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Saving behaviour and global imbalances - the role of emerging market economies

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Author Info
Gianluigi Ferrucci () (European Central Bank, Kaiserstrasse 29, 60311 Frankfurt am Main, Germany.)
Cesar Miralles () (BBVA Group, Paseo de la Castellana 81, 28046 Madrid, Spain.)
Abstract

In recent years there has been considerable variation in savings patterns across countries and regions, with implications for the configuration of global current account balances, asset valuations and real interest rates. This paper looks at the empirical drivers behind these trends. It uses a reduced-form model that relates private savings to a set of economic fundamentals, while controlling for structural and institutional differences across countries. Addressing a typical shortcoming of the previous literature, estimates are obtained from a dynamic model, which accounts for cross-sectional heterogeneity. The results suggest that saving rates in emerging economies are higher than cross-country estimates based on fundamentals, particularly in Asia. Demographic factors and financial catching-up have been key drivers of the observed changes in savings in these economies. Looking ahead, the prospective population aging is likely to lead to a considerable fall in saving rates in many economies - albeit the process will take decades to unfold. Further progress in financial deepening in developing economies may be conducive to a redistribution of international saving flows and may potentially support a smoother adjustment of global imbalances. JEL Classification: E20, E60.

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Paper provided by European Central Bank in its series Working Paper Series with number 842.

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Length: 45 pages
Date of creation: Dec 2007
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Handle: RePEc:ecb:ecbwps:20070842

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Keywords: Private savings global imbalances panel error correction model pooled mean group estimation emerging economies.

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  8. Anuradha Dayal-Gulati & Christian Thimann, 1997. "Saving in Southeast Asia and Latin America Compared - Searching for Policy Lessons," IMF Working Papers 97/110, International Monetary Fund.
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  12. Jonathan David Ostry & Carmen Reinhart, 1991. "Private Saving and Terms of Trade Shocks: Evidence from Developing Countries," IMF Working Papers 91/100, International Monetary Fund.
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