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Are Current Accounts of Asian Economies Mean-Reverting? : Nonlinear Unit Root Test Approach

Kim, Bong-Han - 2017

This paper tests the mean reverting property of current account in the financial crisis-affected 5 counties of southeast Asia using nonlinear unit root tests of Park and shintani (2004). Our approach is based on the idea that a conventional unit root test has lower power in detecting the...

Persistent link: https://www.econbiz.de/10012942573