Simple tests for cointegration in panels with structural breaks

Luciano Gutierrez

Applied Economics Letters, 2010, vol. 17, issue 2, 197-200

Abstract: In the article we propose new panel cointegration tests which allow for structural breaks. We show that the panel tests have good size and power. We apply the test statistics to the analysis of the Feldstein-Horioka puzzle for a sample of 16 OCDE countries. After allowing for breaks, we find strong evidence that investment and saving rates are cointegrated.

Date: 2010
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://hdl.handle.net/10.1080/13504850701720049 (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: https://EconPapers.repec.org/RePEc:taf:apeclt:v:17:y:2010:i:2:p:197-200

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAEL20

DOI: 10.1080/13504850701720049

Access Statistics for this article

Applied Economics Letters is currently edited by Anita Phillips

More articles in Applied Economics Letters from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().