Testing twin deficits hypothesis using VARs and Variance decomposition

Testing twin deficits hypothesis using VARs and Variance decomposition

This paper examines the twin deficits hypothesis in the ASEAN countries. The major findings of this paper are the following. (1) Long run relationships are detected between budget and current account deficits. (2) The Keynesian view fits well for Thailand since the causality runs from budget deficit...

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Bibliographic Details
Main Authors: Baharumshah, Ahmad Zubaidi, Lau, Evan, Khalid, Ahmed M.
Format: Article
Language:English
English
Published: 2006
Subjects:
Budget deficits - Southeast Asia
Deficit financing - Southeast Asia
Cointegration - Southeast Asia
Online Access:http://psasir.upm.edu.my/id/eprint/18281/
http://psasir.upm.edu.my/id/eprint/18281/1/Testing%20twin%20deficits%20hypothesis%20using%20VARs%20and%20Variance%20decomposition.pdf

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