We Just Averaged over Two Trillion Cross-Country Growth Regressions /

We investigate the issue of model uncertainty in cross-country growth regressions using Bayesian model averaging (BMA). We find that the posterior probability is distributed among many models, suggesting the superiority of BMA over any single model. Out-of-sample predictive results support that clai...

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Bibliographische Detailangaben
1. Verfasser: Steel, Mark
Weitere Verfasser: Ley, Eduardo
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 1999.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 1999/101
Online Zugang:Full text available on IMF
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100 1 |a Steel, Mark. 
245 1 0 |a We Just Averaged over Two Trillion Cross-Country Growth Regressions /  |c Mark Steel, Eduardo Ley. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 1999. 
300 |a 1 online resource (20 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a We investigate the issue of model uncertainty in cross-country growth regressions using Bayesian model averaging (BMA). We find that the posterior probability is distributed among many models, suggesting the superiority of BMA over any single model. Out-of-sample predictive results support that claim. In contrast with Levine and Renelt (1992), our results broadly support the more 'optimistic' conclusion of Sala-i-Martin (1997b), namely, that some variables are important regressors for explaining cross-country growth patterns. However, the variables we identify as most useful for growth regression differ substantially from Sala-i-Martin's results. 
538 |a Mode of access: Internet 
700 1 |a Ley, Eduardo. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 1999/101 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/1999/101/001.1999.issue-101-en.xml  |z IMF e-Library