82
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

Saving-investment correlations and capital mobility in OECD countries: an error correction analysis

Pages 597-601 | Published online: 18 Jun 2007

References

  • Barkoulas , J , Filiztekin , A and Murphy , R . 1996 . Time series evidence on the saving-investment relationship . Applied Economics Letters , 3 : 77 – 80 .
  • Baxter , M and Crucini , M . 1993 . Explaining saving-investment correlations . The American Economic Review , 83 : 416 – 36 .
  • Bayoumi , T . 1990 . Saving-investment correlations: immobile capital, government policy, or endogenous behaviour? IMF . Staff Papers , 27 : 360 – 87 .
  • Bodman , PM . 1995 . National savings and domestic investment in the long term: some time series evidence from the OECD . International Economic Journal , 9 : 37 – 60 .
  • Cadoret , I . 2001 . The saving investment relation: a panel data approach . Applied Economics Letters , 8 : 517 – 20 .
  • Coiteux , M and Olivier , S . 2000 . The saving retention coefficient in the long run and in the short run: evidence from panel data . Journal of International Money and Finance , 19 : 535 – 48 .
  • Davidson , JEH , Hendry , DF , Srba , F and Yeo , S . 1978 . Econometric modelling of the aggregate time-series relationship between consumers’ expenditure and income in the United Kingdom . Economic Journal , 88 : 661 – 92 .
  • Enders , W . 1995 . Applied Econometric Time Series , New York : Wiley Publishing .
  • Feldstein , M . 1983 . Domestic savings and international capital movements in the long run and short run . European Economic Review , 21 : 129 – 51 .
  • Feldstein , M and Bacchetta , P . 1989 . National saving and international investment , NBER Working Paper No. 3164 .
  • Feldstein , M and Horioka , H . 1980 . Domestic savings and international capital flows . The Economic Journal , 90 : 314 – 29 .
  • Granger , CWJ and Newbold , P . 1974 . Spurious regression in econometrics . Journal of Econometrics , 2 : 111 – 120 .
  • Jansen , WJ . 2000 . International capital mobility: evidence from panel data . Journal of International Money and Finance , 19 : 507 – 11 .
  • Jansen , WJ . 1996 . Estimating saving-investment correlations: evidence for OECD countries based on an Error Correction Model . Journal of International Money and Finance , 15 : 749 – 81 .
  • Jansen , WJ and Schulze , GG . 1996 . Theory-based measurement of the savings-investment correlation with and application to Norway . Economic Inquiry , 34 : 116 – 32 .
  • Krol , R . 1996 . International capital mobility: evidence from panel data . Journal of International Money and Finance , 15 : 467 – 74 .
  • Mamingi , N . 1993 . Saving-investment correlations and capital mobility in developing countries, Policy Research Working Papers 1211 , The World Bank .
  • Montiel , P . 1994 . Capital mobility in developing countries: some measurement issues and empirical estimates . World Bank Economic Review , 8 : 311 – 50 .
  • Obstfeld , M . 1986 . Capital mobility in the world economy: theory and measurement . Carnegie-Rochester Conference Series on Public Policy , 24 : 55 – 104 .
  • Oh , K-Y , Kim , B-H , Kim , H-K and Ahn , B-C . 1999 . Savings-investment cointegration in panel data . Applied Economics Letters , 6 : 477 – 480 .
  • Özmen , E and Parmaksız , K . 2003 . Policy regime change and the feldstein-horioka puzzle: the UK evidence, METU-ERC Working Papers in Economics No 00/03
  • Rensselaer , KVK and Copeland , JB . 2002 . Savings and investment rates in Latin America: an error correction analysis . Journal of Economics and Finance , 24 : 195 – 205 .
  • Rubio , OB . 1998 . The saving–investment correlation revisited: the case of Spain, 1964–1994 . Applied Economics Letters , 5 : 769 – 72 .
  • Schneider , B . 1999 . Saving–investment relationships and capital mobility in developing countries with special reference to India, ICRIER Working Paper No. 48
  • Sinha , D . 2002 . Saving–investment relationships for Japan and other Asian countries . Japan and the World Economy , 14 : 1 – 23 .
  • Taylor , AM . 1996 . International capital mobility in history: the saving, investment relationship, NBER Working Paper 5743
  • Taylor , AM . 1998 . Argentina and the world capital market: the saving, investment, and international capital mobility in the twentieth century . Journal of Development Economics , 57 : 147 – 184 .
  • 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.