EIB Papers Volume 13. n°1/2008 - European Investment Bank
EIB Papers Volume 13. n°1/2008 - European Investment Bank
EIB Papers Volume 13. n°1/2008 - European Investment Bank
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References<br />
80 <strong>Volume</strong>13 N°1 <strong>2008</strong> <strong>EIB</strong> PAPERS<br />
Aschauer, D.A. (1989). “Is public expenditure productive?”. Journal of Monetary Economics, (23:2),<br />
pp. 177-200.<br />
Belloc, M. and Vertova, P. (2006). “Public investment and economic performance in highly<br />
indebted poor countries: An empirical assessment”. International Review of Applied Economics,<br />
(20:2), pp. 151-170.<br />
Breitung, J. (2000). “The local power of some unit root tests for panel data”, in Baltagi, B.<br />
(ed.), Nonstationary Panels, Panel Cointegration, and Dynamic Panels, JAI Press, Amsterdam,<br />
The Netherlands, pp. 161-178.<br />
Choi, I. (2001). “Unit root tests for panel data”. Journal of International Money and Finance, (20:2),<br />
pp. 249-272.<br />
Creel, J. and Poilon, G. (2006). “Is public capital productive in Europe?”. OCFE Working Paper<br />
No. 2006-10.<br />
De Haan, J., Sturm, J.E., and Sikken, B.J. (1996). “Government capital formation: Explaining the<br />
decline”. Review of World Economics, (132:1), pp. 55-74.<br />
Estache, A. and Fay, M. (2007). “Current debates on infrastructure policy”. World <strong>Bank</strong> Policy Research<br />
Working Paper No. 4410.<br />
Gonzalo, J. and Lee, T. (1998). “Pitfalls in testing for long run relationships”. Journal of Econometrics,<br />
(86:1), pp. 129-154.<br />
Hadri, K. (2000). “Testing for stationarity in heterogeneous panel data”. Econometric Journal,<br />
(3:2), pp. 148-161.<br />
Hall, P. (1988). “On symmetric bootstrap confidence intervals”. Journal of the Royal Statistical Society,<br />
(B 50:1), pp. 35-45.<br />
Im, K.S., Pesaran, M.H. and Shin, Y. (2003). “Testing for unit roots in heterogeneous panels”. Journal of<br />
Econometrics, (115:1), pp. 53-74.<br />
Johansen, S. (1988). “Statistical analysis of cointegration vectors”. Journal of Economic Dynamics and<br />
Control, (12:2-3), pp. 231-254.<br />
Johansen, S. (1991). “Estimation and hypothesis testing of cointegration vectors in Gaussian vector<br />
autoregressive models”. Econometrica, (59:6), pp. 1551-1580.<br />
Johansen, S. and Juselius, K. (1990). “Maximum Likelihood estimation and inference on cointegration<br />
– with applications to the demand for money”. Oxford Bulletin of Economics and Statistics,<br />
(52:2), pp. 169-210.<br />
Kamps, C. (2004). “The dynamic effects of public capital: VAR evidence for 22 OECD countries”.<br />
Kiel Working Paper No. 1224, Institute for the World Economy.<br />
Kamps, C. (2006). “New estimates of government net capital stocks for 22 OECD countries 1960–2001”.<br />
IMF Staff <strong>Papers</strong>, (53:1), pp. 120-150.