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Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries?
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Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries? (2007)Testing the Finance-Growth Link: is There…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…Finance and Growth: Theory and Evidence (2004)Finance and Growth: Theory an…A PANIC Attack on Unit Roots and Cointegration (2004)A PANIC Attack on Unit Roots …The direction of causality between financial development and economic growth (2003)The direction of causality be…Stock markets, banks, and growth: Panel evidence (2003)Stock markets, banks, and gro…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Financial intermediation and growth: Causality and causes (2000)Financial intermediation and …Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…Law, Finance, and Firm Growth (1998)Law, Finance, and Firm GrowthFinancial Dependence and Growth (1996)Financial Dependence and Grow…Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Financial development and economic growth (1995)Financial development and eco…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Finance, entrepreneurship and growth (1993)Finance, entrepreneurship and…Finance and Growth: Schumpeter Might Be Right (1993)Finance and Growth: Schumpete…Base de données CHELEM - Commerce international du CEPII (2008)Base de données CHELEM - Comm…Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)Panel Data Models With Interactive Fixed Effects (2009)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Specification Tests in Econometrics (1978)Testing for unit roots in heterogeneous panels (2003)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Credit Rationing in Markets with Imperfect Information (1981)A Contribution to the Empirics of Economic Growth (1992)Law, finance, and economic growth in China (2005)On the mechanics of economic development (1988)Africa's Growth Tragedy: Policies and Ethnic Divisions (1997)Does Social Capital Have an Economic Payoff? A Cross-Country Investigation (1997)The Theory of Economic Development (2003)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Spurious regression and residual-based tests for cointegration in panel data (1999)Testing for Error Correction in Panel Data* (2007)Introductory Econometrics for Finance (2008)Biases in Dynamic Models with Fixed Effects (1981)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)Chapter 12 Finance and Growth: Theory and Evidence (2005)Chapter 6 Institutions as a Fundamental Cause of Long-Run Growth (2005)Finance, inequality and the poor (2007)Finance and the sources of growth (2000)The Economic Consequences of Legal Origins (2008)
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References

  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 1993Finance and Growth: Schumpeter Might Be Right8,651 cited
  • 1996Financial Dependence and Growth8,055 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,673 cited
  • 2000Financial intermediation and growth: Causality and causes4,411 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2004Finance and Growth: Theory and Evidence3,752 cited
  • 1993Finance, entrepreneurship and growth3,546 cited
  • 1998Law, Finance, and Firm Growth2,452 cited
  • 2003Stock markets, banks, and growth: Panel evidence2,064 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
  • 1995Financial development and economic growth1,215 cited

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  • 2003The direction of causality between financial development and economic growth1,146 cited
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    • 2008Base de données CHELEM - Commerce international du CEPII15 cited