NATIONAL SAVINGS AND DOMESTIC INVESTMENT IN THE LONG TERM: SOME TIME SERIES EVIDENCE FROM THE OECD

Philip Bodman ()

International Economic Journal, 1995, vol. 9, issue 2, pages 37-60

Abstract: This paper provides further evidence on the time series properties of national savings and domestic investment series using cointegration techniques. The findings in the paper for a sample of major OECD countries are in sharp contrast to most previous empirical findings relating to the Feldstein-Horioka puzzle. They provide preliminary evidence against what Dooley, Frankel and Mathieson (1987) call a "robust empirical regularity" and in favour of the assumption that international capital markets are highly integrated. [F21, F30.]

Date: 1995
View list of references View citations in EconPapers

Downloads: (external link)
http://taylorandfrancis.metapress.com/link.asp?tar ... &id=X30082R15385X417 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:taf:intecj:v:9:y:1995:i:2:p:37-60

Ordering information: This journal article can be ordered from
http://www.tandf.co.uk/journals/subscription.html

Access Statistics for this article

International Economic Journal is edited by Jaymin Lee

More articles in International Economic Journal from Korean International Economic Association
Series data maintained by Christopher F. Baum ().