121
Views
19
CrossRef citations to date
0
Altmetric
Original Articles

How great are the great ratios?

, &
Pages 163-177 | Published online: 05 Oct 2010

References

  • Brock , W. A. and Mirman , L. J. 1972 . Optimal economic growth and uncertainty: the discounted case . Journalof Economic Theory , 4 : 479 – 513 .
  • Dickey , D. A. and Fuller , W. A. 1979 . Distribution of the estimators for autoregressive time series with a unit root . Journal of the American Statistical Association , 74 : 427 – 431 .
  • Donaldson , J. B. and Mehra , R. 1983 . Stochastic growth with correlated productivity shocks . Journal of Economic Theory , 29 : 282 – 312 .
  • Engle , R. F. and Granger , C. W. J. 1987 . Cointegration and error correction: representation, estimation and testing . Econometrica , 55 : 251 – 276 .
  • Johansen , S. 1988 . Statistical analysis of cointegration vectors . Journal of Economic Dynamics and Control , 12 : 231 – 254 .
  • Johansen , S. 1995 . Likelihood-based Inference in Cointegrated Vector Autoregressive Models , Oxford : Oxford University Press .
  • King , R. G. , Plosser , C. I. and Rebelo , S. T. 1988 . Production growth and business cycles: II . New directions, Journal of Monetary Economics , 21 : 309 – 341 .
  • King , R. G. , Plosser , C. I. , Stock , J. H. and Watson , M. W. 1991 . Stochastic trends and economic fluctuations . American Economic Review , 81 : 819 – 840 .
  • Klein , L. R. and Kosobud , R. F. 1961 . Some econometrics of growth: great ratios of economics . Quarterly Journal of Economics , 75 : 173 – 198 .
  • Kunst , R. and Neusser , K. 1990 . Cointegration in a macroeconomic system . Journal of Applied Econometrics , 5 : 351 – 365 .
  • Leybourne , S. J. and McCabe , B. P. M. 1994 . A simple test for cointegration . Oxford Bulletin of Economics and Statistics , 56 : 97 – 103 .
  • Leybourne , S. J. , Mills , T. C. and Newbold , P. 1998a . Spurious rejections by Dickey-Fuller tests in the presence of a break under the null . Journalof Econometrics , 87 : 191 – 203 .
  • Leybourne , S. J. , Newbold , P. and Vougas , D. 1998b . Unit roots and smooth transitions . Journal of Time Series Analysis , 19 : 83 – 97 .
  • Lütkepohl , H. 1993 . Introduction to Multiple Time Series Analysis, , 2nd edition , Berlin : Springer-Verlag .
  • Neusser , K. 1991 . Testing the long-run implications of the neoclassical growth model . Journal of Monetary Economics , 27 : 3 – 37 .
  • Osterwald-Lenum , M. 1992 . A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics . Oxford Bulletin of Economics and Statistics , 54 : 461 – 472 .
  • Reimers , H.-E. 1992 . Comparisons of tests for multivariate cointegration . Statistical Papers , 33 : 335 – 359 .
  • Serletis , A. 1994 . Testing the long-run implications of the neo-classical growth model for Canada . Journal of Macroeconomics , 16 : 329 – 346 .
  • Serletis , A. and Krichel , T. 1995 . International evidence on the long-run implications of the neoclassical growth model . Applied Economics , 27 : 205 – 210 .
  • Sims , C. A. 1980 . Macroeconomics and reality . Econometrica , 48 : 1 – 48 .
  • Solow , R. M. 1956 . A contribution to the theory of economic growth . Quarterly Journal of Economics , 70 : 65 – 94 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.