scholarly journals Systems GMM estimates of the Feldstein–Horioka puzzle for the OECD countries and tests for structural breaks

2010 ◽  
Vol 27 (5) ◽  
pp. 1269-1273 ◽  
Author(s):  
B. Bhaskara Rao ◽  
Artur Tamazian ◽  
Saten Kumar
Keyword(s):  
Structural Breaks ◽  
Oecd Countries ◽  
Gmm Estimates

scholarly journals Is There A Stable Long-run Relationship Between Unemployment And Productivity?

2015 ◽  
Vol 18 (2) ◽  
pp. 57-75 ◽  
Author(s):  
João Tovar Jalles
Keyword(s):  
Time Series ◽  
Structural Breaks ◽  
Oecd Countries ◽  
Econometric Methods ◽  
Long Run

This paper assesses whether productivity and unemployment have a stable long-run relationship. We explore a panel of 19 OECD countries between 1970 and 2012 and rely on recently developed time series econometric methods. Our findings suggest that unemployment and productivity are non-stationary in levels and in many individual cases these series are cointegrated, even after accounting for possible structural breaks. For many individual countries the long-run effect seems to be generally positive. There is also evidence of two-way causality, but the stronger directional relationship runs from unemployment to productivity.

scholarly journals Demand for money in the selected OECD countries: a time series panel data approach and structural breaks

2013 ◽  
Vol 45 (14) ◽  
pp. 1767-1776 ◽  
Author(s):  
Saten Kumar ◽  
Mamta B. Chowdhury ◽  
B. Bhaskara Rao
Keyword(s):  
Time Series ◽  
Panel Data ◽  
Structural Breaks ◽  
Oecd Countries ◽  
Demand For Money

scholarly journals Does innovation co-move with FDI? Evidence from OECD countries

2021 ◽  
pp. 6-6
Author(s):  
Chun-Ping Chang
Keyword(s):  
Structural Breaks ◽  
Oecd Countries ◽  
Innovation Activity ◽  
Fdi Inflows ◽  
Integration Test

In this study, the panel co-integration test combined with structural breaks was used to explore the long-term co-movement between FDI and patent and trademark applications? in accordance with 33 OECD countries from 1999 to 2018. The robust results demonstrate that both innovation variables including patent and trademark comove with FDI in the OECD sample. Furthermore, this long-term co-movement of FDI and innovation experiences some structural breaks during the period 2003-2010. Finally, there is a long-term co-movement between FDI inflows and innovation activity in OECD countries.

Sign in / Sign up

Export Citation Format

Share Document