Temporal Causality between Human Capital and Real Income in Cointegrated VAR Processes: Empirical Evidence from China, 1960-1999_

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題名：	Temporal Causality between Human Capital and Real Income in Cointegrated VAR Processes: Empirical Evidence from China, 1960-1999
書刊名：	International Journal of Business and Economics
作者：	Narayan, Paresh Kumar／Smyth, Russell
出版日期：	2004
卷期：	3:1
頁次：	頁1-11
主題關鍵詞：	China；Human capital；Income；Cointegration；Granger causality
原始連結：	連回原系統網址
相關次數：	被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0) 排除自我引用:0 共同引用:0 點閱:14

This article examines the causal relationship between human capital and real income using data for China from 1960 to 1999. In the long run there is unidirectional Granger causality running from human capital to real income, while in the short run there is unidirectional Granger causality running from real income to human capital.

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期刊論文
1.	Wang, Y.、Yao, Y.(2003)。Sources of China's Economic Growth 1952-1999: Incorporating Human Capital Accumulation。China Economic Review，14，32-52。
2.	In, F.、Doucouliagos, C.(1997)。Human Capital Formation and US Economic Growth: A Causality Analysis。Applied Economics Letters，4，329-331。
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6.	Asteriou, D.、Agiomirgianakis, G. M.(2001)。Human Capital and Economic Growth: Time Series Evidence from Greece。Journal of Policy Modeling，23，481-489。
7.	Pesaran, M. H.、Shin, Y.、Smith, R. J.(2000)。Structural analysis of vector error correction models with exogenous I(1) variables。Journal of Econometrics，97，293-343。
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11.	Hall, Alastair R.(1994)。Testing for a Unit Root in Time Series with Pretest Data-based Model Selection。Journal of Business and Economic Statistics，12(4)，461-470。
12.	Gregory, A. W.、Hansen, B. E.(1996)。Residual-based tests for cointegration in models with regime shifts。Journal of Econometrics，70(1)，99-126。
13.	Osterwald-Lenum, M.(1992)。A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics。Oxford Bulletin of Economics and Statistics，54(3)，461-471。
14.	Phillips, P. C. B.(1987)。Time series regression with a unit root。Econometrica: Journal of the Econometric Society，55(2)，277-301。
15.	Barro, Robert J.(1991)。Economic Growth in a Cross-Section of Countries。Quarterly Journal of Economics，106(2)，407-443。
16.	Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society，37(3)，424-438。
17.	Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control，12(2/3)，231-254。
18.	Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics，52(2)，169-210。
19.	Benhabib, Jess、Spiegel, Mark M.(1994)。The role of human capital in economic development: evidence from aggregate cross-country data。Journal of Monetary Economics，34(2)，143-173。
20.	Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica，55(2)，251-276。
21.	Perron, Pierre(1989)。The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis。Econometrica: Journal of the Econometric Society，57(6)，1361-1401。
22.	Zivot, Eric、Andrews, Donald W. K.(1992)。Further Evidence on the Great Crash, the Oil-price Shock, and the Unit-root Hypothesis。Journal of Business and Economic Statistics，10(3)，251-270。

圖書
1.	Hsueh, T. T.、Li, Q.(1999)。China's National Income。Boulder：Westview Press。
2.	Dahlman, C. J.、Aubert, J. E.(2001)。China and the Knowledge Economy: Seizing the 21st Century WBI Development Studies。Washington DC：World Bank。
3.	World Bank(2001)。World Development Indicators, 2001。Washington, DC：World Bank。
4.	Pesaran, M. H.、Pesaran, B.(1997)。Working with MICROFIT 4.0: Interactive Econometric Analysis。Oxford：Oxford University Press。

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