The Feldstein-Horioka Puzzle: Modern Aspects
The primary purpose of this paper is to test the hypothesis of capital mobility reduction in the wake of the global financial crisis of 2008-2009. Through the constructed models we tested hypotheses about the long- and short-term mobility of global capital by estimating the correlation between savings and investment rates. The paper also deals with the question of capital mobility in Russia. Recommendations on monetary policy in Russia in the coming years based on the obtained findings were made.
|Date of creation:||2013|
|Date of revision:||2013|
|Publication status:||Published Paper Series|
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- Domenico Giannone & Michèle Lenza, 2009.
"The Feldstein-Horioka Fact,"
Working Papers ECARES
2009_022, ULB -- Universite Libre de Bruxelles.
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"Linear Regression Limit Theory for Nonstationary Panel Data,"
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1222, Cowles Foundation for Research in Economics, Yale University.
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- Fouquau, Julien & Hurlin, Christophe & Rabaud, Isabelle, 2008.
"The Feldstein-Horioka puzzle: A panel smooth transition regression approach,"
Elsevier, vol. 25(2), pages 284-299, March.
- Julien FOUQUAU & Christophe HURLIN & Isabelle RABAUD, 2006. "The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach," Working Papers 1610, Orleans Economic Laboratorys, University of Orleans.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2007. "The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach," Working Papers halshs-00156688, HAL.
- Alexey Vedev & Andrey Kosarev, 2012. "Some Quantitative Estimates of the Influence of Institutional Constraints of Economic Growth in Russia," Working Papers 0014, Gaidar Institute for Economic Policy, revised 2012.
- Ho, Tsung-Wu, 2003. "The saving-retention coefficient and country-size: The Feldstein-Horioka puzzle reconsidered," Journal of Macroeconomics, Elsevier, vol. 25(3), pages 387-396, September.
- Kasuga, Hidefumi, 2004. "Saving-investment correlations in developing countries," Economics Letters, Elsevier, vol. 83(3), pages 371-376, June.
- Ho, Tsung-wu, 2002. "The Feldstein-Horioka puzzle revisited," Journal of International Money and Finance, Elsevier, vol. 21(4), pages 555-564, August.
- Coiteux, Martin & Olivier, Simon, 2000. "The saving retention coefficient in the long run and in the short run: evidence from panel data," Journal of International Money and Finance, Elsevier, vol. 19(4), pages 535-548, August.
- S. Drobyshevsky & P. Kadochnikov & S. Sinelnikov-Murylev., 2007. "Some Issues of Monetary and Exchange Rate Policy in Russia in 2000—2006 and in the Short-term Outlook," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 2.
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