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Relationships between Financial Development, Trade Openness, and Economic Growth
16 references·1 citing·30 second hop
Relationships between Financial Development, Trade Openness, and Economic Growth (2015)Relationships between Financial Developme…The Theory of Economic Development (2003)The Theory of Economic Develo…The great reversals: the politics of financial development in the twentieth century (2003)The great reversals: the poli…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Financial intermediation and growth: Causality and causes (2000)Financial intermediation and …Financial Development and Economic Growth: Views and Agenda (1999)Financial Development and Eco…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Financial Dependence and Growth (1996)Financial Dependence and Grow…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Finance, entrepreneurship and growth (1993)Finance, entrepreneurship and…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…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…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Money and Capital in Economic Development. (1974)Money and Capital in Economic…Financial Development and Economic Growth: Views and AgendaFinancial Development and Eco…What are the mistakes we think are correct about the ‘Natural resource curse’ hypothesis? New insights from quantile regressions via method of moments for EU (2023)What are the mistakes we thin…Statistical analysis of cointegration vectors (1988)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)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)Finance and Growth: Theory and Evidence (2004)Law, finance, and economic growth in China (2005)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Regression with a Unit Root (1987)Unit root tests for panel data (2001)On the mechanics of economic development (1988)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)The Economic Consequences of Legal Origins (2008)Firm Resources and Sustained Competitive Advantage (1991)Dynamic capabilities and strategic management (1997)Firm resources and sustained competitive advantage (2004)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 2003The Theory of Economic Development22,513 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1996Financial Dependence and Growth8,055 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • n.d.Financial Development and Economic Growth: Views and Agenda4,646 cited
  • 2000Financial intermediation and growth: Causality and causes4,411 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1974Money and Capital in Economic Development.3,711 cited
  • 1993Finance, entrepreneurship and growth3,546 cited
  • 2003The great reversals: the politics of financial development in the twentieth century3,327 cited
  • 1996Numerical distribution functions for unit root and cointegration tests3,119 cited

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  • 1999Financial Development and Economic Growth: Views and Agenda2,978 cited
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    • 2023What are the mistakes we think are correct about the ‘Natural resource curse’ hypothesis? New insights from quantile regressions via method of moments for EU10 cited