Regime-switching investment-saving correlation and international capital mobility

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15 Citations (Scopus)

Abstract

International capital mobility in Taiwan is tested by estimating the regime-switching investment-saving correlation. A Markov-switching model is applied which allows the samples to be drawn from two different regimes; high mobility and low mobility. Empirical results are investigated and specifications tests are performed.

Original languageEnglish
Pages (from-to)619-622
Number of pages4
JournalApplied Economics Letters
Volume7
Issue number9
DOIs
Publication statusPublished - 2000
Externally publishedYes

ASJC Scopus subject areas

  • Economics and Econometrics

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