Feldstein-Horioka Puzzle
View/ Open
Metadata
Show full item recordcomunitat-uji-handle:10234/158176
comunitat-uji-handle2:10234/71324
comunitat-uji-handle3:10234/111700
comunitat-uji-handle4:
TFG-TFMThis resource is restricted
Metadata
Title
Feldstein-Horioka PuzzleAuthor (s)
Tutor/Supervisor; University.Department
Camarero Olivas, María Amparo; Universitat Jaume I. Departament d'EconomiaDate
2018-06-18Publisher
Universitat Jaume IAbstract
This paper applies cointegration techniques to test for the Feldstein-Horioka puzzle using annual data for the period 1970 to 2016 for 5 OECD countries and China. We analyze this group of countries through unit root ... [+]
This paper applies cointegration techniques to test for the Feldstein-Horioka puzzle using annual data for the period 1970 to 2016 for 5 OECD countries and China. We analyze this group of countries through unit root and cointegration tests with and without structural breaks, applied to the time series of savings and investment for the different countries.
In terms of the correlation between saving and investment, despite the increase in capital mobility due to the growing globalization, the coefficients obtained that relate both series are still significant in some countries. [-]
Subject
Description
Treball Final de Grau en Economia. Codi: EC1049. Curs acadèmic: 2017/2018
Type
info:eu-repo/semantics/bachelorThesisRights
http://rightsstatements.org/vocab/CNE/1.0/
info:eu-repo/semantics/restrictedAccess
info:eu-repo/semantics/restrictedAccess
This item appears in the folowing collection(s)
- Grau en Economia [289]