Feldstein-Horioka Paradox: The case of Mexico (1950-2007)

The Feldstein-Horioka Paradox is an empirical regularity that calls into question the validity of the assumption about perfect capital mobility. We study the savings-investment relationship in Mexico from 1950 to 2007 by means of a cointegration analysis that allows for structural breaks. The result...

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Detalles Bibliográficos
Autores: Alcalá Ríos, Víctor Hugo, Gómez Zaldívar, Manuel, Ventosa Santaulária, Daniel
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2011
País:México
Institución:EL COLEGIO DE MÉXICO
Repositorio:Estudios Económicos de El Colegio de México
Idioma:español
OAI Identifier:oai:oai.estudioseconomicos.colmex.mx:article/97
Acceso en línea:https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/97
Access Level:acceso abierto
Palabra clave:Feldstein-Horioka Paradox
cointegration
structural changes
C12
C22
F21
F32
Paradoja Feldstein-Horioka
cointegración
cambios estructurales
Descripción
Sumario:The Feldstein-Horioka Paradox is an empirical regularity that calls into question the validity of the assumption about perfect capital mobility. We study the savings-investment relationship in Mexico from 1950 to 2007 by means of a cointegration analysis that allows for structural breaks. The results suggest that there was not capital mobility until 1982. This coincides with the international debt crisis and is in the midst of the liberalization process of the capital flows. Evidence suggests that there was a strong savings-investment relationship until 1982, but it weakened afterwards. This evidence is contrary to the aforementioned Paradox.