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 |
Metadatos
Título
Dealing with an error correction model when trade balances are trend-stationaryAutoría
Fecha de publicación
2014Editor
Taylor & FrancisCita bibliográfica
CANTAVELLA JORDÁ, M. Dealing with an error correction model when trade balances are trend-stationary. Applied Economics Letters Volume 21, Issue 13 (2014), pp. 882-886Tipo de documento
info:eu-repo/semantics/articleVersión de la editorial
http://www.tandfonline.com/doi/abs/10.1080/13504851.2014.896973?journalCode=rael ...Palabras clave / Materias
Resumen
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. [-]
Publicado en
Applied Economics Letters Volume 21, Issue 13 (2014)Derechos de acceso
http://rightsstatements.org/vocab/CNE/1.0/
info:eu-repo/semantics/restrictedAccess
info:eu-repo/semantics/restrictedAccess
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