制度与经济绩效的跨国因果关系研究:面板协整分析

D. Siddiqui
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引用次数: 0

摘要

本文以2002-2006年84个国家为样本,分析了最近开发的制度化社会技术指数所衡量的制度质量与经济绩效之间的长期动态关系。使用面板协整检验和FM OLS(完全修正OLS)估计来检验协整。研究发现,制度质量与增长之间存在长期正相关关系。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Investigating the Cross Country Causal Relationship between Institutions and Economic Performance: A Panel Cointegration Analysis
This paper analyzes the long-run dynamics between quality of institutions measured by recently developed Index of institutionalized social technologies, and Economic performance in the sample of 84 countries covering the period 2002-2006. Panel cointegration tests and FM OLS (Fully Modified OLS) estimators are used to test for cointegration. Institutional quality and growth are found to have long run positive cointegrating relationship.
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