Adedeji O., Thornton J. (2008), ‘International capital mobility: Evidence from panel cointegration tests’, Economics Letters, 99, 349-352.
Apergis N., Tsoumas C. (2009), ‘A survey on the Feldstein Horioka puzzle: What has been done and where we stand’, Research in Economics, 63, 64-76.
Artis M., Bayoumi T. (1991), ‘Global financial integration and current account imbalances’, in Alogoskoufis G., Papademos L. and Portes R. (eds.), External constraints on Macroeconomic Policy: The European Experience, Cambridge University Press, Cambridge.
- Baldwin R. (2009), ‘The Great Trade Collapse: What Caused it and What does it mean?’, in Baldwin R. (ed.), The Great Trade Collapse: Causes, Consequences, and Prospects, Voxeu E book.
Paper not yet in RePEc: Add citation now
Banerjee A., Marcellino M., Osbat C. (2005), ‘Testing for PPP: Should we use panel methods?’, Empirical Economics, 30, 77–91.
Banerjee A., Zanghieri P. (2003), ‘A new look at the Feldstein-Horioka puzzle using an integrated panel’, CEPII Working Paper, 22.
- Bienkowski W., Gawronska-Nowak B., Grabowski W. (2014), ‘Comovements of stock markets in the CEE-3 countries during the global financial crisis’, Eastern European Economics, 52(5), 3255.
Paper not yet in RePEc: Add citation now
Blundell R., Bond S. (1998), ‘Initial conditions and moment restrictions in dynamic panel data models’, Journal of Econometrics, 87, 115-143.
Broner F. et al. (2013), ‘Gross capital flows: Dynamics and crises’, Journal of Monetary Economics, 60, 113-133.
Bun M.J.G., Kiviet J.F. (2006), ‘The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models’, Journal of Econometrics, 132, 409-444.
Bun M.J.G., Windmeijer F. (2010), ‘The weak instrument problem of the system GMM estimator in dynamic panel data models’, Econometrics Journal, 13, 95-126.
Choi I. (2001), ‘Unit Root Tests for Panel Data’, Journal of International Money and Finance, 20, 249272.
Choudhry T., Jayasekera R. (2014), ‘Market efficiency during the global financial crisis: Empirical evidence from European banks’, Journal of International Money and Finance, 49(B), 299318.
Chudik A., Fratzscher M. (2011), ‘Identifying the global transmission of the 2007-2009 fnancial crisis in a GVAR model’, European Economic Review, 55(3), 325-339.
Coakley J., Kulasi F., Smith R. (1998), ‘The Feldstein-Horioka puzzle and capital mobility: A review’, International Journal of Finance and Economics, 3, 169-188.
EJCE, vol.12, n.1 (2015) Available online at http://eaces.liuc.it Kruiniger H. (2009), ‘GMM estimation and inference in dynamic panel data models with persistent data’, Econometric Theory, 25, 1348-1391.
Elliot G., Rothenberg T.J., Stock J.H. (1996), ‘Efficient Tests for an Autoregressive Unit Root’, Econometrica, 64, 813-836.
Feldstein M., Bachetta P. (1991), ‘National saving and international investment’, in Bernheim D.
Fouquau J., Hurlin C., Rabaud I. (2008), ‘The Feldstein-Horioka puzzle: A panel smooth transition regression approach’, Economic Modelling, 25, 284-299.
Frankel J. A. (1992), ‘Measuring international capital mobility – A review’, American Economic Review, 82, 197-202.
Fratzscher M. (2011), ‘Capital flows, push versus pull factors and the global financial crisis’, Working Paper Series, 1364, July. European Central Bank.
Georgopoulos G., Hejazi W. (2009), ‘The Feldstein–Horioka puzzle revisited: Is the home-bias much less?’ International Review of Economics & Finance, 18(2), 341-350.
- González A., Teräsvirta T., van Dijk D. (2005), ‘Panel smooth transition regression model’, Working Paper Series in Economics and Finance, 604.
Paper not yet in RePEc: Add citation now
Gregory A.W., Hansen B.E. (1996), ‘Tests for cointegration in models with trend and regime shifts’, Oxford Bulletin for Economics and Statistics, 58(3), 555-560.
Hadri K. (2000), ‘Testing for stationarity in heterogenous panel data’, Econometrics Journal, 3(2), 148-161.
