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Growth Empirics: Evidence from Sierra Leone

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  • Kelfala M. Kallon

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  • Kelfala M. Kallon, 2013. "Growth Empirics: Evidence from Sierra Leone," African Development Review, African Development Bank, vol. 25(2), pages 215-230, June.
  • Handle: RePEc:bla:afrdev:v:25:y:2013:i:2:p:215-230
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    File URL: http://hdl.handle.net/10.1111/j.1467-8268.2013.12025.x
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    1. Gredenhoff, Mikael & Jacobson, Tor, 2001. "Bootstrap Testing Linear Restrictions on Cointegrating Vectors," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 63-72, January.
    2. Hofman, Andre A, 2000. "Standardised Capital Stock Estimates in Latin America: A 1950-94 Update," Cambridge Journal of Economics, Oxford University Press, vol. 24(1), pages 45-86, January.
    3. Ben S. Bernanke & Kenneth Rogoff, 2002. "Editorial in "NBER Macroeconomics Annual 2001, Volume 16"," NBER Chapters, in: NBER Macroeconomics Annual 2001, Volume 16, pages 1-6, National Bureau of Economic Research, Inc.
    4. Easterly, William & Rebelo, Sergio, 1993. "Fiscal policy and economic growth: An empirical investigation," Journal of Monetary Economics, Elsevier, vol. 32(3), pages 417-458, December.
    5. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 39(3), pages 106-135.
    6. Ben S. Bernanke & Kenneth Rogoff, 2002. "NBER Macroeconomics Annual 2001, Volume 16," NBER Books, National Bureau of Economic Research, Inc, number bern02-1, October.
    7. Boubaker Dhehibi & Lassaad Lachaal, 2006. "Empirical Evidence of Productivity Growth in Tunisian Agriculture: 1961–2000," African Development Review, African Development Bank, vol. 18(2), pages 248-257.
    8. Ben S. Bernanke & Kenneth S. Rogoff (ed.), 2002. "NBER Macroeconomics Annual 2001," MIT Press Books, The MIT Press, edition 1, volume 1, number 026252323x.
    9. Enwere Dike, 1995. "Sources of Long‐Run Economic Growth In Nigeria: A Study In Growth Accounting," African Development Review, African Development Bank, vol. 7(1), pages 76-87.
    10. Cheung, Yin-Wong & Lai, Kon S, 1993. "Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(3), pages 313-328, August.
    11. Haug, Alfred A., 1996. "Tests for cointegration a Monte Carlo comparison," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 89-115.
    12. Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
    13. Toda, Hiro Y., 1995. "Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions," Econometric Theory, Cambridge University Press, vol. 11(5), pages 1015-1032, October.
    14. Pierre van der Eng, 2009. "Capital formation and capital stock in Indonesia, 1950-2008," Bulletin of Indonesian Economic Studies, Taylor & Francis Journals, vol. 45(3), pages 345-371.
    15. Stiglitz, Joseph E, 1996. "Some Lessons from the East Asian Miracle," World Bank Research Observer, World Bank Group, vol. 11(2), pages 151-177, August.
    16. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
    17. Soren Johansen, 2002. "A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model," Econometrica, Econometric Society, vol. 70(5), pages 1929-1961, September.
    18. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
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