The savings-growth nexus for the Malaysian economy: a view through rolling sub-samples

C-Tier
Journal: Applied Economics
Year: 2012
Volume: 44
Issue: 32
Pages: 4173-4185

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The purpose of this study is to re-investigate the savings-growth nexus for the Malaysian economy using bounds testing approach to cointegration and Toda and Yamamoto (1995) and Dolado and Lütkepohl (1996) -- TYDL Granger causality test. This study covered the sample period from 1971:Q1 to 2008:Q4. The cointegration results suggest that the variables are moving together in the long run and the TYDL Granger causality results indicate that the relationship between savings and economic growth is bilateral. In addition, the rolling sub-samples TYDL Granger causality test exhibited a relatively stable causal relationship running from savings to economic growth in Malaysia particularly before the onset of Asian Financial Crisis in 1997/1998.

Technical Details

RePEc Handle
repec:taf:applec:44:y:2012:i:32:p:4173-4185
Journal Field
General
Author Count
2
Added to Database
2026-01-25