Dealing with an error correction model when trade balances are trend-stationary

Cantavella, Manuel

dc.contributor.author	Cantavella, Manuel
dc.date.accessioned	2015-07-06T09:54:22Z
dc.date.available	2015-07-06T09:54:22Z
dc.date.issued	2014
dc.identifier.citation	CANTAVELLA JORDÁ, M. Dealing with an error correction model when trade balances are trend-stationary. Applied Economics Letters Volume 21, Issue 13 (2014), pp. 882-886	ca_CA
dc.identifier.uri	http://hdl.handle.net/10234/126267
dc.description.abstract	The present research shows how one can deal with stationary plus trend trade balance variables in a trade model whenever the rest of the variables contain a unit root. Data are used in a monthly and a quarterly basis from January 1980 to June 2011 and applied to four countries (Germany, France, Italy and United Kingdom). It is proved that an error correction mechanism suits better when detrending trade balances once they have been verified to have a deterministic trend.	ca_CA
dc.format.extent	5 p.	ca_CA
dc.format.mimetype	application/pdf	ca_CA
dc.language.iso	eng	ca_CA
dc.publisher	Taylor & Francis	ca_CA
dc.relation.isPartOf	Applied Economics Letters Volume 21, Issue 13 (2014)	ca_CA
dc.rights.uri	http://rightsstatements.org/vocab/CNE/1.0/	*
dc.subject	Trade model	ca_CA
dc.subject	Difference stationary process	ca_CA
dc.subject	Trend stationary process	ca_CA
dc.subject	Error correction mechanism	ca_CA
dc.subject	C32	ca_CA
dc.subject	F10	ca_CA
dc.subject	F31	ca_CA
dc.title	Dealing with an error correction model when trade balances are trend-stationary	ca_CA
dc.type	info:eu-repo/semantics/article	ca_CA
dc.identifier.doi	http://dx.doi.org/10.1080/13504851.2014.896973
dc.rights.accessRights	info:eu-repo/semantics/restrictedAccess	ca_CA
dc.relation.publisherVersion	http://www.tandfonline.com/doi/abs/10.1080/13504851.2014.896973?journalCode=rael20#.VZpOuUVLrJw	ca_CA

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