This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

The Role of Elasticity of Substitution in Economic Growth: A Cross-Country Test of the La Grandville Hypothesis

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Debdulal Mallick () (Deakin University)
Abstract

The elasticity of substitution between capital and labor (σ) is a second-order parameter of the production function but has a first-order effect on economic growth. Although the importance of this elasticity has long been recognized in several branches of economics, it has received too little attention in the growth literature. Grandville (1989) showed theoretically that at any stages of an economy’s development, the growth rate of income per capita is increasing with σ. The higher is σ, the greater the similarity between capital and labor in the production function, and thus diminishing returns sets-in very slowly. To the best of our knowledge, this is the first paper that tests the Grandville hypothesis at the cross-country level. We estimate σ for 90 countries from direct estimation of the normalized CES production function and then include these estimators as an explanatory variable in cross-country growth regression. We investigate the sign and significance of the coefficient of σ conditioning on country characteristics, initial conditions, institutions and a set of policy variables. Since the unobservable σ is “generated” from the first-step estimation of the CES production function, in the second-step cross-country growth regression it is measured with sampling errors (Pagan, 1984; Murphy and Topel, 1985). After accounting for measurement errors and other sources of endogeneity, we find strong support for the de La Grandville hypothesis. We find that σ can explains about 30% of the growth rate differential between East Asia and Sub-Sahara Africa. We check the robustness of our results by Leamer’s (1983) extreme value analysis, and the coefficient of σ remains positive and the t-statistics remain large for all combinations of the conditioning variables.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.deakin.edu.au/buslaw/aef/workingpapers/papers/2007_04eco.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance in its series Economics Series with number 2007_04.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 45 pages
Date of creation: 14 Oct 2007
Date of revision:
Handle: RePEc:dkn:econwp:eco_2007_04

Contact details of provider:
Postal: 221 Burwood Highway, Burwood 3125
Phone: 61 3 9244 3815
Web page: http://www.deakin.edu.au/buslaw/aef/index.php

For technical questions regarding this item, or to correct its listing, contact: (Dr Xueli Tang).

Related research
Keywords:

Other versions of this item:

Find related papers by JEL classification:
O47 - Economic Development, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Measurement of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models

