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dc.contributor.authorHolmes, Mark J.
dc.contributor.authorOtero, Jesús
dc.contributor.authorPanagiotidis, Theodore
dc.date.accessioned2010-11-04T01:50:00Z
dc.date.available2010-11-04T01:50:00Z
dc.date.issued2010
dc.identifier.citationHolmes, M.J., Otero, J. & Panagioidis, T. (2010). On the stationarity of current account deficits in the European Union. Reviews of International Economics, 18(4), 730-740.en_NZ
dc.identifier.urihttps://hdl.handle.net/10289/4755
dc.description.abstractIn this paper, we test for the stationarity of EU current account deficits. Our testing strategy addresses two key concerns with regard to unit-root panel data testing, namely (i) the identification of which panel members are stationary, and (ii) the presence of cross-sectional dependence. For this purpose, we employ an AR-based bootstrap approach to the Hadri (2000) test. While there is only mixed evidence that current account stationarity applies when examining individual countries, this does not appear to be the case when considering panels comprising both EU and non-EU members.en_NZ
dc.language.isoen
dc.publisherWiley-Blackwellen_NZ
dc.relation.urihttp://onlinelibrary.wiley.com/doi/10.1111/j.1467-9396.2010.00896.x/abstracten_NZ
dc.subjectEuropean Unionen_NZ
dc.subjectEUen_NZ
dc.titleOn the stationarity of current account deficits in the European Unionen_NZ
dc.typeJournal Articleen_NZ
dc.identifier.doi10.1111/j.1467-9396.2010.00896.xen_NZ
dc.relation.isPartOfReview of International Economicsen_NZ
pubs.begin-page730en_NZ
pubs.elements-id4723
pubs.end-page740en_NZ
pubs.issue4en_NZ
pubs.volume18en_NZ


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