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The quantity approach to financial integration: The Feldstein-Horioka criterion revisited

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Publication:1891385
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DOI10.1007/BF01001234zbMath0829.90035MaRDI QIDQ1891385

Sylvester C. W. Eijffinger, Jan J. G. Lemmen

Publication date: 28 June 1995

Published in: Open Economies Review (Search for Journal in Brave)


zbMATH Keywords

financial integrationEuropean Community


Mathematics Subject Classification ID

Economic time series analysis (91B84)


Related Items

50 years of capital mobility in the eurozone: breaking the Feldstein-Horioka puzzle, Cointegration of long span saving and investment



Cites Work

  • Unnamed Item
  • Statistical analysis of cointegration vectors
  • Distribution of the Estimators for Autoregressive Time Series With a Unit Root
  • Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk
  • On the Theory of Testing for Unit Roots in Observed Time Series
  • Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
  • Co-Integration and Error Correction: Representation, Estimation, and Testing
  • Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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