Saving-investment relationships for Japan and other Asian countries

Dipendra Sinha*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

24 Citations (Scopus)

Abstract

This paper studies the relationship between saving and investment rates for Japan and 10 other Asian countries. When structural breaks are taken into account, we find that the two rates are cointegrated for Myanmar and Thailand. The causality tests with structural breaks show that the growth of the saving rate (SR) causes the growth of the investment rate (IR) for Malaysia, Singapore, Sri Lanka and Thailand. The reverse causality holds for Hong Kong, Malaysia, Myanmar and Singapore. Crown

Original languageEnglish
Pages (from-to)1-23
Number of pages23
JournalJapan and the World Economy
Volume14
Issue number1
DOIs
Publication statusPublished - 2002

Keywords

  • Causality
  • Cointegration
  • Saving-investment relationships

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