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The Feldstein–Horioka puzzle revisited: A Monte Carlo study
16 references·8 citing·32 second hop
The Feldstein–Horioka puzzle revisited: A Monte Carlo study (2005)The Feldstein–Horioka puzzle revisited: A…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Explaining saving-investment correlations (1993)Explaining saving-investment …A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Savings, investment and international capital flows (1991)Savings, investment and inter…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Saving-Investment Correlations: Immobile Capital, Government Policy or Endogenous Behavior? (1989)Saving-Investment Correlation…International Capital Mobility: What Do Saving-Investment Correlations Tell Us? (1987)International Capital Mobilit…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Domestic Saving and International Capital Movements in the Long Run and the Short Run (1982)Domestic Saving and Internati…The Current Account and Macroeconomic Adjustment in the 1970s (1981)The Current Account and Macro…Domestic Saving and International Capital Flows (1980)Domestic Saving and Internati…Domestic Savings and International Capital Flows (1979)Domestic Savings and Internat…The savings and investment relationship: The Feldstein–Horioka puzzle revisited (2017)The savings and investment re…The Feldstein–Horioka puzzle in the presence of structural breaks: evidence from China (2017)The Feldstein–Horioka puzzle …Rhetorics of saving–investment correlations and the international mobility of capital: A survey (2016)Rhetorics of saving–investmen…European Integration and the Feldstein-Horioka Puzzle (2015)European Integration and the …The Feldstein–Horioka puzzle in groupings of OECD members: A panel approach (2012)The Feldstein–Horioka puzzle …The Feldstein–Horioka Puzzle and structural breaks: Evidence from EU members (2011)The Feldstein–Horioka Puzzle …Testing the Saving-Investment correlations in India: An evidence from single-equation and system estimators (2008)Testing the Saving-Investment…INTERTEMPORAL OPTIMIZING MODELS OF TRADE AND CURRENT ACCOUNT BALANCE: A SURVEY (2007)INTERTEMPORAL OPTIMIZING MODE…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Statistical analysis of cointegration vectors (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)Inference in Linear Time Series Models with some Unit Roots (1990)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)International Corporations: The Industrial Economics of Foreign Investment (1971)The analysis of household surveys (1997)Familiarity Breeds Investment (2001)The saving and investment nexus for China: evidence from cointegration tests (2005)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)International Norm Dynamics and Political Change (1998)The Institutional Dynamics of International Political Orders (1998)What Makes the World Hang Together? Neo-utilitarianism and the Social Constructivist Challenge (1998)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)Taking Time Seriously (2008)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1980Domestic Saving and International Capital Flows2,767 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,578 cited
  • 1979Domestic Savings and International Capital Flows822 cited
  • 1981The Current Account and Macroeconomic Adjustment in the 1970s774 cited
  • 1993Explaining saving-investment correlations646 cited
  • 1982Domestic Saving and International Capital Movements in the Long Run and the Short Run394 cited
  • 1987International Capital Mobility: What Do Saving-Investment Correlations Tell Us?363 cited
  • 1991

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Savings, investment and international capital flows
361 cited
  • 1989Saving-Investment Correlations: Immobile Capital, Government Policy or Endogenous Behavior?296 cited
  • Cited by

    • 2011The Feldstein–Horioka Puzzle and structural breaks: Evidence from EU members49 cited
    • 2007INTERTEMPORAL OPTIMIZING MODELS OF TRADE AND CURRENT ACCOUNT BALANCE: A SURVEY36 cited
    • 2015European Integration and the Feldstein-Horioka Puzzle32 cited
    • 2012The Feldstein–Horioka puzzle in groupings of OECD members: A panel approach29 cited
    • 2017The Feldstein–Horioka puzzle in the presence of structural breaks: evidence from China25 cited
    • 2017The savings and investment relationship: The Feldstein–Horioka puzzle revisited24 cited
    • 2016Rhetorics of saving–investment correlations and the international mobility of capital: A survey24 cited
    • 2008Testing the Saving-Investment correlations in India: An evidence from single-equation and system estimators23 cited