51
Views
15
CrossRef citations to date
0
Altmetric
Original Articles

Regime-switching investment-saving correlation and international capital mobility

Pages 619-622 | Published online: 06 Oct 2010

References

  • Baxter , M. and Crucini , M. 1993 . Explaining saving-investment correlations . American Economic Review , 83 : 416 – 436 .
  • Feldstein , M. 1983 . Domestic saving and international capital movements in the long run and the short run . European Economic Review , 21 : 129 – 151 .
  • Feldstein , M. and Horioka . 1980 . Domestic saving and international capital flows . Economic Journal , 90 : 314 – 329 .
  • Feldstein , M. and Bacchetta , P. 1989 . National savings and international investment , working paper, no. 3164 National Bureau of Economic Research .
  • Goldfeld , S. M. and Quandt , R. E. 1973 . A Markov model for switching regressions . Journal of Econometrics , 1 : 3 – 16 .
  • Hamilton , J. 1989 . A new approach to the economic analysis of nonstationary time series and business cycles . Econometrica , 57 : 357 – 384 .
  • Hamilton , J. 1990 . Analysis of time series subject to changes in regime . Journal of Econometrics , 45 : 39 – 70 .
  • Hamilton , J. 1996 . Specification testing in Markov-switching time series models . Journal of Econometrics , 70 : 127 – 157 .
  • Levy , D. 1990 . Investment-saving comovement, capital mobility, and fiscal policy , Irvine Economic Paper, no. 90-91-04
  • Murphy , R. G. 1984 . Capital mobility and the relationship between saving and investment in OECD countries . Journal of International Money and Finance , 3 : 327 – 342 .
  • Tesar , L. 1991 . Savings, investment and international capital flows . Journal of International Economics , 31 : 55 – 78 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.