Dealing with an error correction model when trade balances are trend-stationary
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http://dx.doi.org/10.1080/13504851.2014.896973 |
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Title
Dealing with an error correction model when trade balances are trend-stationaryAuthor (s)
Date
2014Publisher
Taylor & FrancisBibliographic 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. 882-886Type
info:eu-repo/semantics/articlePublisher version
http://www.tandfonline.com/doi/abs/10.1080/13504851.2014.896973?journalCode=rael ...Subject
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 ... [+]
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. [-]
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Applied Economics Letters Volume 21, Issue 13 (2014)Rights
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info:eu-repo/semantics/restrictedAccess
info:eu-repo/semantics/restrictedAccess
This item appears in the folowing collection(s)
- IEI_Articles [116]
- ECO_Articles [696]