The saving retention coefficient in the long run and in the short run: evidence from panel data

By Martin Coiteux, Simon Olivier. 2000

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The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach (2007, unknown): “Like Krol (1996), Coiteux and Olivier (2000), and Jansen (2000), we consider annual data (instead of five-year or eight-year averaged cross-section estimations as applied by Feldstein and Horioka (1980), Murphy (1984), Feldstein and Bachetta (1991) and Taylor (1994) in order to stress the time insta”
Testing for Spatial Autocorrelation in a Fixed Effects Panel Data Model (2010, methodology): “Krol’s study was followed by many others applying either classical panel data models or more sophisticated methods as panel smoothing (Fouquau et al., 2008) or cointegrated panel data models (Coiteux and Olivier, 2000) without being able to solve the puzzle.”
The link between life insurance activities and economic growth: Some new evidence (2013, background): “The short-run adjustment coefficients are constrained to be the same for all countries (Coiteux and Olivier, 2000; Lee, forthcoming).”
The Great Shift: Macroeconomic Projections for the World Economy at the 2050 Horizon (2012, unknown): “Therefore, we need to estimate an errorcorrection model. d. Error-correction model The error-correction model is estimated using the Engle and Granger two-step method (see e.g. Coiteux and Olivier, 2000, or Herwartz and Xu, 2009).”