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The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence

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Author Info
Crafts, N F R
Leybourne, S J
Mills, Terence C

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Abstract

The paper investigates the question of whether the trend rate of growth of GDP slowed down in Britain or France in the nineteenth century. We establish that real GDP belongs to the trend-stationary process class of time-series in each case rather than the difference-stationary process and using Kalman filter techniques, analyze trends in a model incorporating time-varying parameters without specifying breakpoints in advance. We find, contrary to the literature, that neither country experienced a climacteric. Our results suggest that economic historians have been prone to exaggerated views of variations in trend economic growth. Copyright 1989 by John Wiley & Sons, Ltd.

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Publisher Info
Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.

Volume (Year): 4 (1989)
Issue (Month): 2 (April-June)
Pages: 103-17
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Handle: RePEc:jae:japmet:v:4:y:1989:i:2:p:103-17

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  1. Alvaro Montenegro, 2005. "Introducción al filtro Kalman," DOCUMENTOS DE ECONOMÍA 002920, UNIVERSIDAD JAVERIANA - BOGOTÁ. [Downloadable!]
  2. Sarah Cochrane, 2009. "Explaining London's Dominance in International Financial Services, 1870-1913," Economics Series Working Papers 455, University of Oxford, Department of Economics. [Downloadable!]
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This page was last updated on 2009-12-17.


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