The impact of public capital, human capital, and knowledge on aggregate output / / Yasser Abdih and Frederick Joutz
| The impact of public capital, human capital, and knowledge on aggregate output / / Yasser Abdih and Frederick Joutz |
| Autore | Abdih Y (Yasser) |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (50 p.) |
| Disciplina | 336.150973 |
| Altri autori (Persone) | JoutzFrederick |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Public investments - United States - Econometric models
Human capital - United States - Econometric models Knowledge management - United States - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-1240-3
1-4527-7934-1 1-282-84169-6 1-4518-7076-0 9786612841699 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction and Contribution; II. Literature Review; III. The Model; IV. Data; A. Output, Private Capital, and Public Capital; B. Skill-Adjusted Labor; C. The Knowledge Stock; V. Initial Data Analysis and Reduction of the System; A. Initial Plots and Integration Tests; B. VAR Model Specification and Estimation; C. Lag length selection of the VAR; D. Residual Diagnostics from the VAR Model; E. Recursive Analysis for Model Constancy and Stability; VI. Cointegration Analysis; A. Testing for Cointegration
B. Cointegration, Weak Exogeneity, and Testing Restrictions on the Production Function C. The Final Long run Aggregate Production Function; VII. Growth Accounting for the Postwar U.S. Economy; VIII. Concluding Remarks; References; Tables; 1. The Information Set:Data Series from 1948 to 2004; 2.A. ADF Tests for Variables in Levels, Constant and Trend Included; 2.B. ADF Tests for Variables in Levels, Constant Included; 3.A. ADF Tests for Variables in First Differences, Constant and Trend Included; 3.B. ADF Tests for Variables in First Differences, Constant Included 4.A. Lag Length Analysis: Seclected Statistics 4.B. Lag Length Analysis: F-Tests for Model Reduction; 5. Individual Equation and Vector Misspecification Tests for the VAR Model of the Production Function; 6. Cointegration Analysis with Johansen's Test; 7. Hypotheses Tests on the Cointegrating Relation; 8. Growth Accounting for the Postwar U.S. Economy; Figures; 1. The Variables in Natural Logarithms; 2. Recursive System Diagnostics for VAR(3) Model; 3. Recursive Likelihood Ratio Test Statistic for Final Restrictions on the Cointegrating Space 4. Output Deviations from the Long Run Aggregate Production Function with Final Restrictions on the Cointegrating Space Imposed |
| Record Nr. | UNINA-9910463633303321 |
Abdih Y (Yasser)
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output / / Frederick Joutz, Yasser Abdih
| The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output / / Frederick Joutz, Yasser Abdih |
| Autore | Joutz Frederick |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (50 p.) |
| Disciplina | 336.150973 |
| Altri autori (Persone) | AbdihYasser |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Public investments - United States - Econometric models
Human capital - United States - Econometric models Knowledge management - United States - Econometric models Econometrics Investments: Stocks Labor Macroeconomics Production and Operations Management Labor Economics: General Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Human Capital Skills Occupational Choice Labor Productivity Macroeconomics: Production Labour income economics Investment & securities Econometrics & economic statistics Stocks Vector autoregression Human capital Productivity Labor economics Industrial productivity |
| ISBN |
1-4623-1240-3
1-4527-7934-1 1-282-84169-6 1-4518-7076-0 9786612841699 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction and Contribution; II. Literature Review; III. The Model; IV. Data; A. Output, Private Capital, and Public Capital; B. Skill-Adjusted Labor; C. The Knowledge Stock; V. Initial Data Analysis and Reduction of the System; A. Initial Plots and Integration Tests; B. VAR Model Specification and Estimation; C. Lag length selection of the VAR; D. Residual Diagnostics from the VAR Model; E. Recursive Analysis for Model Constancy and Stability; VI. Cointegration Analysis; A. Testing for Cointegration
