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R&D investment and endogenous growth: a SVAR approach

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Author Info
Ángel Estrada () (Banco de España)
José Manuel Montero () (Banco de España)
Abstract

We develop the barebones of a highly stylized theoretical endogenous growth model for analyzing the impact of R&D investment on long run growth. We use this framework to identify a structural vector autoregressive (SVAR) model on GDP growth, inflation and R&D investment, along with the (exogenous) flows of global knowledge, for the period 1970-2006 for the six more developed economies plus Spain. Besides, we also study the impact of private and public R&D on economic activity and prices or whether public R&D investment crowds out private one. Overall, we find that R&D shocks have a positive impact on economic activity, but a heterogeneous effect on prices. Moreover, public R&D disturbances tend to crowd out private R&D investment, except in the less innovative economies. And finally, demand shocks tend to have a negative impact on private R&D spending in the short- to medium-run.

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File URL: http://www.bde.es/webbde/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosTrabajo/09/Fic/dt0925e.pdf
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Paper provided by Banco de España in its series Banco de España Working Papers with number 0925.

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Length: 37 pages
Date of creation: Oct 2009
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Handle: RePEc:bde:wpaper:0925

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Related research
Keywords: R&D; Innovation; Endogenous growth; Crowding out; SVAR;

Find related papers by JEL classification:
O30 - Economic Development, Technological Change, and Growth - - Technological Change - - - General
O40 - Economic Development, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General
H50 - Public Economics - - National Government Expenditures and Related Policies - - - General

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This page was last updated on 2009-12-10.


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