using the bounds testing procedure to cointegration, within an autoregressive distributive lag framework. In the long run …

In this paper, we test the savings-investment relationship for the G7 countries. Upon applying the Gregory and Hansen … [Gregory, A.W., Hansen, B.E., 1996. Residual-based tests for cointegration in models with regime shifts, J. Econ. 70, 99 …-126] residual-based structural break test for cointegration for each of the G7 countries, we did not find any evidence of a …

This paper aims to delineate the short- and long-run relationships between savings, real interest rate, income, current … account deficits (CADs) and age dependency ratio in Fiji using cointegration and error correction models over the period 1968 …-2000. Design/methodology/approach - The recently developed bounds testing approach to cointegration is used, which is applicable …