Current account dynamics in selected Southeast Asian economies, using a PSVAR model

Minoas Koukouritakis

International Journal of Computational Economics and Econometrics2026https://doi.org/10.1504/ijcee.2026.150998article
AJG 1ABDC C
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0.50

What the paper says

The present paper explores the impact of budget balance shocks, as well as output shocks, on the current account balance of four high-income Southeast Asian countries, namely China, Japan, Republic of Korea and Singapore. For performing this analysis, a panel structural VAR model has been implemented, using an extended sample of a more than 40-year period. The estimated impulse-response functions and variance decompositions for common and idiosyncratic shocks provide an indication regarding the way that fiscal and output shocks affect the current account balance. In brief, they imply that, in the short run, the twin divergence hypothesis holds. In other words, an expansionary fiscal policy will improve the current account balance. However, in the long run, the empirical evidence seems to validate the new classical Ricardian equivalence theorem.

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https://doi.org/https://doi.org/10.1504/ijcee.2026.150998

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@article{minoas2026,
  title        = {{Current account dynamics in selected Southeast Asian economies, using a PSVAR model}},
  author       = {Minoas Koukouritakis},
  journal      = {International Journal of Computational Economics and Econometrics},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1504/ijcee.2026.150998},
}

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F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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