Search results for "capital mobility"

showing 2 items of 2 documents

50 years of capital mobility in the eurozone: breaking the Feldstein-Horioka puzzle

2021

AbstractThis paper assesses capital mobility for the Eurozone countries by studying the long-run relationship between domestic investment and savings for the period 1970-2019. Our main goal is to analyze the impact of economic events on capital mobility during this period. We apply the cointegration methodology in a setting that allows us to identify endogenous breaks in the long-run saving-investment relationship. Precisely, the breaks coincide with relevant economic events. We find a downward trend in the saving-investment retention since the 70s for the so-called “core countries”, whereas this trend is not so evident in the peripheral, where the financial and sovereign crises have had a …

Economics and Econometricscointegrationmultiple structural breaksF36UNESCO::CIENCIAS ECONÓMICASunit rootsF45feldstein-horioka puzzle:CIENCIAS ECONÓMICAS [UNESCO]capital mobilityFeldstein-horioka puzzleO16
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RISKS OF DISREGARDING THE INCOMPATIBLE TRINITY RULE: THE SWISS FRANC CRISIS CASE

2015

When designing economic policies, governments must take account not only of economic laws but also of certain rules of thumb. The incompatible trinity is such rule, which states that a country cannot simultaneously have a fixed exchange rate regime, mobility of foreign capital and an independent monetary policy. Traditionally, the rule has been generally observed, whether knowingly or not. The recent crisis triggered by the removal of cap on the Swiss franc is an illustrative example of what might happen if the said rule is disregarded.

exchange rate monetary policy capital mobility currency pegjel:F3jel:E5Revista Economica
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