Ho T.W. (2002), ‘The Feldstein-Horioka puzzle revisited’, Journal of International Money and Finance, 21, 555-564.
Ho T.W. (2003), ‘The saving-retention coefficient and country-size: The Feldstein-Horioka puzzle reconsidered’, Journal of Macroeconomics, 25, 387-396.
Im K.S., Pesaran M.H., Shin Y. (2003), ‘Testing for unit root in heterogenous panels’, Journal of Econometrics, 115(1), 53-74.
- Kejriwal M. (2008), ‘Cointegration with structural breaks: An application to the FeldsteinHorioka puzzle’, Studies in Nonlinear Dynamics and Econometrics, 12(1), article 3.
Paper not yet in RePEc: Add citation now
Ketenci N. (2012), ‘The Feldstein –Horioka Puzzle and Structural Breaks: Evidence from EU Members’, Economic Modelling, 29(2), 262-270.
Ketenci N. (2013), ‘The Feldstein-Horioka Puzzle in groupings of OECD members: a panel approach’, Research in Economics, 67(1), March, 76-87.
Kollias C., Mylonidis N., Paleologou S.M. (2008), ‘The Feldstein-Horioka puzzle across EU members: Evidence from the ARDL bounds approach and panel data’, International Review of Economics and Finance, 17, 380-387.
Kwiatkowski D., Phillips P.C.B, Schmidt P., Shin Y. (1992), ‘Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?’, Journal of Econometrics, 44, 159-178.
Levin A., Lin C.F., Chu C.S.J. (2002), ‘Unit root tests in panel data: Asymptotic and finitesample properties’, Journal of Econometric, 108(1), 1-24.
Maddala G.S., Wu S. (1999), ‘A comparative study of unit root tests with panel data and a new simple test’, Oxford Bulletin of Economics and Statistics, 61, 631–652.
Mastroyiannis A. (2007), ‘Current account dynamics and the Feldstein and Horioka puzzle: the case of Greece’, The European Journal of Comparative Economics, 4(1), 91-99.
N. Ketenci, Capital mobility in the panel GMM framework: Evidence from EU members Available online at http://eaces.liuc.it Miles-Ferretti G.M., Tille C. (2011), ‘The great retrenchment: international capital flows during the global financial crisis’, Economic Policy, 26(66), 289-346.
Narayan P.K., Narayan S. (2010), ‘Testing for capital mobility: New evidence from a panel of G7 countries’, Research in International Business and Finance, 24(1), 15-23.
Obstfeld M., Rogoff K. (2000), ‘The six major puzzles in international macroeconomics: is there a common cause?’ NBER Macroeconomics Annual, 15, 340–390.
Ozmen E., Parmaksız K. (2003), ‘Policy regime change and the Feldstein-Horioka puzzle: the UK evidence’, Journal of Policy Modeling, 25, 137-149.
Pesaran M.H. (2007), ‘A simple panel unit root test in the presence of cross-section dependence’, Journal of Applied Econometrics, 22, 265-312.
Poulsen L. S., Hufbauer G.C. (2011), ‘Foreign direct investment in times of crisis’, Working Paper Series, WP 11-3, Peterson Institute for International Economics, Washington.
Rao B.B., Tamazian A., Kumar, S. (2010), ‘Systems GMM estimates of the Feldstein–Horioka puzzle for the OECD countries and tests for structural breaks’, Economic Modelling, 27, 12691273.
- Said S.E., Dickey D.A. (1984), ‘Testing for unit roots in autoregressive – moving average model of unknown order’, Biometrica, 71, 599-608.
Paper not yet in RePEc: Add citation now
Sarafidis V. (2009), ‘GMM estimation of short dynamic panel data models with error crosssectional dependence’, REPEC.
Strauss J., Yigit T. (2003), ‘Shortfalls of panel unit root testing’, Economics Letters, 81, 309-313.
Telatar E., Telatar F., Bolatoglu N. (2007), ‘A regime switching approach to the FeldsteinHorioka puzzle: Evidence from some European countries’, Journal of Policy Modeling, 29(3), 523533.
Tesar L.L. (1991), ‘Saving, investment and international capital flows’, Journal of International Economics, 31, 55–78.
Wang L. (2014), ‘Who moves East Asian stock markets? The role of the 2007-2009 global financial crisis’, Journal of International Financial Markets, Institutions and Money, 28, 182-203.