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- Title
Jackknife Model Averaging of the Current Account Determinants.
- Authors
Urošević, Branko; Nedeljković, Milan; Zildžović, Emir
- Abstract
This paper investigates the short to mediumterm empirical relationships between the current account balances and a broad set of macroeconomic determinants in Serbia and selected CEE countries. Using novel model averaging techniques we focus the analysis to individual country's data only. The results suggest that the model tracks the current account movements over the past decade quite well and captures its relative volatility. Signs and magnitudes of different coefficients indicate significant heterogeneity among countries providing empirical support for the country level analysis.
- Subjects
SERBIA; JACKKNIFE (Statistics); BALANCE of payments; MACROECONOMICS; AVERAGE of accounts; MARKET volatility
- Publication
Panoeconomicus, 2012, Vol 59, Issue 3, p267
- ISSN
1452-595X
- Publication type
Article
- DOI
10.2298/PAN1203267U