文章基本信息

标题：Mean Reversion of Balance of Payments¡GEvidence from Sequential Trend Break Unit Root Tests
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作者：Jue-Shyan Wang ; Mei-Yin Lin
期刊名称：Economics Bulletin
电子版ISSN：1545-2921
出版年度：2008
卷号：6
出版社：Economics Bulletin
摘要：We analyze the G7 countries data set of real balance of payments series. The unit root tests with an endogenously determined break date in the trend function proposed by Zivot and Andrews (1992) is employed to characterize the balance of payments series. The empirical results show that allowing for a break in the trend function could alter the outcome of the standard unit root tests for some series.
关键词：Balance of payments