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Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test
Di Iorio, Francesca; Fachin, Stefano - Dipartimento di Scienze Statistiche, Facoltà di … - 2012
In this paper we test for the existence of a long-run savings-investments relationship in 18 OECD economies over the … long-run savings-investments relationship in about half of the OECD economies examined, including USA and Japan, but not … period 1970-2007. Although individual modelling provides only very weak support to the hypothesis of a link between savings …
Persistent link: https://www.econbiz.de/10010616502
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A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007
Di Iorio, Francesca; Fachin, Stefano - Volkswirtschaftliche Fakultät, … - 2010
In this paper we test for the existence of a long-run savings-investments relationship in 18 OECD economies over the … long-run savings-investments relationship in about half of the OECD economies examined. The elasticities are however often … period 1970-2007. Although individual modelling provides only very weak support to the hypothesis of a link between savings …
Persistent link: https://www.econbiz.de/10008683317
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Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
Di Iorio, Francesca; Fachin, Stefano - 2007
Stability tests for cointegrating coefficients are known to have very low power with small to medium sample sizes. In this paper we propose to solve this problem by extending the tests to dependent cointegrated panels through the stationary bootstrap. Simulation evidence shows that the proposed...
Persistent link: https://www.econbiz.de/10010295247
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Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
Di Iorio, Francesca; Fachin, Stefano - Institut für Weltwirtschaft (IfW) - 2007
Stability tests for cointegrating coefficients are known to have very low power with small to medium sample sizes. In this paper we propose to solve this problem by extending the tests to dependent cointegrated panels through the stationary bootstrap. Simulation evidence shows that the proposed...
Persistent link: https://www.econbiz.de/10005083385
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A residual-based bootstrap test for panel cointegration
Iorio, Francesca Di; Fachin, Stefano - In: Economics Bulletin 29 (2009) 4, pp. 3222-3232
We address the issue of panel cointegration testing in dependent panels, showing by simulations that tests based on the stationary bootstrap deliver good size and power performances even with small time and cross-section sample sizes and allowing for a break at a known date. They can thus be an...
Persistent link: https://www.econbiz.de/10008562846
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Testing for breaks in cointegrated panels
Di Iorio, Francesca; Fachin, Stefano - Volkswirtschaftliche Fakultät, … - 2006
Stability tests for cointegrating coefficients are known to have very low power with small to medium sample sizes. In this paper we propose to solve this problem by extending the tests to dependent cointegrated panels through the stationary bootstrap. Simulation evidence shows that the proposed...
Persistent link: https://www.econbiz.de/10005623244
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What is the relationship between national saving and investment in Latin America and the Caribbean?
Cavallo, Eduardo A.; Pedemonte, Mathieu - 2015
Using panel co-integration techniques and a comprehensive dataset covering the period 1980-2013, this paper finds a positive and significant correlation between national saving and domestic investment rates in Latin America and the Caribbean (LAC). The estimated correlation is approximately 0.39;...
Persistent link: https://www.econbiz.de/10011339421
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International capital mobility in West Africa : a panel cointegration approach
Hassan, Ibrahim Bakari - In: Cogent economics & finance 4 (2016) 1, pp. 1-9
domestic savings and domestic investments of 13 West African countries, spanning from 1980 to 2011 are used to run a series of …, domestic investment does not depends on domestic savings but depends on the pool of international savings. Panel data on … domestic savings and domestic investment and hence higher capital mobility in West Africa. The result also confirmed that the …
Persistent link: https://www.econbiz.de/10011597819
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High-Income countries and the Feldstein-Horioka puzzle : econometric evidence from dynamic common-correlated effects model
Özdemir, Onur - In: Romanian journal of economic forecasting 25 (2022) 1, pp. 45-67
Persistent link: https://www.econbiz.de/10013411683
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The impact of the COVID-19 pandemic on the personal finance : a comparative analysis of Poles and Slovaks
Waliszewski, Krzysztof - In: Financial internet quarterly 18 (2022) 3, pp. 80-87
use robo-advisory services, including their financial behaviour and investments. The methodology of the article involves … change the amount of their expenses. Most of the surveyed people increased their savings during the pandemic. Poles more …
Persistent link: https://www.econbiz.de/10013459342