Stochastic Growth Models and Their Econometric Implications.

A-Tier
Journal: Journal of Economic Growth
Year: 1999
Volume: 4
Issue: 2
Pages: 139-83

Authors (2)

Binder, Michael (not in RePEc) Pesaran, M Hashem (University of Cambridge)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This article considers the consequences of explicitly allowing for stochastic technological progress and stochastic labor input in the discrete-time Solow-Swan and AK growth models. It shows that the capital-output ratio, but not output per capita, is ergodic irrespective of whether there is a unit root in technology, and thus is the more appropriate measure to use in the cross-sectional analysis of the growth process. Furthermore, the article derives the cross-sectional and time-series implications of the stochastic Solow-Swan model and contrasts these to those of its deterministic counterpart. Among these implications are that the mean of the capital-output ratio depends in a precise way not only on the saving rate and the growth rate of labor input, but also on the variance and higher-order cumulants of the capital-output ratio. Using the Summers-Heston data for seventy-two countries from 1960 to 1992, strong support is found for the predictions of the stochastic Solow-Swan model as compared to those of its deterministic counterpart (as well as those of the AK model), including a significant negative cross-sectional relationship between the mean and the variance of the capital-output ratio. Copyright 1999 by Kluwer Academic Publishers

Technical Details

RePEc Handle
repec:kap:jecgro:v:4:y:1999:i:2:p:139-83
Journal Field
Growth
Author Count
2
Added to Database
2026-01-29