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A time-series approach to the determination of savings rates

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  • Rodney Paul

Abstract

Time series analysis is used to study the savings rate and its determinants. The real effective exchange rate is introduced as a new independent variable in the savings function. Borrowing constraints, the current account balance, real rate of interest, macroeconomic stability, and age dependency are shown to be significant determinants of the savings rate. In addition, the real effective exchange rate is found to be significant across countries. Violations of Purchasing Power Parity are shown to explain some of the differences in savings rates between Canada, Japan, the United Kingdom and the United States.

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File URL: http://www.tandfonline.com/doi/abs/10.1080/1016873042000228303
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Bibliographic Info

Article provided by Taylor & Francis Journals in its journal International Economic Journal.

Volume (Year): 18 (2004)
Issue (Month): 2 ()
Pages: 147-159

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Handle: RePEc:taf:intecj:v:18:y:2004:i:2:p:147-159

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Related research

Keywords: Savings; purchasing power parity; time-series;

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  1. Jappelli, Tullio & Pagano, Marco, 1992. "Saving, Growth and Liquidity Constraints," CEPR Discussion Papers 662, C.E.P.R. Discussion Papers.
  2. French, Kenneth R & Poterba, James M, 1991. "Investor Diversification and International Equity Markets," American Economic Review, American Economic Association, vol. 81(2), pages 222-26, May.
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