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Causality Between Investment And Saving Rates: Inferences For The International Mobility Of Capital Among Oecd Countries

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Author Info
LORI L. LEACHMAN
Abstract

This paper explores the capital mobility issue by inspecting the causal relationship between domestic saving and investment rates in 24 OECD countries. Closed economy macroeconomic models illustrate the need for national saving to equal investment in equilibrium. Thus, the existence of any form of causal relationship between these two series implies that markets are not perfectly open, hence, capital flows are impeded. Therefore, the paper employs two standard techniques for causality testing, the Haugh test and variance decomposition, to determine the causal structure. The results are mixed but quite interesting in light of other recent works in this area. [215]

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Article provided by Korean International Economic Association in its journal International Economic Journal.

Volume (Year): 4 (1990)
Issue (Month): 3 (October)
Pages: 23-39
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Handle: RePEc:taf:intecj:v:4:y:1990:i:3:p:23-39

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  1. Cumby, Robert E & Obstfeld, Maurice, 1981. "A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis," Journal of Finance, American Finance Association, vol. 36(3), pages 697-703, June. [Downloadable!] (restricted)
  2. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January. [Downloadable!] (restricted)
  3. Obstfeld, Maurice, 1981. "Macroeconomic Policy, Exchange-Rate Dynamics, and Optimal Asset Accumulation," Journal of Political Economy, University of Chicago Press, vol. 89(6), pages 1142-61, December. [Downloadable!] (restricted)
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  4. Frankel, Jeffrey & Engel, Charles M., 1984. "Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test," Journal of International Economics, Elsevier, vol. 17(3-4), pages 309-323, November. [Downloadable!] (restricted)
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  5. Hodrick, Robert J. & Srivastava, Sanjay, 1984. "An investigation of risk and return in forward foreign exchange," Journal of International Money and Finance, Elsevier, vol. 3(1), pages 5-29, April. [Downloadable!] (restricted)
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  6. 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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  7. Jeffrey A. Frankel & Michael P. Dooley & Donald Mathieson, 1988. "International Capital Mobility in Developing Countries vs. Industrial Countries: What do Saving-Investment Correlations Tell Us?," NBER Working Papers 2043, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Harberger, Arnold C, 1980. "Vignettes on the World Capital Market," American Economic Review, American Economic Association, vol. 70(2), pages 331-37, May. [Downloadable!] (restricted)
  9. Murphy, Robert G., 1984. "Capital mobility and the relationship between saving and investment rates in OECD countries," Journal of International Money and Finance, Elsevier, vol. 3(3), pages 327-342, December. [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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