Data for: MvsK: an empirical assessment

Published: 26 May 2020| Version 2 | DOI: 10.17632/s4729vxjvh.2
Contributor:
Fahd Boundi Chraki

Description

On the basis of the novel concept called by Carchedi and Roberts (2012, 2013, 2017, 2018) the Marxian multiplier, this research aims to contrast the classical Marxian hypotheses that investment is driven by profit, and economic growth is leading by profitability. Using panel cointegration techniques and a Granger non-causality approach, these hypotheses are tested for 27 countries in the period from 1970 to 2014. Econometrical findings show that causality is running from profit to investment, both in the short and long run. Furthermore, cointegration vectors demonstrate that the relationship between real gross national product and government net spending is not statistically significant. Conversely, both the autoregressive distributed lag model and cointegration vectors suggest that there exists a positive relationship between gross national product and profit rate. The Granger non-causality test reveals unidirectional causation in the short term, which runs from the rate of profit to gross national product, whereas in the long term, bidirectional causation between these variables is reported.

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Institutions

Universidad Nacional Autonoma de Mexico

Categories

International Political Economy, Cointegration, Granger Cointegration Technique, Unit Root Process

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