From post

копировать удалить добавить публикацию в буфер
Запись сообщества
посмотреть историю данной записи
URL
DOI
BibTeX
EndNote
APA
Chicago
DIN 1505
Harvard
MSOffice XML

Are current account deficits sustainable?: Evidence from panel cointegration

J. Wu, S. Chen, и H. Lee. Economics Letters, 72 (2): 219--224 (августа 2001)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

Can nominal exchange rates be differenced to stationarity?J. Wu, и S. Chen. Economics Letters, 55 (3): 397--402 (12.09.1997)Foreign exchange market efficiency revisitedJ. Wu, и S. Chen. Journal of International Money and Finance, 17 (5): 831--838 (01.10.1998)Why use Markov-switching models in exchange rate prediction?H. Lee, и S. Chen. Economic Modelling, 23 (4): 662--668 (июля 2006)Long-run money demand revisited: evidence from a non-linear approachS. Chen, и J. Wu. Journal of International Money and Finance, 24 (1): 19--37 (февраля 2005)Testing for the sustainability of the current account deficit in two industrial countriesJ. Wu, S. Fountas, и S. Chen. Economics Letters, 52 (2): 193--198 (августа 1996)Are current account deficits sustainable?: Evidence from panel cointegrationJ. Wu, S. Chen, и H. Lee. Economics Letters, 72 (2): 219--224 (августа 2001)Nominal exchange-rate prediction: evidence from a nonlinear approachJ. Wu, и S. Chen. Journal of International Money and Finance, 20 (4): 521--532 (августа 2001)