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Savings rates and output variability in industrial countries

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Author Info
Garry J. Schinasi
Joseph E. Gagnon

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Abstract

The economics literature offers competing hypotheses about the relationship between savings rates and output variability. This paper examines data for eight industrial countries to determine if there is a discernible pattern between savings rates and cyclical volatility of output. We find a striking coincidence of high gross savings rates and high output variability when real GDP gaps are estimated from a constant growth trend. But there is also strong evidence that this coincidence is an artifact. The major conclusion is that there is not a robust relationship between average gross savings rates and the variability of real GDP gaps (measured as deviations from trends) between 1960-Q1 and 1988-Q4. We also report a number of interesting features regarding estimated autoregressive processes for output in the major foreign industrial countries.

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Publisher Info
Paper provided by Board of Governors of the Federal Reserve System (U.S.) in its series International Finance Discussion Papers with number 363.

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Date of creation: 1989
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Handle: RePEc:fip:fedgif:363

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Related research
Keywords: Saving and investment ; Business cycles;

References listed on IDEAS
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  1. J. Bradford De Long & Lawrence H. Summers, 1986. "The Changing Cyclical Variability of Economic Activity in the United States," NBER Working Papers 1450, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Danthine, Jean-Pierre & Donaldson, John B, 1981. "Stochastic Properties of Fast vs. Slow Growing Economies," Econometrica, Econometric Society, vol. 49(4), pages 1007-33, June. [Downloadable!] (restricted)
  3. Clark, Peter K, 1987. "The Cyclical Component of U.S. Economic Activity," The Quarterly Journal of Economics, MIT Press, vol. 102(4), pages 797-814, November. [Downloadable!] (restricted)
  4. Clark, Peter K., 1989. "Trend reversion in real output and unemployment," Journal of Econometrics, Elsevier, vol. 40(1), pages 15-32, January. [Downloadable!] (restricted)
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This page was last updated on 2009-12-9.


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