메뉴 건너뛰기
Journal of International Money and Finance
Volumn 24, Issue 7, 2005, Pages 1143-1149
The Feldstein-Horioka puzzle revisited: A Monte Carlo study
Author keywords

Cointegration; Estimators; Feldstein Horioka puzzle; International capital mobility; Monte Carlo simulations
Indexed keywords

EID: 28244431897     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2005.08.003     Document Type: Article
Times cited : (29)
References (9)
  • 1
    • 0001758906 scopus 로고
    • Heteroskedasticity and autocorrelation consistent covariance matrix estimation
    • D.W.K. Andrews Heteroskedasticity and autocorrelation consistent covariance matrix estimation Econometrica 59 1991 817-858
    • (1991) Econometrica , vol.59 , pp. 817-858
    • Andrews, D.W.K.1
  • 2
    • 13844304832 scopus 로고    scopus 로고
    • The Feldstein - Horioka Puzzle Revisited: A Monte Carlo study D.P. no. 03-1
    • London: Centre for International Capital Markets, London Metropolitan University
    • G.M. Caporale E. Panopoulou N. Pittis The Feldstein - Horioka Puzzle Revisited: A Monte Carlo study D.P. no. 03-1 2003 Centre for International Capital Markets, London Metropolitan University London
    • (2003)
    • Caporale, G.M.1    Panopoulou, E.2    Pittis, N.3
  • 3
    • 0030464456 scopus 로고    scopus 로고
    • Current account solvency and the Feldstein-Horioka puzzle
    • J. Coakley F. Kulasi R. Smith Current account solvency and the Feldstein-Horioka puzzle Economic Journal 106 1996 620-627
    • (1996) Economic Journal , vol.106 , pp. 620-627
    • Coakley, J.1    Kulasi, F.2    Smith, R.3
  • 4
    • 84990172291 scopus 로고
    • Domestic saving and international capital flows
    • M. Feldstein C. Horioka Domestic saving and international capital flows Economic Journal 90 1980 314-329
    • (1980) Economic Journal , vol.90 , pp. 314-329
    • Feldstein, M.1    Horioka, C.2
  • 6
    • 0031498289 scopus 로고    scopus 로고
    • Saving-investment correlations and capital mobility: The experience of developing countries
    • N. Mamingi Saving-investment correlations and capital mobility: The experience of developing countries Journal of Policy Modeling 19 6 1997 605-626
    • (1997) Journal of Policy Modeling , vol.19 , Issue.6 , pp. 605-626
    • Mamingi, N.1
  • 7
    • 84963002108 scopus 로고
    • Automatic lag selection in covariance matrix estimation
    • W.K. Newey K.D. West Automatic lag selection in covariance matrix estimation Review of Economic Studies 61 4 1994 631-653
    • (1994) Review of Economic Studies , vol.61 , Issue.4 , pp. 631-653
    • Newey, W.K.1    West, K.D.2
  • 8
    • 84959818799 scopus 로고
    • Statistical inference in instrumental regressions with I(1) processes
    • P.C.B. Phillips E.J. Hansen Statistical inference in instrumental regressions with I(1) processes Review of Economic Studies 57 1990 99-125
    • (1990) Review of Economic Studies , vol.57 , pp. 99-125
    • Phillips, P.C.B.1    Hansen, E.J.2
  • 9
    • 0001527764 scopus 로고
    • A simple estimator of cointegrating vectors in higher-order integrated systems
    • J.H. Stock M.W. Watson A simple estimator of cointegrating vectors in higher-order integrated systems Econometrica 61 1993 783-820
    • (1993) Econometrica , vol.61 , pp. 783-820
    • Stock, J.H.1    Watson, M.W.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.