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dc.contributor.authorSingh, Tarlok
dc.date.accessioned2020-03-10T04:13:27Z
dc.date.available2020-03-10T04:13:27Z
dc.date.issued2019
dc.identifier.issn0885-3908
dc.identifier.doi10.1080/08853908.2019.1592727
dc.identifier.urihttp://hdl.handle.net/10072/392261
dc.description.abstractThis 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.peerreviewedYes
dc.languageEnglish
dc.language.isoeng
dc.publisherInforma UK Limited
dc.relation.ispartofpagefrom385
dc.relation.ispartofpageto415
dc.relation.ispartofissue5
dc.relation.ispartofjournalThe International Trade Journal
dc.relation.ispartofvolume33
dc.subject.fieldofresearchApplied economics
dc.subject.fieldofresearchPolicy and administration
dc.subject.fieldofresearchcode3801
dc.subject.fieldofresearchcode4407
dc.titleSaving–investment correlations and the mobility of capital in the OECD countries: New evidence from cointegration breakdown tests
dc.typeJournal article
dc.type.descriptionC1 - Articles
dcterms.bibliographicCitationSingh, 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.updated2020-03-10T03:34:33Z
gro.hasfulltextNo Full Text
gro.griffith.authorSingh, Tarlok


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