A Re-Examination of Saving - Investment Relationships: Cointegration, Causality and International Capital Mobility

Christopher Tsoukis and A. Alyousha

Working Papers from Universite de Nantes - Economie Internationale et de l'Entreprise

Abstract: Recent literature suggests the traditional measurement of the degree of international capital mobility by the size of the saving-investment correlation to be flawed. We employ Granger causality tests to measure the degree of capital mobility using quarterly data for a sample of 7 industrialised economies for a) the post war period; and b) the 1980s and 1990s.

Keywords: SAVINGS; INVESTMENTS; CAPITAL MOVEMENTS (search for similar items in EconPapers)
JEL-codes: F36 F41 (search for similar items in EconPapers)
Pages: 27 pages
Date: 2000
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:nantie:271

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