Causal Relationships between Current Account Imbalances and Budget Deficits in Pacific Island Countries: A Panel Cointegration Study

Resorting to panel data investigation, this study seeks to test the causal relationships between current account imbalances and budget deficits in Pacific island countries. The study findings are that current account imbalances and budget deficits are cointegrated, although there is no long run caus...

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Main Authors: Jayaraman, T.K, Lau, Evan
Format: Working Paper
Language:English
Published: School Of Economics University Of The South Pacific 2008
Subjects:
Online Access:http://ir.unimas.my/id/eprint/18565/
http://ir.unimas.my/id/eprint/18565/7/Causal%20Relationships%20between%20Current%20Account%20Imbalances%20%28abstract%29.pdf
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author Jayaraman, T.K
Lau, Evan
author_facet Jayaraman, T.K
Lau, Evan
author_sort Jayaraman, T.K
building UNIMAS Institutional Repository
collection Online Access
description Resorting to panel data investigation, this study seeks to test the causal relationships between current account imbalances and budget deficits in Pacific island countries. The study findings are that current account imbalances and budget deficits are cointegrated, although there is no long run causality relationship between current account deficit and budget deficit and money supply. However, in the short run, there is a bidirectional relationship between current account deficit and budget deficit. The study suggests some policy measures.
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institution Universiti Malaysia Sarawak
institution_category Local University
language English
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publishDate 2008
publisher School Of Economics University Of The South Pacific
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spelling unimas-185652020-08-12T03:36:29Z http://ir.unimas.my/id/eprint/18565/ Causal Relationships between Current Account Imbalances and Budget Deficits in Pacific Island Countries: A Panel Cointegration Study Jayaraman, T.K Lau, Evan HB Economic Theory Resorting to panel data investigation, this study seeks to test the causal relationships between current account imbalances and budget deficits in Pacific island countries. The study findings are that current account imbalances and budget deficits are cointegrated, although there is no long run causality relationship between current account deficit and budget deficit and money supply. However, in the short run, there is a bidirectional relationship between current account deficit and budget deficit. The study suggests some policy measures. School Of Economics University Of The South Pacific 2008-08 Working Paper PeerReviewed text en http://ir.unimas.my/id/eprint/18565/7/Causal%20Relationships%20between%20Current%20Account%20Imbalances%20%28abstract%29.pdf Jayaraman, T.K and Lau, Evan (2008) Causal Relationships between Current Account Imbalances and Budget Deficits in Pacific Island Countries: A Panel Cointegration Study. [Working Paper] https://www.researchgate.net/publication/266098541
spellingShingle HB Economic Theory
Jayaraman, T.K
Lau, Evan
Causal Relationships between Current Account Imbalances and Budget Deficits in Pacific Island Countries: A Panel Cointegration Study
title Causal Relationships between Current Account Imbalances and Budget Deficits in Pacific Island Countries: A Panel Cointegration Study
title_full Causal Relationships between Current Account Imbalances and Budget Deficits in Pacific Island Countries: A Panel Cointegration Study
title_fullStr Causal Relationships between Current Account Imbalances and Budget Deficits in Pacific Island Countries: A Panel Cointegration Study
title_full_unstemmed Causal Relationships between Current Account Imbalances and Budget Deficits in Pacific Island Countries: A Panel Cointegration Study
title_short Causal Relationships between Current Account Imbalances and Budget Deficits in Pacific Island Countries: A Panel Cointegration Study
title_sort causal relationships between current account imbalances and budget deficits in pacific island countries: a panel cointegration study
topic HB Economic Theory
url http://ir.unimas.my/id/eprint/18565/
http://ir.unimas.my/id/eprint/18565/
http://ir.unimas.my/id/eprint/18565/7/Causal%20Relationships%20between%20Current%20Account%20Imbalances%20%28abstract%29.pdf