A Bayesian Analysis of Total Factor Productivity Persistence

被引：0

作者：

Mishra, Tapas ^{[1
]}

Diebolt, Claude ^{[3
]}

Parhi, Mamata ^{[1
,2
]}

Mohanty, Asit Ranjan ^{[4
]}

机构：

[1] Univ Wales Coll Cardiff, Dept Econ & Econometr, Cardiff CF1 3NS, S Glam, Wales

[2] Univ Wales Coll Cardiff, WISERD, Cardiff CF1 3NS, S Glam, Wales

[3] Univ Strasbourg, CNRS, BETA, Strasbourg, France

[4] Xaviers Inst Management, Bhubaneswar, Orissa, India

来源：

HISTORICAL SOCIAL RESEARCH-HISTORISCHE SOZIALFORSCHUNG | 2010年 / 35卷 / 01期

关键词：

Total factor productivity; Persistence; Bayesian unit root; Innovation; Business cycle fluctuations; ECONOMIC-GROWTH; UNIT-ROOT;

D O I：

暂无

中图分类号：

K [历史、地理];

学科分类号：

06 ;

摘要：

"Eine Bayesianische Analyse der Persistenz der Totalen Faktorproduktivitat". This paper studies persistence properties of total factor productivity (TFP) from Bayesian perspective. Emphasizing that classical unit root test for TFP cannot determine the probability whether a stochastic shock to the series is permanent, we design a Bayesian unit root test for TFP. Examination for a set of African economies' TFP data show that the probability of having a unit root is very high for majority of countries. The evidence of high-persistence has implications for perpetual growth and business cycles.

引用

页码：363 / 372

页数：10

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