Dealing with an error correction model when trade balances are trend-stationary
Metadades
Mostra el registre complet de l'elementcomunitat-uji-handle:10234/9
comunitat-uji-handle2:10234/8643
comunitat-uji-handle3:10234/8644
comunitat-uji-handle4:
INVESTIGACIONAquest recurs és restringit
http://dx.doi.org/10.1080/13504851.2014.896973 |
Metadades
Títol
Dealing with an error correction model when trade balances are trend-stationaryAutoria
Data de publicació
2014Editor
Taylor & FrancisCita bibliogràfica
CANTAVELLA JORDÁ, M. Dealing with an error correction model when trade balances are trend-stationary. Applied Economics Letters Volume 21, Issue 13 (2014), pp. 882-886Tipus de document
info:eu-repo/semantics/articleVersió de l'editorial
http://www.tandfonline.com/doi/abs/10.1080/13504851.2014.896973?journalCode=rael ...Paraules clau / Matèries
Resum
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 ... [+]
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. [-]
Publicat a
Applied Economics Letters Volume 21, Issue 13 (2014)Drets d'accés
http://rightsstatements.org/vocab/CNE/1.0/
info:eu-repo/semantics/restrictedAccess
info:eu-repo/semantics/restrictedAccess
Apareix a les col.leccions
- IEI_Articles [116]
- ECO_Articles [696]