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Temporal causality and the inflation-productivity relationship: Evidence from eight low inflation OECD countries

  • Hondroyiannis, George
  • Papapetrou, Evangelia

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File URL: http://www.sciencedirect.com/science/article/pii/S1059-0560(99)80020-3
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Article provided by Elsevier in its journal International Review of Economics & Finance.

Volume (Year): 7 (1998)
Issue (Month): 1 ()
Pages: 117-135

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Handle: RePEc:eee:reveco:v:7:y:1998:i:1:p:117-135
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620165

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  1. Peter C.B. Phillips, 1985. "Time Series Regression with a Unit Root," Cowles Foundation Discussion Papers 740R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1986.
  2. Andrew J. Buck & Felix Fitzroy, 1988. "Inflation and Productivity Growth in the Federal Republic of Germany," Journal of Post Keynesian Economics, M.E. Sharpe, Inc., vol. 10(3), pages 428-444, April.
  3. Jarrett, J Peter & Selody, Jack G, 1982. "The Productivity-Inflation Nexus in Canada, 1963-1979," The Review of Economics and Statistics, MIT Press, vol. 64(3), pages 361-67, August.
  4. Jeroen J. M. Kremers & Neil R. Ericsson & Juan J. Dolado, 1992. "The power of cointegration tests," International Finance Discussion Papers 431, Board of Governors of the Federal Reserve System (U.S.).
  5. Martin Feldstein, 1983. "Inflation, Tax Rules, and Investment: Some Econometric Evidence," NBER Chapters, in: Inflation, Tax Rules, and Capital Formation, pages 243-286 National Bureau of Economic Research, Inc.
  6. Argia M. Sbordone & Kenneth N. Kuttner, 1994. "Does inflation reduce productivity?," Economic Perspectives, Federal Reserve Bank of Chicago, issue Nov, pages 2-14.
  7. Perron, P., 1986. "Trends and Random Walks in Macroeconomic Time Series: Further Evidence From a New Approach," Cahiers de recherche 8650, Universite de Montreal, Departement de sciences economiques.
  8. Donald Freeman & David Yerger, 1997. "Inflation and total factor productivity in Germany: A response to Smyth," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(1), pages 158-163, March.
  9. Perron, P, 1988. "The Great Crash, The Oil Price Shock And The Unit Root Hypothesis," Papers 338, Princeton, Department of Economics - Econometric Research Program.
  10. De Gregorio, Jose, 1993. "Inflation, taxation, and long-run growth," Journal of Monetary Economics, Elsevier, vol. 31(3), pages 271-298, June.
  11. Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990. "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?," Papers 8905, Michigan State - Econometrics and Economic Theory.
  12. Dolado, Juan José & Mestre, Ricardo & Banerjee, Anindya, 1997. "ECM tests for cointegration in a single equation framework," DES - Working Papers. Statistics and Econometrics. WS 10607, Universidad Carlos III de Madrid. Departamento de Estadística.
  13. Choi, In, 1992. "Effects of data aggregation on the power of tests for a unit root : A simulation study," Economics Letters, Elsevier, vol. 40(4), pages 397-401, December.
  14. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-72, June.
  15. Granger, Clive W J, 1986. "Developments in the Study of Cointegrated Economic Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 213-28, August.
  16. Norman Cameron & Derek Hum & Wayne Simpson, 1996. "Stylized Facts and Stylized Illusions: Inflation and Productivity Revisited," Canadian Journal of Economics, Canadian Economics Association, vol. 29(1), pages 152-62, February.
  17. Engle, Robert F. & Yoo, Byung Sam, 1987. "Forecasting and testing in co-integrated systems," Journal of Econometrics, Elsevier, vol. 35(1), pages 143-159, May.
  18. Ram, Rati, 1984. "Causal Ordering across Inflation and Productivity Growth in the Post-war United States," The Review of Economics and Statistics, MIT Press, vol. 66(3), pages 472-77, August.
  19. Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 211-244.
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