This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Latin American Investment Perfomance During the 1980-2002 Period: A Panel Cointegration Approach

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Ramirez, M.D.

Additional information is available for the following registered author(s):

Abstract

This paper seeks to test empirically some of the major economic reasons for Latin America(s poor investment performance since the onset and aftermath of the debt crisis. In so doing, it attempts to uncover those economic relationships and policies that need to be promoted in order to raise and sustain the rate of private capital formation. The paper is organized as follows. Section I motivates the empirical model by focusing on the stylized facts regarding Latin America(s investment performance in comparison to selected East Asian countries. Section II presents a modified investment model that pools both cross-section and time-series data for nine major economies of Latin America over the 1980-2002 period. The information contained in the time series data is thus enhanced by the cross-sectional (country) data which makes it possible to reliably test whether the included variables are important determinants of real private capital formation in the region during the period under review. Section III presents the results for the pooled investment model, including recently developed panel unit root tests to the relevant variables to determine if they are stationary. It also applies a panel (and group) cointegration test developed by Pedroni [1999] to determine whether there is a stable long-term relationship among the relevant panel regressors of the modified pooled investment function. The last section summarizes the findings and offers some policy prescriptions for improving the investment climate in Latin America and the Caribbean.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.usc.es/~economet/journals1/aeid/aeid628.pdf
File Format:
File Function:
Download Restriction: Access restricted to subscribers and Pay Per View access through SSRN. Free on line subscription for universities from low income countries. More information at http://www.usc.es/economet/info.htm

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by Euro-American Association of Economic Development in its journal Applied Econometrics and International Development.

Volume (Year): 6 (2006)
Issue (Month): 2 ()
Pages:
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eaa:aeinde:v:6:y:2006:i:2_8

Contact details of provider:
Web page: http://www.usc.es/economet/eaa.htm

Order Information:
Email:
Web: http://www.usc.es/economet/info.htm

For technical questions regarding this item, or to correct its listing, contact: (M. Carmen Guisan).

Related research
Keywords:

Other versions of this item:

Find related papers by JEL classification:
O10 - Economic Development, Technological Change, and Growth - - Economic Development - - - General
O50 - Economic Development, Technological Change, and Growth - - Economywide Country Studies - - - General
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data
F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. P. Krugman & L. Taylor, 1976. "Contractionary Effects of Devaluations," Working papers 191, Massachusetts Institute of Technology (MIT), Department of Economics.
    Other versions:
  2. Cardoso, Eliana, 1993. "Private Investment in Latin America," Economic Development and Cultural Change, University of Chicago Press, vol. 41(4), pages 833-48, July.
  3. David A. Aschauer, 1989. "Public investment and productivity growth in the Group of Seven," Economic Perspectives, Federal Reserve Bank of Chicago, issue Sep, pages 17-25. [Downloadable!]
  4. Lin, Steven A Y, 1994. "Government Spending and Economic Growth," Applied Economics, Taylor and Francis Journals, vol. 26(1), pages 83-94, January.
  5. Kaddour Hadri, 1999. "Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors," Research Papers 1999_05, University of Liverpool Management School.
  6. Fishlow, Albert, 1990. "The Latin American State," Journal of Economic Perspectives, American Economic Association, vol. 4(3), pages 61-74, Summer. [Downloadable!] (restricted)
  7. Levin, Andrew & Lin, Chien-Fu & James Chu, Chia-Shang, 2002. "Unit root tests in panel data: asymptotic and finite-sample properties," Journal of Econometrics, Elsevier, vol. 108(1), pages 1-24, May. [Downloadable!] (restricted)
    Other versions:
  8. Maddala, G S & Wu, Shaowen, 1999. " A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 631-52, Special I. [Downloadable!] (restricted)
  9. Nader Nazmi & Miguel D. Ramirez, 1997. "Public And Private Investment And Economic Growth In Mexico," Contemporary Economic Policy, Western Economic Association International, vol. 15(1), pages 65-75, 01. [Downloadable!] (restricted)
  10. Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003. "Testing for unit roots in heterogeneous panels," Journal of Econometrics, Elsevier, vol. 115(1), pages 53-74, July. [Downloadable!] (restricted)
    Other versions:
  11. Pastor, Manuel Jr., 1989. "Current account deficits and debt accumulation in Latin America: Debate and evidence," Journal of Development Economics, Elsevier, vol. 31(1), pages 77-97, July. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? It is the publishers that input data about their publications, as there is no staff at RePEc.

This page was last updated on 2009-11-22.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.