Testing for the Feldstein-Horioka hypothesis in Asia using wavelet analysis
Sign Up to like & getrecommendations! Published in 2019 at "Applied Economics Letters"
DOI: 10.1080/13504851.2018.1527440
Abstract: ABSTRACT We investigate the Feldstein-Horioka (1980) puzzle using a novel time-frequency approach. The wavelet-based retention and correlation coefficients are estimated for a cross-section of 15 Asian countries over the period 1972–2016. The countries are grouped… read more here.
Keywords: countries like; hypothesis asia; feldstein horioka; horioka hypothesis ... See more keywords
Feldstein-Horioka Puzzle in Thailand and China: Evidence from the ARDL Bounds Testing
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Asian Finance, Economics and Business"
DOI: 10.13106/jafeb.2021.vol8.no9.0001
Abstract: This study aimed to investigate the existence of the Feldstein-Horioka (1980) puzzle in international macroeconomics by applying the conditional Autoregressive Distributed Lag (ARDL) model to examine the long-run relationship between national savings and investments in… read more here.
Keywords: thailand china; feldstein horioka; national savings; horioka puzzle ... See more keywords