期刊名称：Computational Methods in Social Sciences (CMSS)
印刷版ISSN：2344-1232
出版年度：2015
卷号：3
期号：2
页码：28-35
出版社："Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences
摘要：Confronted with the inadequacies of the macro econometric models of Keynesian inspiration, Sims (1980) formulates the famous criticism of Sims and proposes a multivariate modelling, where the only limitations are the choice of the selected variables and the number of integrated delays. An alternative to this formulation is the starting point of this article namely, only statistical data can confirm a theory. As it is well-known, the endogenous growth models usually examine all kinds of dependencies between macroeconomic variables. In this paper, we propose an analytical approach of some of these dependencies via the VAR approach, in order to put in evidence the causal effect and to do a comparative study of three EU countries Germany, France and Romania. The obtained results widely confirm the theoretical hypotheses of the endogenous growth models.
关键词：vector autoregressive model; economic growth; causality test
