Are saving and investment cointegrated? An ARDL bounds testing approach.

DOI10.1016/S0165-1765(02)00139-8zbMath1158.91462OpenAlexW2018718718MaRDI QIDQ1852925

Andrew Abbott, Glauco De Vita

Publication date: 21 January 2003

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00139-8

zbMATH Keywords

CointegrationCapital mobilityFeldstein--Horioka puzzleSaving--investment

Mathematics Subject Classification ID

Economic time series analysis (91B84) Production theory, theory of the firm (91B38)

Related Items (1)

International mobility of capital in the United States: robust evidence from time-series tests

Cites Work

• Unnamed Item
• Statistical analysis of cointegration vectors
• Spurious regressions in econometrics
• Interpreting saving-investment correlations
• Can the intertemporal budget constraint explain the Feldstein-Horioka puzzle?
• Cointegration of long span saving and investment
• Error-correction Mechanism Tests for Cointegration in a Single-equation Framework
• Cointegration rank inference with stationary regressors in VAR models
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Country specific effect in the Feldstein--Horioka paradox: A panel data analysis

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