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Capital Inflows to Developed Countries

The paper analyzes capital flows to seven developed countries between 1990-2005. We consider the possible determinants of these flows. Total debt and total equity flows are analyzed seperately and also divided into sub ctagories. For debt flows we find that own interest rate plays a major "pull" role and US interest rate plays a "push" role. For Equity flows, returns in the local market are important among the variables that are analyzed. All of this analysis is carried in a panel cointegration framework. The technique that is used allows for cross-section dependency and endogeneity. This is the Dynamic, Seemingly Unrelated Regression technique of Mark, Ogaki and Sul (2005).