IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

Dynamic Models in Econometrics: Classification, Selection and the Role of Stock Variables in Economic Development

Listed author(s):
  • Guisan, M.C.

We analyze the specification selection of econometric models with dynamic components for explaining economic growth of one or more variables: models in levels, models in first differences and several kinds of mixed models, including the simple mixed dynamic model and the EC Model. We have into account goodness of fit, significance of parameters, cointegration, contemporaneous and lagged relations and forecasting performance, with particular focus on the role of stock variables, through bilateral dynamic relationships, in explaining propagation movements of great importance for economic development. This research has been performed from a disequilibrium approach to the analysis of causal relations in economic growth and development, having into account both demand and supply sides.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
Download Restriction: No

Article provided by Euro-American Association of Economic Development in its journal International Journal of Applied Econometrics and Quantitative Studies.

Volume (Year): 3 (2006)
Issue (Month): 2 ()
Pages: 87-102

in new window

Handle: RePEc:eaa:ijaeqs:v:3:y2006:i:2_5
Contact details of provider: Web page:

Order Information: Web: Email:

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:eaa:ijaeqs:v:3:y2006:i:2_5. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (M. Carmen Guisan)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.