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Financial structure and economic growth: evidence from time series analyses

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  • Philip Arestis
  • Ambika Luintel
  • Kul Luintel

Abstract

This article examines whether financial structure influences economic growth. Recent empirical studies examine this issue by utilizing panel and cross-section approaches. We use time series data and methods, along with the dynamic heterogeneous panel approach in a sample of six low and middle income countries. We find that cross country data cannot be pooled and that financial structure significantly affects real per capita output. We also find that panel estimates, in most cases, do not correspond to country specific estimates, and hence may proffer incorrect inferences for several countries of the panel.

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File URL: http://www.tandfonline.com/doi/abs/10.1080/09603107.2010.508716
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Bibliographic Info

Article provided by Taylor & Francis Journals in its journal Applied Financial Economics.

Volume (Year): 20 (2010)
Issue (Month): 19 ()
Pages: 1479-1492

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Handle: RePEc:taf:apfiec:v:20:y:2010:i:19:p:1479-1492

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Cited by:
  1. Ho-Chuan Huang & WenShwo Fang & Stephen M. Miller, 2012. "Does Financial Development Volatility Affect Industrial Growth Volatility?," Working papers 2012-45, University of Connecticut, Department of Economics.
  2. Sabyasachi Kar & Kumarjit Mandal, 2012. "Reexamining the Finance–Growth Relationship for a Developing Economy: A Time Series Analysis of Post-reform India," Working Papers id:5058, eSocialSciences.
  3. Yeh, Chih-Chuan & Huang, Ho-Chuan (River) & Lin, Pei-Chien, 2013. "Financial structure on growth and volatility," Economic Modelling, Elsevier, vol. 35(C), pages 391-400.

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