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Stock Markets, Banks and Economic Growth in a Context of Common Shocks and Cross-Country Dependencies (Suplement)

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  • Diego Ivan Ruge Leiva
  • Giuseppe Caivano

Abstract

This is an supplement to the paper by Ruge-Leiva and Caivano (2017) “Stock Markets, Banks and Economic Growth in a Context of Common Shocks and Cross-Country Dependencies”, which provides additional findings and figures, unit root test results, cross-section dependence test results, tables of data collection and additional descriptive statistics.

Suggested Citation

  • Diego Ivan Ruge Leiva & Giuseppe Caivano, 2017. "Stock Markets, Banks and Economic Growth in a Context of Common Shocks and Cross-Country Dependencies (Suplement)," Working Papers 04/17, Instituto Universitario de Análisis Económico y Social.
    • Handle: RePEc:uae:wpaper:0417
    as

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    File URL: http://www3.uah.es/iaes/publicaciones/DT_04_17.pdf
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    References listed on IDEAS

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    5. Pesaran, M. Hashem & Smith, Ron, 1995. "Estimating long-run relationships from dynamic heterogeneous panels," Journal of Econometrics, Elsevier, vol. 68(1), pages 79-113, July.
    6. Jean Arcand & Enrico Berkes & Ugo Panizza, 2015. "Too much finance?," Journal of Economic Growth, Springer, vol. 20(2), pages 105-148, June.
    7. M. Hashem Pesaran, 2021. "General diagnostic tests for cross-sectional dependence in panels," Empirical Economics, Springer, vol. 60(1), pages 13-50, January.
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    10. M. Hashem Pesaran, 2015. "Testing Weak Cross-Sectional Dependence in Large Panels," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1089-1117, December.
    11. S M Ali Abbas & Nazim Belhocine & Asmaa El-Ganainy & Mark Horton, 2011. "Historical Patterns and Dynamics of Public Debt—Evidence From a New Database," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(4), pages 717-742, November.
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    Keywords

    Economic Growth; Stock Market Development; Banking Development; Cross-Section Dependence; Multifactor Error Structure.;
    All these keywords.

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