References listed on IDEAS
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. Yuhn, Ky-hyang, 1991. "Economic Growth, Technical Change Biases, and the Elasticity of Substitution: A Test of the De La Grandville Hypothesis," The Review of Economics and Statistics, MIT Press, vol. 73(2), pages 340-46, May. [Downloadable!] (restricted)
  2. Zarembka, Paul, 1970. "On the Empirical Relevance of the CES Production Function," The Review of Economics and Statistics, MIT Press, vol. 52(1), pages 47-53, February. [Downloadable!] (restricted)
  3. Robert Chirinko & Debdulal Mallick, 2007. "The Fisher/Cobb-Douglas Paradox, Factor Shares, and Cointegration," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  4. de La Grandville, Olivier, 1989. "In Quest of the Slutsky Diamond," American Economic Review, American Economic Association, vol. 79(3), pages 468-81, June. [Downloadable!] (restricted)
  5. Pol Antràs, 2004. "Is the U.S. Aggregate Production Function Cobb-Douglas? New Estimates of the Elasticity of Substitution," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 0(1). [Downloadable!]
  6. Stephen L. Parente & Edward C. Prescott, 1993. "Changes in the wealth of nations," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 3-16. [Downloadable!]
  7. Dennis R. Maki & Lindsay N. Meredith, 1987. "A Note on Unionization and the Elasticity of Substitution," Canadian Journal of Economics, Canadian Economics Association, vol. 20(4), pages 792-801, November. [Downloadable!] (restricted)
  8. Chirinko, Robert S. & Elston, Julie Ann, 2006. "Finance, control and profitability: the influence of German banks," Journal of Economic Behavior & Organization, Elsevier, vol. 59(1), pages 69-88, January. [Downloadable!] (restricted)
    Other versions:
  9. Berndt, Ernst R, 1976. "Reconciling Alternative Estimates of the Elasticity of Substitution," The Review of Economics and Statistics, MIT Press, vol. 58(1), pages 59-68, February. [Downloadable!] (restricted)
  10. Caselli, Francesco, 2005. "Accounting for Cross-Country Income Differences," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 1, chapter 9, pages 679-741 Elsevier. [Downloadable!] (restricted)
    Other versions:
  11. A. Senhadji Semlali, 1999. "Sources of Economic Growth - An Extensive Growth Accounting Exercise," IMF Working Papers 99/77, International Monetary Fund.
  12. Klump, Rainer & Preissler, Harald, 2000. " CES Production Functions and Economic Growth," Scandinavian Journal of Economics, Blackwell Publishing, vol. 102(1), pages 41-56, March. [Downloadable!] (restricted)
  13. Leamer, Edward E, 1983. "Let's Take the Con Out of Econometrics," American Economic Review, American Economic Association, vol. 73(1), pages 31-43, March. [Downloadable!] (restricted)
    Other versions:
  14. Daron Acemoglu & Simon Johnson & James A. Robinson, 2001. "The Colonial Origins of Comparative Development: An Empirical Investigation," American Economic Review, American Economic Association, vol. 91(5), pages 1369-1401, December. [Downloadable!] (restricted)
    Other versions:
  15. Chris Papageorgiou & Kaz Miyagiwa, . "Elasticity of Substitution and Growth: Normalized CES in the Diamond Model," Departmental Working Papers 2001-05, Department of Economics, Louisiana State University. [Downloadable!]
    Other versions:
  16. Kim Jong-Il & Lau Lawrence J., 1994. "The Sources of Economic Growth of the East Asian Newly Industrialized Countries," Journal of the Japanese and International Economies, Elsevier, vol. 8(3), pages 235-271, September. [Downloadable!] (restricted)
  17. William Easterly & Stanley Fischer, 1994. "The Soviet Economic Decline: Historical and Republican Data," NBER Working Papers 4735, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  18. Rainer Klump & Olivier de La Grandville, 2000. "Economic Growth and the Elasticity of Substitution: Two Theorems and Some Suggestions," American Economic Review, American Economic Association, vol. 90(1), pages 282-291, March. [Downloadable!] (restricted)
  19. Duffy, John & Papageorgiou, Chris, 2000. " A Cross-Country Empirical Investigation of the Aggregate Production Function Specification," Journal of Economic Growth, Springer, vol. 5(1), pages 87-120, March. [Downloadable!] (restricted)
  20. Barro, Robert J, 1990. "Government Spending in a Simple Model of Endogenous Growth," Journal of Political Economy, University of Chicago Press, vol. 98(5), pages S103-26, October. [Downloadable!] (restricted)
    Other versions:
  21. Xavier Sala-I-Martin & Gernot Doppelhofer & Ronald I. Miller, 2004. "Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach," American Economic Review, American Economic Association, vol. 94(4), pages 813-835, September. [Downloadable!]
    Other versions:
  22. Oxley, Les & McAleer, Michael, 1993. " Econometric Issues in Macroeconomic Models with Generated Regressors," Journal of Economic Surveys, Blackwell Publishing, vol. 7(1), pages 1-40.
  23. Stock, James H & Wright, Jonathan H & Yogo, Motohiro, 2002. "A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 518-29, October.
  24. Mankiw, N Gregory & Romer, David & Weil, David N, 1992. "A Contribution to the Empirics of Economic Growth," The Quarterly Journal of Economics, MIT Press, vol. 107(2), pages 407-37, May. [Downloadable!] (restricted)
    Other versions:
  25. De Long, J Bradford, 1988. "Productivity Growth, Convergence, and Welfare: Comment," American Economic Review, American Economic Association, vol. 78(5), pages 1138-54, December. [Downloadable!] (restricted)
    Other versions:
  26. Pagan, Adrian, 1984. "Econometric Issues in the Analysis of Regressions with Generated Regressors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 221-47, February. [Downloadable!] (restricted)
  27. Fuller, Wayne A, 1977. "Some Properties of a Modification of the Limited Information Estimator," Econometrica, Econometric Society, vol. 45(4), pages 939-53, May. [Downloadable!] (restricted)
  28. Sala-i-Martin, Xavier, 1997. "I Just Ran Two Million Regressions," American Economic Review, American Economic Association, vol. 87(2), pages 178-83, May. [Downloadable!] (restricted)
  29. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-38, May. [Downloadable!] (restricted)
  30. Bairam, Erkin, 1991. "Elasticity of Substitution, Technical Progress and Returns to Scale in Branches of Soviet Industry: A New CES Production Function Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(1), pages 91-96, Jan.-Marc. [Downloadable!] (restricted)
  31. Blanchard, Olivier Jean & Kahn, Charles M, 1980. "The Solution of Linear Difference Models under Rational Expectations," Econometrica, Econometric Society, vol. 48(5), pages 1305-11, July. [Downloadable!] (restricted)
  32. Young, Alwyn, 1995. "The Tyranny of Numbers: Confronting the Statistical Realities of the East Asian Growth Experience," The Quarterly Journal of Economics, MIT Press, vol. 110(3), pages 641-80, August. [Downloadable!] (restricted)
  33. Thursby, Jerry G & Lovell, C A Knox, 1978. "An Investigation of the Kmenta Approximation to the CES Function," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 363-77, June. [Downloadable!] (restricted)
  34. Chris Papageorgiou & Kaz Miyagiwa, . "Endogenous Aggregate Elasticity of Substitution," Departmental Working Papers 2006-06, Department of Economics, Louisiana State University. [Downloadable!]
    Other versions:
  35. Solow, Robert M., 1999. "Neoclassical growth theory," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 9, pages 637-667 Elsevier. [Downloadable!] (restricted)
  36. Solow, Robert M., 2005. "Reflections on Growth Theory," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 1, chapter 0, pages 3-10 Elsevier. [Downloadable!] (restricted)
  37. Daron Acemoglu, 2003. "Labor- And Capital-Augmenting Technical Change," Journal of the European Economic Association, MIT Press, vol. 1(1), pages 1-37, 03. [Downloadable!] (restricted)
    Other versions:
Full references

Statistics
Access and download statistics

Did you know? Each page is provided with a technical contact, in case something is not right with the supplied information. See under "publisher info".

This page was last updated on 2009-12-9.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.