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Volumn 99, Issue 2, 2008, Pages 349-352

International capital mobility: Evidence from panel cointegration tests

Author keywords

DOLS panel cointegration; Feldstein Horioka approach; Panel unit roots

Indexed keywords


EID: 42949145620     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2007.08.001     Document Type: Article
Times cited : (23)

References (11)
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  • 3
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  • 4
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    • Domestic saving and international capital flows'
    • Feldstein M., and Horioka C.Y. Domestic saving and international capital flows'. Economic Journal 90 (1980) 314-329
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    • Feldstein, M.1    Horioka, C.Y.2
  • 6
    • 0013498103 scopus 로고    scopus 로고
    • Testing for unit roots in heterogeneous panels
    • Im K.S., Pesaran M.H., and Shin Y. Testing for unit roots in heterogeneous panels. Journal of Econometrics 115 (2003) 53-74
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    • Im, K.S.1    Pesaran, M.H.2    Shin, Y.3
  • 7
    • 0346703006 scopus 로고    scopus 로고
    • Spurious regression and residual-based tests for cointegration in panel data
    • Kao C. Spurious regression and residual-based tests for cointegration in panel data. Journal of Econometrics 90 (1999) 1-44
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    • Kao, C.1
  • 8
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    • On the estimation and inference of a cointegrated regression in panel data
    • Kao C., and Chiang M.-H. On the estimation and inference of a cointegrated regression in panel data. Advances in Econometrics 15 (2001) 179-222
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    • Kao, C.1    Chiang, M.-H.2
  • 9
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    • Panel cointegration results on international capital mobility in Asian economies
    • Kim H., Oh K.-Y., and Jeong C.-W. Panel cointegration results on international capital mobility in Asian economies. Economics Letters 24 (2005) 71-82
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    • Kim, H.1    Oh, K.-Y.2    Jeong, C.-W.3
  • 10
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    • Unit root tests in panel data: asymptotic and finite-sample properties
    • Levin A., Lin C.-F., and Chu C.-S. Unit root tests in panel data: asymptotic and finite-sample properties. Journal of Econometrics 108 (2002) 1-24
    • (2002) Journal of Econometrics , vol.108 , pp. 1-24
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  • 11
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    • Panel cointegration: asymptotic and finite sample properties of pooled time series tests with an application to the purchasing power parity hypothesis
    • Pedroni P. Panel cointegration: asymptotic and finite sample properties of pooled time series tests with an application to the purchasing power parity hypothesis. Econometric Theory 20 (2004) 597-625
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    • Pedroni, P.1


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