CARRION-I-SILVESTRE & Mariam CAMARERO & Josep LLUÍS CARRION-I-SILVESTRE & Cecilio TAMARIT, . "External Imbalances in a Monetary Union. Does the Lawson Doctrine Apply to Europe?," EcoMod2010 259600036, EcoMod.
  13. Takashi Kano, 2003. "A Structural VAR Approach to the Intertemporal Model of the Current Account," Staff Working Papers 03-42, Bank of Canada.
  14. Shibata, Akihisa & Shintani, Mototsugu, 1998. "Capital mobility in the world economy: an alternative test," Journal of International Money and Finance, Elsevier, vol. 17(5), pages 741-756, October.
  15. Matsubayashi, Yoichi, 2006. "Structural and cyclical movements of the current account in Japan: An alternative measure," Japan and the World Economy, Elsevier, vol. 18(4), pages 545-567, December.
  16. Smith, Constance, 2011. "External Balance Adjustment: An Intra-National and International Comparison," Working Papers 2011-13, University of Alberta, Department of Economics.
  17. Olekalns, Nilss, 1997. "Australian Evidence on Tax Smoothing and the Optimal Budget Surplus," The Economic Record, The Economic Society of Australia, vol. 73(222), pages 248-57, September.
  18. Chortareas Georgios E & Kapetanios George & Uctum Merih, 2004. "An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(1), pages 1-19, March.
  19. James M. Nason and John H. Rogers, 2001. "The Present Value Model of the Current Account Has Been Rejected: Round Up the Usual Subjects," Computing in Economics and Finance 2001 102, Society for Computational Economics.
  20. De Santis, Roberto A. & Lührmann, Melanie, 2006. "On the determinants of external imbalances and net international portfolio flows: a global perspective," Working Paper Series 0651, European Central Bank.
  21. Braeu, Rebecca, 2010. "Consumption tilting and the current account: Evidence from Canada," International Review of Economics & Finance, Elsevier, vol. 19(2), pages 304-312, April.
  22. Shang-Jin Wei & Jiandong Ju, 2008. "Current Account Adjustment: Some New Theory and Evidence," 2008 Meeting Papers 851, Society for Economic Dynamics.
  23. Campa, Jose M. & Gavilán, Angel, 2006. "Current accounts in the euro area: An intertemporal approach," IESE Research Papers D/651, IESE Business School.
  24. Michel Normandin, 1996. "Budget Deficit Persistence and the Twin Deficits Hypothesis," Macroeconomics 9607001, EconWPA.
  25. Christopoulos, Dimitris & León-Ledesma, Miguel A., 2010. "Current account sustainability in the US: What did we really know about it?," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 442-459, April.
  26. Gruber, Joseph W., 2004. "A present value test of habits and the current account," Journal of Monetary Economics, Elsevier, vol. 51(7), pages 1495-1507, October.
  27. Kim, Kunhong & Hall, Viv B. & Buckle, Robert A., 2006. "Consumption-smoothing in a small, cyclically volatile open economy: Evidence from New Zealand," Journal of International Money and Finance, Elsevier, vol. 25(8), pages 1277-1295, December.
  28. Cashin, Paul & McDermott, C John, 2002. "Intertemporal Consumption Smoothing and Capital Mobility: Evidence from Australia," Australian Economic Papers, Wiley Blackwell, vol. 41(1), pages 82-98, March.
  29. Engsted, Tom, 1998. "Money Demand During Hyperinflation: Cointegration, Rational Expectations, and the Importance of Money Demand Shocks," Journal of Macroeconomics, Elsevier, vol. 20(3), pages 533-552, July.
  30. David Bowman & Brian M. Doyle, 2003. "New Keynesian, open-economy models and their implications for monetary policy," International Finance Discussion Papers 762, Board of Governors of the Federal Reserve System (U.S.).
  31. Bouakez, Hafedh & Kano, Takashi, 2008. "Terms of trade and current account fluctuations: The Harberger-Laursen-Metzler effect revisited," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 260-281, March.
  32. Cunado, Juncal & Gracia, Fernando Perez de, 2005. "Current account and productivity: evidence for some European countries," Journal of Policy Modeling, Elsevier, vol. 27(1), pages 75-89, February.
  33. Cecen, Aydin & Xiao, Linlan, 2014. "Capital flows and current account dynamics in Turkey: A nonlinear time series analysis," Economic Modelling, Elsevier, vol. 39(C), pages 240-246.
  34. Ca’ Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2012. "Thousands of models, one story: Current account imbalances in the global economy," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1319-1338.
  35. Wu, Jyh-Lin, 2000. "Mean reversion of the current account: evidence from the panel data unit-root test," Economics Letters, Elsevier, vol. 66(2), pages 215-222, February.
  36. Campa, Jose Manuel & Gavilan, Angel, 2011. "Current accounts in the euro area: An intertemporal approach," Journal of International Money and Finance, Elsevier, vol. 30(1), pages 205-228, February.
  37. Chen, Shyh-Wei, 2011. "Current account deficits and sustainability: Evidence from the OECD countries," Economic Modelling, Elsevier, vol. 28(4), pages 1455-1464, July.
  38. Milesi-Ferreti, G-M & Razin, A, 1997. "Current Account Deficits and Capital Flows in East Asia and Latin America : Are the Nineties Different from the Early Eighties?," Papers 11-97, Tel Aviv.
  39. Alpaslan AKÇORAOĞLU & Erkan AĞASLAN, 2009. "Current Account Deficits, Sustainability and Global Financial Crisis: Evidence from Turkey, 1987-2008," Ekonomik Yaklasim, Ekonomik Yaklasim Association, vol. 20(72), pages 1-20.
  40. Tarlok Singh, 2007. "Intertemporal Optimizing Models Of Trade And Current Account Balance: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 25-64, 02.
  41. M-A. Letendre, 2002. "Semi-Parametric Predictions of the Intertemporal Approach to the Current Account," Department of Economics Working Papers 2002-01, McMaster University.
  42. Yoichi Matsubayashi, 2009. "Structural and Cyclical Movements of the Current Account in the U.S. 1976-2007," Discussion Papers 0829, Graduate School of Economics, Kobe University.
  43. repec:pid:journl:v:50:y:2011:i:4:p:401-421 is not listed on IDEAS
  44. Huang, Chao-Hsi, 2010. "International capital mobility: An alternative test based on intertemporal current account models," International Review of Economics & Finance, Elsevier, vol. 19(3), pages 467-482, June.
  45. Engsted, Tom, 2002. " Measures of Fit for Rational Expectations Models," Journal of Economic Surveys, Wiley Blackwell, vol. 16(3), pages 301-55, July.
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