Data di Pubblicazione:
2010
Citazione:
Simple tests for cointegration in panels with structural breaks / Gutierrez, L.. - In: APPLIED ECONOMICS LETTERS. - ISSN 1350-4851. - 17:2(2010), pp. 197-200. [10.1080/13504850701720049]
Abstract:
In the article we propose new panel cointegration tests which allow for
structural breaks. We show that the panel tests have good size and power.
We apply the test statistics to the analysis of the Feldstein–Horioka puzzle
for a sample of 16 OCDE countries. After allowing for breaks, we find
strong evidence that investment and saving rates are cointegrated.
structural breaks. We show that the panel tests have good size and power.
We apply the test statistics to the analysis of the Feldstein–Horioka puzzle
for a sample of 16 OCDE countries. After allowing for breaks, we find
strong evidence that investment and saving rates are cointegrated.
Tipologia CRIS:
1.1 Articolo in rivista
Elenco autori:
Gutierrez, Luciano
Link alla scheda completa:
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