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Time Varying Determinants of Cross-Country Growth

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Author Info
Rachida Ouysse () (School of Economics, The University of New South Wales)
Chris Nicholas (The University of New South Wales)
Abstract

In this paper we investigate the time variation in the short term growth determinants through five subperiod cross sectional growth regressions. We also use a panel regression to analyze the long term pervasive drivers of cross-country growth. A fully Bayesian approach in the spirit of Fernandez, Ley and Steel (2001) is used to determine the likely candidates for the best approximating growth model. Although the findings support the optimistic view that growth regression has empirical merit, there is evidence of time variation of the growth determinants. Some of the variables like, Ratio of Real Domestic Investment to GDP, Real GDP per capita, and Sub-Saharian African Dummy emerge as long term growth indicators, while Fertility Rate loses its historical status as ”core growth” factor. The findings also show that the convergence effect of Real GDP per Capita happens during the middle subperiods. Short run analysis shows evidence of a delay in the growth rate response to the initial conditions followed by an acceleration effect before hitting a plateau.

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Paper provided by School of Economics, The University of New South Wales in its series Discussion Papers with number 2008-03.

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Length: 26 pages
Date of creation: Feb 2008
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Handle: RePEc:swe:wpaper:2008-03

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  1. Robert Kohn & Rachida Ouysse, 2007. "Bayesian Variable Selection of Risk Factors in the APT Model," Discussion Papers 2007-32, School of Economics, The University of New South Wales. [Downloadable!]
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This page was last updated on 2008-7-24.


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