dc.contributor.author | Singh, Tarlok | |
dc.date.accessioned | 2020-03-10T04:13:27Z | |
dc.date.available | 2020-03-10T04:13:27Z | |
dc.date.issued | 2019 | |
dc.identifier.issn | 0885-3908 | |
dc.identifier.doi | 10.1080/08853908.2019.1592727 | |
dc.identifier.uri | http://hdl.handle.net/10072/392261 | |
dc.description.abstract | This study examines the long-run relationship between domestic saving and investment and undertakes an in-depth account of short-period breaks in the cointegrating vector for 24 OECD countries. The analysis is carried out in a time-series setting to take a country-by-country account of the evidence. The end-of-sample cointegration breakdown tests are performed on both FMOLS and FIML estimates of the model. The cointegrating relationship between domestic saving and investment prevails and the implied intertemporal budget constraint holds for most countries. The cointegration breaks down for some countries during the sub-sample periods. The results are generally consistent across various cointegration breakdown tests. | |
dc.description.peerreviewed | Yes | |
dc.language | English | |
dc.language.iso | eng | |
dc.publisher | Informa UK Limited | |
dc.relation.ispartofpagefrom | 385 | |
dc.relation.ispartofpageto | 415 | |
dc.relation.ispartofissue | 5 | |
dc.relation.ispartofjournal | The International Trade Journal | |
dc.relation.ispartofvolume | 33 | |
dc.subject.fieldofresearch | Applied economics | |
dc.subject.fieldofresearch | Policy and administration | |
dc.subject.fieldofresearchcode | 3801 | |
dc.subject.fieldofresearchcode | 4407 | |
dc.title | Saving–investment correlations and the mobility of capital in the OECD countries: New evidence from cointegration breakdown tests | |
dc.type | Journal article | |
dc.type.description | C1 - Articles | |
dcterms.bibliographicCitation | Singh, T, Saving–investment correlations and the mobility of capital in the OECD countries: New evidence from cointegration breakdown tests, The International Trade Journal, 2019, 33 (5), pp. 385-415 | |
dc.date.updated | 2020-03-10T03:34:33Z | |
gro.hasfulltext | No Full Text | |
gro.griffith.author | Singh, Tarlok | |