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Testing for Breaks in Cointegrated Panels − with an Application to the Feldstein-Horioka Puzzle
16 references·9 citing·26 second hop
Testing for Breaks in Cointegrated Panels − with an Application to the Feldstein-Horioka Puzzle (2007)Testing for Breaks in Cointegrated Panels…Measuring International Capital Mobility: A Review (2016)Measuring International Capit…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…A panel bootstrap cointegration test (2007)A panel bootstrap cointegrati…Testing for Panel Cointegration with Multiple Structural Breaks* (2006)Testing for Panel Cointegrati…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)A Simple Panel Unit Root Test…A PANIC Attack on Unit Roots and Cointegration (2004)A PANIC Attack on Unit Roots …The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)The Six Major Puzzles in Inte…Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Five alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of e…Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Domestic Saving and International Capital Flows (1980)Domestic Saving and Internati…The direct estimation of the equilibrium response in a linear dynamic model (1979)The direct estimation of the …How Evidential Pluralism Can Help Clarify the Nature of the Relationship Between Unemployment and Entrepreneurship (2024)How Evidential Pluralism Can …Income level and the emissions, energy, and growth nexus: Evidence from Asia and the Pacific (2018)Income level and the emission…Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries (2016)Is the Feldstein-Horioka puzz…Regional integration, capital mobility and financial intermediation revisited: Application of general to specific method in panel data (2015)Regional integration, capital…Dynamics between energy, output, openness and financial development in sub-Saharan African countries (2015)Dynamics between energy, outp…Does economic integration stimulate capital mobility? 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
  • 1980Domestic Saving and International Capital Flows2,767 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
  • 2004A Simple Panel Unit Root Test in the Presence of Cross Section Dependence1,315 cited
  • 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
  • 2007A panel bootstrap cointegration test1,090 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
  • 1979The direct estimation of the equilibrium response in a linear dynamic model409 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2006Testing for Panel Cointegration with Multiple Structural Breaks*339 cited
  • 2016Measuring International Capital Mobility: A Review338 cited
  • Cited by

    • 2018Income level and the emissions, energy, and growth nexus: Evidence from Asia and the Pacific95 cited
    • 2015Dynamics between energy, output, openness and financial development in sub-Saharan African countries60 cited
    • 2010Systems GMM estimates of the Feldstein–Horioka puzzle for the OECD countries and tests for structural breaks50 cited
    • 2011A Time‐series Approach to the Feldstein–Horioka Puzzle with Panel Data from the OECD Countries33 cited
    • 2016Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries32 cited
    • 2012The Feldstein–Horioka puzzle in groupings of OECD members: A panel approach29 cited
    • 2013Does economic integration stimulate capital mobility? An analysis of four regional economic communities in Africa22 cited
    • 2015Regional integration, capital mobility and financial intermediation revisited: Application of general to specific method in panel data19 cited
    • 2024How Evidential Pluralism Can Help Clarify the Nature of the Relationship Between Unemployment and Entrepreneurship7 cited