SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Causal Relationship between Financial Market Development and Economic Growth
16 references·3 citing·26 second hop
A Causal Relationship between Financial Market Development and Economic Growth (2010)A Causal Relationship between Financial M…Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)Financial development and eco…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Financial intermediation and growth: Causality and causes (2000)Financial intermediation and …Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Financial markets and growth (1993)Financial markets and growthFinance and Growth: Schumpeter Might Be Right (1993)Finance and Growth: Schumpete…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Stock Markets, Growth, and Tax Policy (1991)Stock Markets, Growth, and Ta…Financial Intermediation and Endogenous Growth (1991)Financial Intermediation and …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Re-examining the causal relationships among FDI, economic growth and financial sector development in Africa (2020)Re-examining the causal relat…Financial Development and Economic Growth: Do Outliers Matter? (2018)Financial Development and Eco…Creating Financial Cycles in China and Interaction with Business Cycles on the Chinese Economy (2017)Creating Financial Cycles in …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)On the mechanics of economic development (1988)A Contribution to the Empirics of Economic Growth (1992)Financial Dependence and Growth (1996)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)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Finance and the sources of growth (2000)Finance and Growth: Theory and Evidence (2004)The Economic Consequences of Legal Origins (2008)Testing for unit roots in heterogeneous panels (2003)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1993Finance and Growth: Schumpeter Might Be Right8,651 cited
  • 2000Financial intermediation and growth: Causality and causes4,411 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1991Financial Intermediation and Endogenous Growth2,140 cited
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 1993Financial markets and growth1,559 cited
  • 1991Stock Markets, Growth, and Tax Policy

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1,111 cited
  • 2003Financial development and economic growth: evidence from panel unit root and cointegration tests1,049 cited
  • Cited by

    • 2020Re-examining the causal relationships among FDI, economic growth and financial sector development in Africa49 cited
    • 2018Financial Development and Economic Growth: Do Outliers Matter?19 cited
    • 2017Creating Financial Cycles in China and Interaction with Business Cycles on the Chinese Economy14 cited