Listar por tema "cointegration"
Mostrando ítems 1-4 de 4
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50 years of capital mobility in the eurozone: breaking the Feldstein-Horioka puzzle
Springer Nature (2021-12-22)This paper assesses capital mobility for the Eurozone countries by studying the long-run relationship between domestic investment and savings for the period 1970-2019. Our main goal is to analyze the impact of economic ... -
A long-run relationship between investment and saving: revisting the Feldstein-Horioka puzzle
Universitat Jaume I (2019-11-18)The aim of this paper is to analyse the Feldstein-Horioka puzzle using cointegration tests with breaks. The puzzle consisting of finding a high correlation between investment and saving in countries where trade barriers ... -
The effect of the EMU on short and long-run stock market dynamics: New evidence on financial integration
Inderscience Publishers (2009)This paper deals with the time evolution of stock market integra- tion around the introduction of the euro. In particular we test whether the degree of integration between the main eurozone countries increased after European ... -
Unemployment and labor force participation in Italy
Emerald Publishing Limited (2021-10-06)Purpose Our main purpose is to test the unemployment invariance hypothesis in Italy. Design/methodology/approach This paper provides an empirical investigation of the unemployment and labor force participation in ...