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The Rise and Fall of Financial Flows in EU 15: New Evidence Using Dynamic Panels with Common Correlated Effects.

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Summary

Long-run capital mobility in Europe is high but not perfect, with the euro boosting financial and real integration. Short-run capital mobility remained high, influenced by economic risk and openness.

Keywords:
Capital mobilityCointegration, unit rootsCross-sectional dependenceFeldstein–Horioka puzzleStructural breaks

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Area of Science:

  • Economics
  • Econometrics

Background:

  • Assessing capital mobility is crucial for understanding economic integration.
  • Previous studies often neglect short-run dynamics and structural breaks.

Purpose of the Study:

  • To assess long-run and short-run capital mobility in 15 European countries (1970-2019).
  • To identify homogeneous and heterogeneous structural breaks, particularly around the euro's inception.
  • To examine the role of goods market integration and the euro in capital mobility.

Main Methods:

  • Dynamic common correlated effects modeling.
  • Multifactor error correction model (ECM) accounting for cross-section dependence, slope heterogeneity, nonstationarity, and endogeneity.
  • CS-DL threshold analysis to identify key factors influencing capital mobility.

Main Results:

  • Long-run capital mobility is high but not perfect.
  • The euro's inception marks a significant homogeneous structural break.
  • Goods market integration is essential for zero saving-investment correlation.
  • Short-run capital mobility was generally high, with exceptions during turmoil.
  • Economic risk and openness significantly impact capital mobility.

Conclusions:

  • The euro has enhanced financial and real integration, but full economic integration is not yet achieved.
  • Capital mobility is influenced by structural breaks, goods market integration, economic risk, and openness.
  • The ECM framework provides a comprehensive assessment of capital mobility, including short-run dynamics and adjustment speeds.