Listar ECO_Articles por autoría "f0d3cd95-7cb7-4ec1-a929-2c25f173ba0d"

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    • openAccess   An analysis of the trade balance for OECD countries using periodic integration and cointegration 

      del Barrio Castro, Tomás; Camarero, Mariam; Tamarit, Cecilio Springer Berlin Heidelberg (2015)
      We analyze imbalances in external accounts that have historically affected most developed countries. The purpose of this study was to shed some light on the sustainability of the current account for a group of OECD countries ...

    • openAccess   Testing for Periodic Integration with a Changing Mean 

      del Barrio Castro, Tomás; Camarero, Mariam; Tamarit, Cecilio Springer Verlag (2017)
      In this paper we extend the test of periodic integration proposed by Boswijk and Franses (J Time Ser Anal 17:221–245, 1996) allowing for a change in the mean. We provide the asymptotic distribution and show that is the ...