Evaluation of the long memory relationship between gross national product and saving in Taiwan

Wen Den Chen

Applied Economics Letters, 2001, vol. 8, issue 10, 655-657

Abstract: To enhance precise analysis of the relationship between GNP (gross national product) and Saving (gross national saving), a long memory relationship function is applied. From experience, it is known that assuring the variables are always cointegrated or fractionally cointegrated is not easy, so this letter develops a measure function to estimate the long memory relationship between two variables. The empirical study shows that GNP and saving have the long memory relationship d= 0.1449.

Date: 2001
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DOI: 10.1080/13504850010029228

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