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Capital mobility in developing countries : some measurement issues and empirical estimates

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Author Info
Montiel, Peter J.
Abstract

An economy's financial integration with the outside world (the extent of capital mobility across its borders) is a key determinant of some of its most important macroeconomic properties. Yet little is known about this characteristic of many developing economies. An important stumbling block in the empirical assessment of financial integration (openness) is the many approaches to measuring it. The author describes and evaluates different tests of capital mobility, surveys existing evidence, and applies four tests of capital mobility - to assess the degree to which the many developing countries tested have achieved integration with the world financial markets. The four tests are the: (1) magnitude of gross capital flows; (2) uncovered interest rate parity; (3) strength of saving-investment correlations; and (4) behavior of domestic consumption over time. The evidence suggests that most developing countries can be considered to be financially open - in only 18 of the 57 developing countries classified did the data fail to show financial openness - and that many countries may be experiencing an increased degree of integration with world financial markets.

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Paper provided by The World Bank in its series Policy Research Working Paper Series with number 1103.

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Date of creation: 28 Feb 1993
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Handle: RePEc:wbk:wbrwps:1103

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Keywords: Economic Theory&Research; Macroeconomic Management; Banks&Banking Reform; International Terrorism&Counterterrorism; Environmental Economics&Policies;

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  1. Reinhart, Carmen & Calvo, Guillermo & Leiderman, Leonardo, 1996. "Inflows of capital to developing countries in the 1990s," MPRA Paper 13707, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  2. Leonardo Leiderman & Guillermo A. Calvo & Carmen Reinhart, 1994. "Inflows of Capital to Developing Countries in the 1990s: Causes and Effects," RES Working Papers 4002, Inter-American Development Bank, Research Department. [Downloadable!]
  3. Mamingi, Nlandu, 1993. "Savings investment correlations and capital mobility in developing countries," Policy Research Working Paper Series 1211, The World Bank. [Downloadable!]
  4. Leonardo Leiderman & Guillermo A. Calvo & Carmen Reinhart, 1994. "Entradas de capitales a países en desarrollo en los años 90: causas y efectos," RES Working Papers 4003, Inter-American Development Bank, Research Department. [Downloadable!]
  5. Michael P. Dooley & Donald J. Mathieson & Liliana Rojas-Suarez, 1997. "Capital Mobility and Exchange Market Intervention in Developing Countries," NBER Working Papers 6247, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. A. Scorcu, 1997. "Contiguita' territoriale e shock sul consumo nelle regioni italiane," Working Papers 277, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]
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