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Browsing Duke Faculty Articles by Duke-affiliated Author "Leachman, Lori"

DukeSpace

Browsing Duke Faculty Articles by Duke-affiliated Author "Leachman, Lori"

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  • Multicointegration and Sustainability of Fiscal Practices
    Leachman, Lori; Bester, Alan; Rosas, Guillermo; Lange, Peter (SSRN eLibrary, 2005)
    Using multicointegration methodology, we develop criteria for testing sustainability of fiscal budgeting processes across all states of nature. Criteria are derived from the optimal control literature where levels and rates ...
  • Superexogeneity and the Dynamic Linkages Among International Equity Markets
    Francis, Bill B.; Leachman, Lori (Journal of International Money and Finance, 1998)
    In this article, we combine the Johansen procedure for cointegration testing with tests of weak exogeneity and invariance in order to ascertain whether a system of equity markets is characterized by superexogeneity. ...