Revisiting the Great Ratios Hypothesis

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 2023
Volume: 85
Issue: 5
Pages: 1023-1047

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

Kaldor called the constancy of certain ratios stylized facts, Klein and Kosobud called them great ratios. While they often appear in theoretical models, the empirical literature finds little evidence for them, perhaps because the procedures used cannot deal with lack of co‐integration, two‐way causality, and cross‐country error dependence. We propose a new system pooled mean group estimator that can deal with these features. Monte Carlo results show it performs well compared with other estimators, and using it on a dataset over 150 years and 17 countries, we find support for five of the seven ratios considered.

Technical Details

RePEc Handle
repec:bla:obuest:v:85:y:2023:i:5:p:1023-1047
Journal Field
General
Author Count
3
Added to Database
2026-01-25