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Some million thresholds: Nonlinearity and cross-country growth regressions

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Author Info
Cuaresma, Jesus Crespo (University of Vienna)

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Abstract

This paper examines the robustness of the determinants of economic growth in cross-country regressions allowing for nonlinearity in the specification of the data generating process. The nonlinearity is modelled as regime-dependent parameter heterogeneity, where the regime is determined by the level of the explanatory variable whose robustness we aim to measure. Using a generalization of the procedure in Sala-i-Martin (American Economic Review, 1997), strong evidence of nonlinearity is found for practically all of the variables that are robustly correlated to growth in the linear setting, including those variables which are usually included in most cross-county growth regressions.

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Publisher Info
Paper provided by Royal Economic Society in its series Royal Economic Society Annual Conference 2003 with number 51.

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Date of creation: 04 Jun 2003
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Handle: RePEc:ecj:ac2003:51

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Related research
Keywords: growth regressions; robustness; nonlinearity; threshold models;

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Find related papers by JEL classification:
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing
O50 - Economic Development, Technological Change, and Growth - - Economywide Country Studies - - - General

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  1. Doppelhofer, G. & Cuaresma, J.C., 2007. "Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach," Cambridge Working Papers in Economics 0706, Faculty of Economics, University of Cambridge. [Downloadable!]
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  2. Jesús Crespo Cuaresma & Maria Antoinette Silgoner, 2004. "Groth effects of inflation in Europe: How low is too low, how high is too high?," Vienna Economics Papers 0411, University of Vienna, Department of Economics. [Downloadable!]
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