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Wechselwirkungen zwischen Innovations- und Wachstumsprozessen in Deutschland 1951-1999 im Vergleich zu 1850-1913

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  • Andre Jungmittag

    ()
    (Universitaet Wuppertal)

  • Hariolf Grupp

    ()
    (Universitaet Karlsruhe)

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    Abstract

    Starting from today’s definition of innovation indicators, this paper analyses the dynamic relationships between innovation activities (approximated by two innovation input indicators and one innovation output indicator) and per capita income in Germany for the two periods from 1850 until 1913 and 1951 until 1999. Already the first step of the analysis which is based on unit root tests allowing for structural breaks shows that the German innovation system was rather stable in both periods: In the first period the unit root hypothesis has to be rejected for all four variables, in the second period at least for the two innovation input indicators. Thus, only a few major historical events responsible for the structural breaks have persistent effects while most shocks are transitory. The further analysis of unrestricted as well as restricted VAR models gives evidence that the innovation activities in both periods are strongly demand driven, but that there seem to be two different logics in the innovation process. In the first period, the overall empirical results indicates a linear innovation relation between students numbers as well as public science expenditures, the number of patents granted, and economic demand. In the second period, demand drives total R&D expenditures while patent output does not follow demand. The real domestic product seems not to depend strongly on innovation activities.

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    Bibliographic Info

    Article provided by Justus-Liebig University Giessen, Department of Statistics and Economics in its journal Journal of Economics and Statistics.

    Volume (Year): 226 (2006)
    Issue (Month): 2 (March)
    Pages: 180-207

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    Handle: RePEc:jns:jbstat:v:226:y:2006:i:2:p:180-207

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    Related research

    Keywords: Innovation and growth; national systems of innovation; unit root tests; structural breaks; VAR models;

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    References

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    1. Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2001. "Unit root tests in the presence of innovational outliers," SFB 373 Discussion Papers 2001,82, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    2. Dan Ben-David & Robin L. Lumsdaine & David H. Papell, 1998. "Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks," NBER Working Papers 6397, National Bureau of Economic Research, Inc.
    3. Lanne, Markku & Lütkepohl, Helmut, 2001. "Unit root tests for time series with level shifts: A comparison of different proposals," SFB 373 Discussion Papers 2001,5, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    4. Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
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    6. Vogelsang, Timothy J & Perron, Pierre, 1998. "Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1073-1100, November.
    7. Markku Lanne & Helmut Lutkepohl & Pentti Saikkonen, 2003. "Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(1), pages 91-115, February.
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    9. repec:wop:humbsf:2001-82 is not listed on IDEAS
    10. Cati, Regina Celia & Garcia, Marcio G P & Perron, Pierre, 1999. "Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(1), pages 27-56, Jan.-Feb..
    11. Zivot, Eric & Andrews, Donald W K, 1992. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 251-70, July.
    12. Fabio Busetti & Andrew C Harvey, 1998. "Testing for the Presence of a Random Walk in Series with Structural Breaks - (Now published in Journal of Time Series Analysis, 22 (2001), pp.127-150.)," STICERD - Econometrics Paper Series /1998/365, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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