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  • Search: subject:"rolling and recursive p-valuesdata"
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Year of publication
Subject
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India 1 cointegration 1 current account 1 nonparametric cointegration 1 rolling and recursive p-valuesdata 1 sustainability 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Holmes, Mark J. 1 Panagiotidis, Theodore 1 Sharma, Abhijit 1
Institution
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Rimini Centre for Economic Analysis (RCEA) 1
Published in...
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Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 1
Source
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RePEc 1
Showing 1 - 1 of 1
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The Sustainability of India's current account (1950-2003): Evidence from parametric and non-parametric unit root and cointegration tests
Panagiotidis, Theodore; Holmes, Mark J.; Sharma, Abhijit - Rimini Centre for Economic Analysis (RCEA) - 2007
This study conducts an investigation into the sustainability of the Indian current account over the study period 1950-2003. It is argued that a necessary condition for current account sustainability is that exports and imports are cointegrated. After testing for unit roots that allow for a...
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