A simultaneous equations model of finance and growth: FIML estimates for India

C-Tier
Journal: Applied Economics
Year: 2011
Volume: 43
Issue: 25
Pages: 3699-3708

Authors (2)

B. Bhaskara Rao Artur Tamazian (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

In the relationship between economic growth and financial development, it is generally conceded that both variables are likely to be interdependent. However, no attempt has been made so far to estimate a simultaneous equations model to test whether finance causes growth or vice versa. This article uses the Full Information Maximum Likelihood (FIML) method to estimate a two equations model of growth and finance for India to determine the strength of this interdependence. Our results show that Financial Developments (FD) have a small but significant permanent growth effect. However, there is no evidence to support the view that 'where enterprise leads, finance follows'.

Technical Details

RePEc Handle
repec:taf:applec:v:43:y:2011:i:25:p:3699-3708
Journal Field
General
Author Count
2
Added to Database
2026-01-29