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Do capital controls affect the response of investment to saving? evidence from the Pacific Basin

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Author Info
Sun Bae Kim
Abstract

This paper examines the effect of capital controls on the response of investment to savings in Pacific Basin countries. A robust finding is that the size of the savings coefficient tends to be smaller (larger) in countries with relatively higher (lower) capital controls. Additionally, relaxation in capital controls for the most part had no discernible impact on the savings- investment relationship in individual country time-series regressions. At least a partial resolution to these puzzles is found in the government policy response: Countries with a relatively high saving-investment correlation tended to have governments that countered widening current account imbalances with fiscal policy; the reverse generally held true for countries with low saving-investment correlation. In fact, for this latter group of countries, financing the government deficit through foreign borrowing was a major factor in loosening the link between national saving and investment.

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Article provided by Federal Reserve Bank of San Francisco in its journal Economic Review.

Volume (Year): (1993)
Issue (Month): ()
Pages: 23-39
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Handle: RePEc:fip:fedfer:y:1993:p:23-39:n:1

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Keywords: Saving and investment - Pacific Basin ; Capital movements ; Australia ; Canada ; Hong Kong ; Indonesia ; Japan ; Korea ; Malaysia ; New Zealand ; Philippines ; Singapore ; Taiwan ; Thailand;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Nouriel Roubini, 1988. "Current Account and Budget Deficits in an Intertemporal Model of Consumption and Taxation Smoothing. A Solution to the "Feldstein-Horioka Puzzle"?," NBER Working Papers 2773, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Tesar, Linda L., 1991. "Savings, investment and international capital flows," Journal of International Economics, Elsevier, vol. 31(1-2), pages 55-78, August. [Downloadable!] (restricted)
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  3. Maurice Obstfeld, 1986. "Capital Mobility in the World Economy: Theory and Measurement," NBER Working Papers 1692, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Lawrence H. Summers, 1989. "Tax Policy and International Competitiveness," NBER Working Papers 2007, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Feldstein, Martin, 1983. "Domestic saving and international capital movements in the long run and the short run," European Economic Review, Elsevier, vol. 21(1-2), pages 129-151. [Downloadable!] (restricted)
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  6. Reuven Glick & Kenneth Rogoff, 1992. "Global versus country-specific productivity shocks and the current account," Working Papers in Applied Economic Theory 92-06, Federal Reserve Bank of San Francisco.
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  7. Wong, David Y., 1990. "What do saving-investment relationships tell us about capital mobility?," Journal of International Money and Finance, Elsevier, vol. 9(1), pages 60-74, March. [Downloadable!] (restricted)
  8. Charles Engel & Kenneth Kletzer, 1987. "Saving and Investment in an Open Economy with Non-Traded Goods," NBER Working Papers 2141, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  9. Murphy, Robert G., 1986. "Productivity shocks, non-traded goods and optimal capital accumulation," European Economic Review, Elsevier, vol. 30(5), pages 1081-1095, October. [Downloadable!] (restricted)
  10. Feldstein, Martin & Horioka, Charles, 1980. "Domestic Saving and International Capital Flows," Economic Journal, Royal Economic Society, vol. 90(358), pages 314-29, June. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Sun Bae Kim, 1993. "Saving-investment linkages in the Pacific Basin," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Feb 26. [Downloadable!]
  2. Menzie Chinn & Michael Dooley, 1995. "National, regional and international capital markets: Measurement and implications for domestic financial fragility," International Finance 9508006, EconWPA. [Downloadable!]
  3. Menzie Chinn & Michael Dooley, 1995. "Asia-Pacific Capital Markets: Measurement of Integration and the Implications for Economic Activity," NBER Working Papers 5280, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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