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 language | English |
|---|---|
| Pages (from-to) | 619-622 |
| Number of pages | 4 |
| Journal | Applied Economics Letters |
| Volume | 7 |
| Issue number | 9 |
| DOIs | |
| Publication status | Published - 2000 |
| Externally published | Yes |
ASJC Scopus subject areas
- Economics and Econometrics