More powerful threshold cointegration tests
Sign Up to like & getrecommendations! Published in 2018 at "Empirical Economics"
DOI: 10.1007/s00181-017-1243-4
Abstract: Threshold cointegration tests have made a big splash in the literature by allowing for asymmetric adjustment in linear cointegration tests. This paper contributes to this literature by proposing new tests to improve the power of… read more here.
Keywords: power; cointegration; powerful threshold; cointegration tests ... See more keywords
Sustainability of current account balances in MENA countries: threshold cointegration approach
Sign Up to like & getrecommendations! Published in 2020 at "Economic Change and Restructuring"
DOI: 10.1007/s10644-020-09278-5
Abstract: This document aims to determine the empirical link between current account balances and a set of economic variables proposed by the theoretical and empirical literature. To do this, we first use a generalized method of… read more here.
Keywords: sustainability current; current account; account balances; account ... See more keywords