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Specification and sensitivity analysis of cross-country growth regressions

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Author Info
Thanasis Stengos () (Department of Economics, University of Guelph, Guelph, Ontario N1G 2W1, Canada)
Theofanis P. Mamuneas (Department of Economics, University of Leicester, University Road, Leicester, LE1 7RH, UK and University of Cyprus.)
Pantelis Kalaitzidakis (Department of Economics, University of Crete, Rethimno, Greece 74100 and University of Cyprus.)

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Abstract

We compare the sensitivity analysis of cross-country growth regressions based on extreme bounds analysis to a more direct specification testing approach using non-nested hypotheses tests. The results suggest that those specifications that are adequate are also those that include two of the only few conditioning variables that are found to be robust, namely the standard deviation of inflation and the standard deviation of domestic credit.

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Publisher Info
Article provided by Springer in its journal Empirical Economics.

Volume (Year): 27 (2002)
Issue (Month): 4 ()
Pages: 645-656
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Handle: RePEc:spr:empeco:v:27:y:2002:i:4:p:645-656

Note: Received: November 2000/Final Version Received: May 2001
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Related research
Keywords: Specification Testing · Sensitivity Analysis · Growth Regressions.;

Find related papers by JEL classification:
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods

Cited by:
(explanations, 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. Christie Smith, 2004. "The long-run effects of monetary policy on output growth," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 67, September. [Downloadable!]
  2. Leonidas Spiliopoulos, 2005. "What determines macroeconomic volatility? A cross-section and panel data study," Macroeconomics 0505026, EconWPA. [Downloadable!]
  3. Peter Sandholt Jensen & Allan H. Würtz, 2005. "The Ill-Posed Problem in Growth Empirics," CAM Working Papers 2005-11, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
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