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Testing the Long Run Effect of Investment on Output in the Presence of Cointegration

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  • Lau, S.H.P.
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    Abstract

    A major empirical interest is whether a permanent change in economic fundamentals produces a growth effect. However, a direct time series analysis of this hypothesis may not always be feasible due to a lack of such events. This paper explains why a test regarding the long run effect of a temporary change in investment share may, under appropriate conditions, provide indirectly the answer regarding the effect of a (possibly hypothetical) permanent change in investment share.

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    Bibliographic Info

    Paper provided by Australian National University - Department of Economics in its series Papers with number 304.

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    Length: 30 pages
    Date of creation: 1996
    Date of revision:
    Handle: RePEc:fth:aunaec:304

    Contact details of provider:
    Postal: THE AUSTRALIAN NATIONAL UNIVERSITY, DEPARTMENT OF ECONOMICS, RESEARCH SCHOOL of PACIFIC STUDIES, RESEARCH SCHOOL OF SOCIAL SCIENCES, G.P.O. 4, CANBERRA ACT 2601 AUSTRALIA..O. BOX 4 CANBERRA 2601 AUSTRALIA.
    Web page: http://economics.anu.edu.au/economics.htm
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    Keywords: INVESTMENTS; TESTS;

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