Papapetrou, Evangelia - In: Journal of Economic Studies 33 (2006) 2, pp. 121-129
Purpose – To study the dynamic relationship between saving‐investment in Greece during a period of structural changes … with policy regime changes employing different methods of estimation. Design/methodology/approach – Different empirical … methods are used to estimate the time varying savings retention coefficient. A recursive OLS, rolling OLS, Kalman filter …