Saving-investment relationships for Japan and other Asian countries

Dipendra Sinha

doi:10.1016/S0922-1425(01)00072-X

Saving-investment relationships for Japan and other Asian countries

Dipendra Sinha^*

^*Corresponding author for this work

Department of Economics

Research output: Contribution to journal › Article › peer-review

28 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 language	English
Pages (from-to)	1-23
Number of pages	23
Journal	Japan and the World Economy
Volume	14
Issue number	1
DOIs	https://doi.org/10.1016/S0922-1425(01)00072-X
Publication status	Published - 2002

Keywords

Causality
Cointegration
Saving-investment relationships

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10.1016/S0922-1425(01)00072-X

Cite this

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AB - 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

KW - Causality

KW - Cointegration

KW - Saving-investment relationships

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Saving-investment relationships for Japan and other Asian countries

Abstract

Keywords

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