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A note on capital mobility in Greece

  • Christopoulos, Dimitris K.
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    File URL: http://www.sciencedirect.com/science/article/B6V82-4N9MYFH-2/2/90e26687b657692972a2780a0c3c1181
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    Article provided by Elsevier in its journal Journal of Policy Modeling.

    Volume (Year): 29 (2007)
    Issue (Month): 3 ()
    Pages: 535-540

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    Handle: RePEc:eee:jpolmo:v:29:y:2007:i:3:p:535-540
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505735

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    1. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
    2. Perron, P., 1994. "Further Evidence on Breaking Trend Functions in Macroeconomic Variables," Cahiers de recherche 9421, Universite de Montreal, Departement de sciences economiques.
    3. Argimon, Isabel & Roldan, JoseMaria, 1994. "Saving, investment and international capital mobility in EC countries," European Economic Review, Elsevier, vol. 38(1), pages 59-67, January.
    4. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-80, November.
    5. Jansen, W.J. & Schulze, G.G., 1993. "Theory-Based Measurement of the Saving-Investment Correlation with an Application to Norway," Papers 9302-g, Erasmus University of Rotterdam - Institute for Economic Research.
    6. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-72, June.
    7. Claudia M. Buch, 1999. "Capital Mobility and EU Enlargement," Kiel Working Papers 908, Kiel Institute for the World Economy.
    8. Martin Feldstein & Charles Horioka, 1979. "Domestic Savings and International Capital Flows," NBER Working Papers 0310, National Bureau of Economic Research, Inc.
    9. Tsung-wu Ho, 2002. "A panel cointegration approach to the investment-saving correlation," Empirical Economics, Springer, vol. 27(1), pages 91-100.
    10. Graham Elliott & Thomas J. Rothenberg & James H. Stock, 1992. "Efficient Tests for an Autoregressive Unit Root," NBER Technical Working Papers 0130, National Bureau of Economic Research, Inc.
    11. Pantula, Sastry G & Gonzalez-Farias, Graciela & Fuller, Wayne A, 1994. "A Comparison of Unit-Root Test Criteria," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 449-59, October.
    12. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
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