ListarUJI: Investigación por tema "C32"
Mostrando ítems 1-4 de 4
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Dealing with an error correction model when trade balances are trend-stationary
Taylor & Francis (2014)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 ... -
Smooth transitions, asymmetric adjustment and unit roots
Taylor & Francis (2014)The aim of this article is to develop a unit root test that takes into account two sources of nonlinearites in data, i.e. asymmetric speed of mean reversion and structural changes. The asymmetric speed of mean reversion ... -
The Current Account Sustainability of European Transition Economies
Wiley (2013-02-07)This article presents an analysis of the sustainability of the current accounts of a group of central and eastern European countries. Given the link between national savings (public and private) and investment, the current ... -
The effect of the EMU on short and long-run stock market dynamics: New evidence on financial integration
Inderscience Publishers (2009)This paper deals with the time evolution of stock market integra- tion around the introduction of the euro. In particular we test whether the degree of integration between the main eurozone countries increased after European ...