Causality between defence spending and economic growth: The case of mainland China: A comment

Journal of Economic Studies

Volumn 28, Issue 3, 2001, Pages 227-230

  Wolde Rufael, Yemane ^a  

^a London Borough of Camden   (United Kingdom)

Author keywords

China; Defence; Economic growth

Indexed keywords

EID: 33748683367     PISSN: 01443585     EISSN: None     Source Type: Journal    
DOI: 10.1108/EUM0000000005471     Document Type: Article

References (18)

1. Chen, C.H. (1993), "Causality between defense spending and economic growth: the case of mainland China", Journal of Economic Studies, Vol. 20 No. 6, pp. 37-43.
2. Cheung, Y-W. and Lai, K.S. (1995), "Lag order and critical values of a modified Dickey-Fuller test", Oxford Bulletin of Economics and Statistics, Vol. 57 No. 3, pp. 411-19.
3. Dickey, D.A. and Fuller, W.A. (1981), "The likelihood ratio statistics for autoregressive time series with a unit root", Econometrica, Vol. 49, pp. 1057-72.
4. Elliot, G., Rothenberg, T.J. and Stock, J.H. (1996), "Efficient tests for an autoregressive unit root", Econometrica, Vol. 64 No. 4, pp. 813-36.
5. Enders, W. (1995), Applied Econometric Time Series, John Wiley & Sons, Inc., New York, NY.
6. Engle, R.F. and Granger, C.W.J. (1987), "Co-integration and error-correction: representation, estimation and testing", Econometrica, Vol. 55, pp. 251-76.
7. Granger, C.W.J. (1988), "Developments in a concept of causality", Journal of Econometrics, Vol. 39, pp. 199-211.
8. Johansen, S. (1988), "Statistical and hypothesis testing of cointegration vectors", Journal of Economic Dynamics and Control, Vol. 12, pp. 231-54.
9. Kurozumi, E. and Yamamoto, T. (2000), "Modified lag augmented vector autoregressions", Econometrics Review, Vol. 19 No. 2, pp. 207-31.
10. Kwiatkowski, D., Phillips, P.C.B., Schmidt, P. and Shin, Y. (1992), "Testing the null hypothesis of stationarity against the alternative of a unit root", Journal of Econometrics, Vol. 54, pp. 159-78.
11. Ng, S. and Perron, P. (1995), "Unit root tests in ARIMA models with data dependent method for the selection of the truncated lag", Journal of the American Statistical Association, Vol. 90 No. 429, pp. 268-81.
12. Pantula, S.G., Gonzalez-Farias, G. and Fuller, W.A. (1994), "A comparison of unit-root test criteria", Journal of Business and Economic Statistics, Vol. 12 No. 4, pp. 449-59.
13. Pesaran, M.H. and Pesaran, B. (1997), Working with Microfit 4.0 Interactive Econometrics Analysis, Oxford University Press, Oxford.
14. Phillips, P.C.B. and Perron, P. (1988), "Test for a unit root in time series regression", Biometrika, Vol. 75, pp. 335-46.
15. Rambaldi, A. (1997), "Multiple time series models and testing for causality and exogeniety: a review", Working Papers in Econometrics and Applied Statistics, Department of Econometrics, University of New England, Australia.
16. Schwert, G.W. (1987), "Effects of model specification on tests for unit roots in macroeconomic data", Journal of Monetary Economics, Vol. 20, pp. 73-103.
17. Toda, H.Y. and Yamamoto, T. (1995), "Statistical inference in vector autoregressions with possibly near integrated process", Journal of Econometrics, Vol. 66, pp. 335-46.
18. Zivot, E. and Andrews, D.W.K. (1992), "Further evidence on the great crash, the oil price shock and the unit root hypothesis", Journal of Business and Economic Statistics, Vol. 10 No. 3, pp. 251-70.