Dynamic Models in Econometrics: Classification, Selection and the Role of Stock Variables in Economic Development
AbstractWe analyze the specification selection of econometric models with dynamic components for explaining economic growth of one or more variables: models in levels, models in first differences and several kinds of mixed models, including the simple mixed dynamic model and the EC Model. We have into account goodness of fit, significance of parameters, cointegration, contemporaneous and lagged relations and forecasting performance, with particular focus on the role of stock variables, through bilateral dynamic relationships, in explaining propagation movements of great importance for economic development. This research has been performed from a disequilibrium approach to the analysis of causal relations in economic growth and development, having into account both demand and supply sides.
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Bibliographic InfoArticle provided by Euro-American Association of Economic Development in its journal International Journal of Applied Econometrics and Quantitative Studies .
Volume (Year): 3 (2006)
Issue (Month): 2 ()
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