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

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  • Guisan, M.C.

Abstract

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.

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  • Guisan, M.C., 2006. "Dynamic Models in Econometrics: Classification, Selection and the Role of Stock Variables in Economic Development," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 3(2), pages 87-102.
    • Handle: RePEc:eaa:ijaeqs:v:3:y2006:i:2_5
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    1. GUISAN, Maria-Carmen, 2015. "Selected Readings On Econometrics Methodology, 2001-2010: Causality, Measure Of Variables, Dynamic Models And Economic Approaches To Growth And Development," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 15(2), pages 213-220.

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