Articles with "hidden cointegration" as a keyword



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Saving behaviour under terms-of-trade uncertainty: evidence from hidden cointegration approach

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Published in 2017 at "Macroeconomics and Finance in Emerging Market Economies"

DOI: 10.1080/17520843.2016.1223729

Abstract: ABSTRACT There are very few studies on the asymmetric relationship between private saving (PS) and terms-of-trade uncertainty. This paper examines the extent to which terms-of-trade shocks have an asymmetric effect on PSs in 18 Latin… read more here.

Keywords: hidden cointegration; trade uncertainty; uncertainty; saving behaviour ... See more keywords