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Are saving and investment co-integrated?
10 references·16 citing·40 second hop
Are saving and investment co-integrated? (1988)Are saving and investment co-integrated?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…EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE* (1986)EXPLORING EQUILIBRIUM RELATIO…ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW (1986)ECONOMETRIC MODELLING WITH CO…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Capital mobility in the world economy: Theory and measurement (1986)Capital mobility in the world…International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)International Capital Mobilit…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…Money, income, and sunspots: Measuring economic relationships and the effects of differencing (1978)Money, income, and sunspots: …The Feldstein–Horioka Puzzle and structural breaks: Evidence from EU members (2011)The Feldstein–Horioka Puzzle …A survey of the Feldstein–Horioka puzzle: What has been done and where we stand (2009)A survey of the Feldstein–Hor…Are saving and investment cointegrated? The case of Malaysia (1965–2003) (2007)Are saving and investment coi…The saving–investment relationship revisited: New evidence from multivariate heterogeneous panel cointegration analyses (2006)The saving–investment relatio…Openness, size, and the saving–investment relationship (2005)Openness, size, and the savin…The relationship between saving and investment for Japan (2004)The relationship between savi…The saving–investment correlation in Greece, 1960–1997: implications for capital mobility (2003)The saving–investment correla…Another Piece in the Feldstein — Horioka Puzzle (2003)Another Piece in the Feldstei…Capital mobility in the world economy: an alternative test (1998)Capital mobility in the world…THEORY‐BASED MEASUREMENT OF THE SAVING‐INVESTMENT CORRELATION WITH AN APPLICATION TO NORWAY (1996)THEORY‐BASED MEASUREMENT OF T…International Capital Mobility in History: The Saving-Investment Relationship (1996)International Capital Mobilit…Estimating saving-investment correlations: evidence for OECD countries based on an error correction model (1996)Estimating saving-investment …Unit root tests of the current account balance: implications for international capital mobility (1992)Unit root tests of the curren…Are saving and investment cointegrated? (1992)Are saving and investment coi…A Monte Carlo Study of the Effects of Structural Breaks on Tests for Unit Roots (1991)A Monte Carlo Study of the Ef…ARE THE TWIN DEFICITS REALLY RELATED? (1989)ARE THE TWIN DEFICITS REALLY …Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Time Series Analysis: Forecasting and Control (1977)COINTEGRATION AND UNIT ROOTS (1990)Peasants or Bankers? The American Electorate and the U.S. Economy (1992)EXCHANGE RATE PASS‐THROUGH (1995)Domestic Saving and International Capital Movements in the Long Run and the Short Run (1982)Savings, investment and international capital flows (1991)The Intertemporal Approach to the Current Account (1994)Measuring International Capital Mobility: A Review (2016)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Dealing with Structural Breaks (2005)Testing for Error Correction in Panel Data* (2007)Relationships among carbon emissions, economic growth, energy consumption and population growth: Testing Environmental Kuznets Curve hypothesis for Brazil, China, India and Indonesia (2016)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)A Theory of the Consumption Function (1960)The "Austrian" School of Strategy (1992)Testing the Predictive Power of Dividend Yields (1993)An Introduction to Long-Memory Time Series Models and Fractional Differencing (2010)Short- Term Interest Rates as Predictors of Inflation (2021)THE DEMAND FOR RISKY ASSETS (1977)Capital Mobility in Developing Countries: Some Measurement Issues and Empirical Estimates (1994)The Feldstein-Horioka puzzle and capital mobility: a review (1998)The Choice of Numeraire Currency in Panel Tests of Purchasing Power Parity (2001)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Interest rates and currency prices in a two-country world (1982)Global versus country-specific productivity shocks and the current account (1995)Explaining saving-investment correlations (1993)Capital Account Liberalization: What Do Cross-Country Studies Tell Us? (2001)Relationships between oil price shocks and stock market: An empirical analysis from China (2008)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1980Domestic Saving and International Capital Flows2,767 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*795 cited
  • 1981The Current Account and Macroeconomic Adjustment in the 1970s774 cited
  • 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW631 cited
  • 1986Capital mobility in the world economy: Theory and measurement446 cited
  • 1987International Capital Mobility: What Do Saving-Investment Correlations Tell Us?363 cited
  • 1985International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets?318 cited
  • 1978Money, income, and sunspots: Measuring economic relationships and the effects of differencing219 cited

Cited by

  • 2009A survey of the Feldstein–Horioka puzzle: What has been done and where we stand172 cited
  • 1996International Capital Mobility in History: The Saving-Investment Relationship155 cited
  • 1996Estimating saving-investment correlations: evidence for OECD countries based on an error correction model149 cited
  • 1989ARE THE TWIN DEFICITS REALLY RELATED?

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147 cited
  • 1992Are saving and investment cointegrated?116 cited
  • 1996THEORY‐BASED MEASUREMENT OF THE SAVING‐INVESTMENT CORRELATION WITH AN APPLICATION TO NORWAY90 cited
  • 2007Are saving and investment cointegrated? The case of Malaysia (1965–2003)76 cited
  • 2004The relationship between saving and investment for Japan75 cited
  • 1991A Monte Carlo Study of the Effects of Structural Breaks on Tests for Unit Roots74 cited
  • 1992Unit root tests of the current account balance: implications for international capital mobility66 cited
  • 1998Capital mobility in the world economy: an alternative test63 cited
  • 2006The saving–investment relationship revisited: New evidence from multivariate heterogeneous panel cointegration analyses59 cited
  • 2011The Feldstein–Horioka Puzzle and structural breaks: Evidence from EU members49 cited
  • 2003Another Piece in the Feldstein — Horioka Puzzle47 cited
  • 2005Openness, size, and the saving–investment relationship46 cited
  • 2003The saving–investment correlation in Greece, 1960–1997: implications for capital mobility42 cited