Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes
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DOI: 10.1016/j.najef.2014.01.003
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- Di Iorio, Francesca & Fachin, Stefano, 2018.
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- Francesca Di Iorio & Stefano Fachin, 2018. "The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration," DSS Empirical Economics and Econometrics Working Papers Series 2018/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Francesca Di Iorio & Stefano Fachin, 2022.
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- Francesca Di Iorio & Stefano Fachin, 2019. "Fiscal reaction functions for the advanced economies revisited," DSS Empirical Economics and Econometrics Working Papers Series 2019/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Phiri, Andrew, 2019.
"The Feldstein-Horioka Puzzle and the Global Financial Crisis: Evidence from South Africa using Asymmetric Cointegration Analysis,"
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- Andrew Phiri, 2017. "The Feldstein-Horioka puzzle and the global financial crisis: Evidence from South Africa using asymmetric cointegation analysis," Working Papers 1701, Department of Economics, Nelson Mandela University, revised May 2017.
- Ketenci, Natalya, 2018. "Impact of the Global Financial Crisis on the Level of Capital Mobility in EU Members," MPRA Paper 100075, University Library of Munich, Germany.
- Assibey-Yeboah, Mark & Mohsin, Mohammed, 2014. "The real effects of inflation in a developing economy with external debt and sovereign risk," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 40-55.
- Phiri, Andrew, 2017. "The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis," MPRA Paper 79096, University Library of Munich, Germany.
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More about this item
Keywords
Feldstein–Horioka puzzle; Panel cointegration; Stationary bootstrap; Breaks; OECD;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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