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CorrŽlations investissement-Žpargne et mobilitŽ internationale des capitaux

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Author Info
Jean-Pierre BERDOT (UniversitŽ de Poitiers)
GŽrard KEBABDJIAN (UniversitŽ de Paris 8)
Jacques LEONARD (UniversitŽ de Poitiers)
Abstract

On admet gŽnŽralement que la mobilitŽ internationale serait devenue trs forte ˆ la suite de la libŽralisation et de l'intŽgration financire des vingt dernires annŽes. De faon surprenante, la plupart des travaux empiriques Ç ˆ la Feldstein-Horioka È ne valident cette hypothse. Une reconsidŽration de ces estimations conduit toutefois ˆ des rŽsultats neufs. Les tests, mme classiques, confortent l'idŽe d'un accroissement ˆ long terme de la mobilitŽ et la tendance s'est accentuŽe depuis le dŽbut des annŽes quatre-vingt. Tous les pays industrialisŽs, grands ou petits, sont concernŽs par cette augmentation; la globalisation financire marque nŽanmoins une frontire entre ces pays et les pays Žmergents pour lesquels l'investissement demeure dŽpendant de l'Žpargne intŽrieure. Dans l'ensemble, la dŽcorrŽlation entre investissement et Žpargne se manifeste par une plus grande autonomie des flux de capitaux. La relation linŽaire entre investissement et Žpargne pivote autour d'un point fixe reprŽsentŽ par le taux d'Žpargne mondial. Le positionnement des pays par rapport ˆ ce point fixe permet d'Žtablir une typologie robuste qui remet en cause l'idŽe reue selon laquelle tous les pays seraient Žgaux devant la globalisation financire.

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Paper provided by Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) in its series Discussion Papers (REL - Recherches Economiques de Louvain) with number 2003011.

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Length: 33
Date of creation: 01 Mar 2003
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Handle: RePEc:ctl:louvre:2003011

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Related research
Keywords: Globalisation; Mouvements de capitaux; IntŽgration financire;

Find related papers by JEL classification:
E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
F3 - International Economics - - International Finance
F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements

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  1. Finn, Mary G., 1990. "On savings and investment dynamics in a small open economy," Journal of International Economics, Elsevier, vol. 29(1-2), pages 1-21, August. [Downloadable!] (restricted)
  2. Shibata, Akihisa & Shintani, Mototsugu, 1998. "Capital mobility in the world economy: an alternative test," Journal of International Money and Finance, Elsevier, vol. 17(5), pages 741-756, October. [Downloadable!] (restricted)
  3. Bayoumi, Tamim A. & Rose, Andrew K., 1993. "Domestic savings and intra-national capital flows," European Economic Review, Elsevier, vol. 37(6), pages 1197-1202, August. [Downloadable!] (restricted)
  4. Alan M. Taylor, 1994. "Domestic Saving and International Capital Flows Reconsidered," NBER Working Papers 4892, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Martin Feldstein & Charles Horioka, 1980. "Domestic Savings and International Capital Flows," NBER Working Papers 0310, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. 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)
    Other versions:
  7. Coakley, Jerry & Hasan, Farida & Smith, Ron, 1999. "Saving, Investment, and Capital Mobility in LDCs," Review of International Economics, Blackwell Publishing, vol. 7(4), pages 632-40, November.
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  8. 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)
  9. Higgins, Matthew, 1998. "Demography, National Savings, and International Capital Flows," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(2), pages 343-69, May.
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