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A new approach to causality and economic growth

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Author Info
Steven M. Sheffrin
Robert K. Triest

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Abstract

This paper examines the issue of causality in cross-sectional empirical models of economic growth. Using an approach to determining causal structures based on tests for conditional independence in sets of variables, we uncover alternative causal structures that are consistent with the correlation pattern of the variables in the data. We use these methods to develop alternative causal empirical models of economic growth. One of our consistent findings is that we can rule out the possibility that equipment investment causes growth. Our search procedure leads naturally to a structural model with latent variables which we then estimate. The results of our estimation are broadly consistent with traditional models of economic growth augmented for human capital.

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Paper provided by Federal Reserve Bank of Boston in its series Working Papers with number 95-12.

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Date of creation: 1995
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Handle: RePEc:fip:fedbwp:95-12

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Keywords: Economic development ; Econometric models;

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  1. Hoover, Kevin D & Sheffrin, Steven M, 1992. "Causation, Spending, and Taxes: Sand in the Sandbox or Tax Collector for the Welfare State?," American Economic Review, American Economic Association, vol. 82(1), pages 225-48, March. [Downloadable!] (restricted)
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  2. Jones, Charles I., 1994. "Economic growth and the relative price of capital," Journal of Monetary Economics, Elsevier, vol. 34(3), pages 359-382, December. [Downloadable!] (restricted)
  3. 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)
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  4. Auerbach, Alan J & Hassett, Kevin A & Oliner, Stephen D, 1994. "Reassessing the Social Returns to Equipment Investment," The Quarterly Journal of Economics, MIT Press, vol. 109(3), pages 789-802, August. [Downloadable!] (restricted)
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  5. Blomström, Magnus & Lipsey, Robert E & Zejan, Mario, 1993. "Is Fixed Investment the Key to Economic Growth?," CEPR Discussion Papers 870, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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(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. Hoover, Kevin & Demiralp, Selva, 2003. "Searching for the Causal Structure of a Vector Autoregression," Working Papers 03-3, University of California at Davis, Department of Economics. [Downloadable!]
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