Saving, Investment and capital mobility in G-7 countries: Time varying parameters approach

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dc.contributor.authorArisoy I.
dc.contributor.authorUçak H.
dc.date.accessioned2019-08-01T13:38:39Z
dc.date.available2019-08-01T13:38:39Z
dc.date.issued2010
dc.departmentNiğde ÖHÜ
dc.description.abstractThis paper investigates the relationship between domestic saving (S) and investment (I) to assess degree of capital mobility for G7 countries during the period 1960- 2007. To this end, Engle-Granger (1987) and Gregory-Hansen (1996) residual based co-integration tests was firstly applied for each of the G7 countries, but we did not find any evidence of a long-run relationship between S and I. Extending the analysis to time varying parameters (TVP) approach to see changes in the capital mobility over time, the findings suggest that there is no significant increase in capital mobility in the sense of Feldstein-Horioka (1980). © EuroJournals Publishing, Inc. 2010.
dc.identifier.endpage72
dc.identifier.issn1450-2887
dc.identifier.scopus2-s2.0-78649797223
dc.identifier.scopusqualityN/A
dc.identifier.startpage65
dc.identifier.urihttps://hdl.handle.net/11480/1004
dc.identifier.volume58
dc.indekslendigikaynakScopus
dc.institutionauthor[0-Belirlenecek]
dc.language.isoen
dc.relation.ispartofInternational Research Journal of Finance and Economics
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.subjectCapital mobility
dc.subjectFeldstein and horioka puzzle
dc.subjectG7 countries
dc.subjectSaving-investment
dc.subjectTime-varying parameters
dc.titleSaving, Investment and capital mobility in G-7 countries: Time varying parameters approach
dc.typeArticle

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