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Savings and investments in the OECD : a panel cointegration study with a new bootstrap test
Di Iorio, Francesca; Fachin, Stefano - In: Empirical economics : a journal of the Institute for … 46 (2014) 4, pp. 1271-1300
Persistent link: https://www.econbiz.de/10010357312
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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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Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes
Iorio, Francesca Di; Fachin, Stefano - In: The North American Journal of Economics and Finance 28 (2014) C, pp. 59-76
In this paper we test for the existence of a long-run relationship between investment and savings (the Feldstein … shifts in the countries where capital control regulations changed in the sample period, there is no evidence of an investment–savings …
Persistent link: https://www.econbiz.de/10010777009
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Savings and investments in the OECD, 1970 - 2007 : a test of panel cointegration with regime changes
Di Iorio, Francesca; Fachin, Stefano - In: The North American journal of economics and finance : a … 28 (2014), pp. 59-76
Persistent link: https://www.econbiz.de/10010461177
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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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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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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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Feldstein–Horioka puzzles
Yanqin, Chang; Smith, Richard Todd - In: European economic review : EER 72 (2014), pp. 98-112
Persistent link: https://www.econbiz.de/10011282063