Advanced search
Publication Cover
Applied Economics Letters Volume 6, 1999 - Issue 8
Submit an article Journal homepage
84
Views
12
CrossRef citations to date
0
Altmetric
Original Articles

Savings-investment cointegration in panel data

KEUN-YEOB OH
,
BONG-HAN KIM
,
HONG-KEE KIM
&
BYUNG-CHUL AHN
Pages 477-480 | Published online: 06 Oct 2010

References

  • Baxter , M. and Crucini , M. J. 1993 . Explaining saving/investment correlations . American Economic Review , 83 : 416 – 436 .
  • Bodman , P. 1995 . National saving and domestic investment in the long term . International Economic Journal , 9 : 37 – 60 .
  • Coakley , J. and Kulasi , F. 1996 . Cointegration of saving and investment , Discussion Paper 96-04 Center for International Capital Markets at London Guildhall University .
  • Feldstein , M. and Horioka . 1980 . Domestic saving and international capital flows . The Economic Journal , 90 : 317 – 323 .
  • Gulley , O. D. 1992 . Are saving and investment cointegrated? Another look at the data . Economics Letters , 39 : 55 – 58 .
  • Im , K.-S. , Pesaran , M. H. and Shin , Y. 1995 . Testing for unit roots in dynamic heterogeneous panels , DAE Working Paper No. 9526 University of Cambridge .
  • Levin , A. and Lin , C.-F. 1992 . Unit root test in panel data: asymptotic and finite sample properties , Discussion Paper 92-23 UCSD .
  • Maddala , G. S. and Wu , S. 1997 . A comparative study of unit root tests with panel data and a new simple test , The Ohio State University .
  • Miller , S. M. 1988 . Are saving and investment cointegrated? . Economic Letters , 27 : 31 – 34 .
  • Oh , K.-Y. 1996 . Purchasing power parity and unit root test using panel data . Journal of International Money and Finance , 15 : 405 – 418 .
  • Papell , D. H. 1997 . Searching for stationarity: purchasing power parity under the current float . Journal of International Economics , 43 : 313 – 332 .
  • Pedroni , P. 1995 . Panel cointegration; asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis , Indiana University .
  • Pedroni , P. 1996 . Fully modified OLS for heterogeneous cointegrated panels and the case of purchasing power parity , Indiana University .
  • Wu , Y. 1996 . Are real exchange rates non-stationary? Evidence from a panel data test . Journal of Money Credit and Banking , 24 : 54 – 63 .

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:

Order Reprints Request Corporate Permissions

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:

Request Academic Permissions

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.

Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.