The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach
Year of publication: |
2015-01
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Authors: | Gil-Alana, Luis A ; André, Christophe ; Gupta, Rangan ; Chang, Tsangyao ; Ranjbar, Omid |
Institutions: | Department of Economics, Faculty of Economic and Management Sciences |
Subject: | Feldstein-Horioka Puzzle | Long-Memory | Fractional Cointegration | South Africa |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Number 201501 23 pages |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; E21 - Consumption; Saving ; E22 - Capital; Investment (including Inventories); Capacity ; F41 - Open Economy Macroeconomics |
Source: |
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