| 言語種別 | 英語 |
|---|---|
| 発行・発表の年月 | 2021/02 |
| 形態種別 | 学術雑誌 |
| 査読 | 査読あり |
| 標題 | Transition of the Feldstein-Horioka Puzzle |
| 執筆形態 | 共著 |
| 掲載誌名 | Journal of Mathematical Finance |
| 掲載区分 | 国外 |
| 出版社・発行元 | Scientific Research Publishing |
| 巻・号・頁 | 11(1),123-151 |
| 著者・共著者 | Isamu Ginama, Kazuhiko Hayakawa, Takahiro Kanmei |
| 概要 | Common factor panel methodologies are applied to investment and savings rates in the context of the Feldstein-Horioka puzzle to derive idiosyncratic components of the two variables for OECD countries, Japan, and Indonesia. The idiosyncratic components of the two variables in the national and regional data are analyzed using panel methodologies of unit root and cointegration tests. |