B. Cointegration, Weak Exogeneity, and Testing Restrictions on the Production Function C. The Final Long run Aggregate Production Function; VII. Growth Accounting for the Postwar U.S. Economy; VIII. Concluding Remarks; References; Tables; 1. The Information Set:Data Series from 1948 to 2004; 2.A. ADF Tests for Variables in Levels, Constant and Trend Included; 2.B. ADF Tests for Variables in Levels, Constant Included; 3.A. ADF Tests for Variables in First Differences, Constant and Trend Included; 3.B. ADF Tests for Variables in First Differences, Constant Included 4.A. Lag Length Analysis: Seclected Statistics 4.B. Lag Length Analysis: F-Tests for Model Reduction; 5. Individual Equation and Vector Misspecification Tests for the VAR Model of the Production Function; 6. Cointegration Analysis with Johansen's Test; 7. Hypotheses Tests on the Cointegrating Relation; 8. Growth Accounting for the Postwar U.S. Economy; Figures; 1. The Variables in Natural Logarithms; 2. Recursive System Diagnostics for VAR(3) Model; 3. Recursive Likelihood Ratio Test Statistic for Final Restrictions on the Cointegrating Space 4. Output Deviations from the Long Run Aggregate Production Function with Final Restrictions on the Cointegrating Space Imposed |
| Record Nr. | UNINA-9910788345003321 |
Joutz Frederick
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output / / Frederick Joutz, Yasser Abdih
| The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output / / Frederick Joutz, Yasser Abdih |
| Autore | Joutz Frederick |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (50 p.) |
| Disciplina | 336.150973 |
| Altri autori (Persone) | AbdihYasser |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Public investments - United States - Econometric models
Human capital - United States - Econometric models Knowledge management - United States - Econometric models Diffusion Processes Dynamic Quantile Regressions Dynamic Treatment Effect Models Econometrics & economic statistics Econometrics Financial Instruments Human Capital Human capital Income economics Industrial productivity Institutional Investors Investment & securities Investments: Stocks Labor economics Labor Economics: General Labor Productivity Labor Labour Macroeconomics Macroeconomics: Production Non-bank Financial Institutions Occupational Choice Pension Funds Production and Operations Management Productivity Skills Stocks Time-Series Models Vector autoregression |
| ISBN |
9786612841699
9781462312405 1462312403 9781452779348 1452779341 9781282841697 1282841696 9781451870763 1451870760 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction and Contribution; II. Literature Review; III. The Model; IV. Data; A. Output, Private Capital, and Public Capital; B. Skill-Adjusted Labor; C. The Knowledge Stock; V. Initial Data Analysis and Reduction of the System; A. Initial Plots and Integration Tests; B. VAR Model Specification and Estimation; C. Lag length selection of the VAR; D. Residual Diagnostics from the VAR Model; E. Recursive Analysis for Model Constancy and Stability; VI. Cointegration Analysis; A. Testing for Cointegration
B. Cointegration, Weak Exogeneity, and Testing Restrictions on the Production Function C. The Final Long run Aggregate Production Function; VII. Growth Accounting for the Postwar U.S. Economy; VIII. Concluding Remarks; References; Tables; 1. The Information Set:Data Series from 1948 to 2004; 2.A. ADF Tests for Variables in Levels, Constant and Trend Included; 2.B. ADF Tests for Variables in Levels, Constant Included; 3.A. ADF Tests for Variables in First Differences, Constant and Trend Included; 3.B. ADF Tests for Variables in First Differences, Constant Included 4.A. Lag Length Analysis: Seclected Statistics 4.B. Lag Length Analysis: F-Tests for Model Reduction; 5. Individual Equation and Vector Misspecification Tests for the VAR Model of the Production Function; 6. Cointegration Analysis with Johansen's Test; 7. Hypotheses Tests on the Cointegrating Relation; 8. Growth Accounting for the Postwar U.S. Economy; Figures; 1. The Variables in Natural Logarithms; 2. Recursive System Diagnostics for VAR(3) Model; 3. Recursive Likelihood Ratio Test Statistic for Final Restrictions on the Cointegrating Space 4. Output Deviations from the Long Run Aggregate Production Function with Final Restrictions on the Cointegrating Space Imposed |
| Record Nr. | UNINA-9910970752703321 |
Joutz Frederick
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||