Cointegration and Wagner's hypothesis: time series evidence for Canada

Syed M. Ahsan · Andy C. C. Kwan · Balbir S. Sahni

79 citations0/0 files storedApplied Economics

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Fiscal Policy and Economic Growth Economic and Fiscal Studies Fiscal Policies and Political Economy

Abstract

It is argued that Wagner's hypothesis is essentially a proposition about the secular comovement of income growth and public spending. Using the Engle and Granger cointegration tests and time series data from Canada, the long-run validity of Wagner's hypothesis is maintained.

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1977Time Series Analysis: Forecasting and Control 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1991The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1997Further evidence on breaking trend functions in macroeconomic variables

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