IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this article or follow this journal

Cross-Country Growth Rates. A Testable Pre¬dator-Prey Model G

  • Travaglini, Guido

    ()

    (Istituto di Economia e Finanza (Institute of Economics and Finance) Facoltà di Giurisprudenza (Faculty of Law) Università degli Studi di Roma)

A dynamic GDP growth-optimizing program with a predator-prey and discrete logistic growth constraint is introduced and empirically tested f or a few major countries. Its Euler equation representation is derived in order to examine the degrees of international dependence, convergence, stability and time drift. It is shown that dependence is crucial to each country ‘s growth and that convergence relative to the US, albeit different among countries, takes place due both to a negative time drift in the TJS and a positive one elsewhere. Probably this is due to the discount rate of some countries that value future more than present. Certainly, most countries have attained GDP growth rates and levels higher than predicted by their own optimizing programs.

To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Article provided by Camera di Commercio di Genova in its journal Economia Internazionale / International Economics.

Volume (Year): 47 (1994)
Issue (Month): 2-3 ()
Pages: 253-265

as
in new window

Handle: RePEc:ris:ecoint:0422
Contact details of provider: Postal: Via Garibaldi 4, 16124 Genova, Italy
Phone: +39 010 27041
Fax: +39 010 2704222
Web page: http://www.ge.camcom.it/IT/Tool/Modulistica
Email:


More information through EDIRC

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:ris:ecoint:0422. 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: (Angela Procopio)

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.