Long-Run Growth Forecasting

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This book explores how to set up an empirical model that helps with forecasting long-term economic growth in a large number of countries. It offers a systematic approach to models of potential GDP that can also be used for forecasts of more than a decade. It is an attempt to fill the wide gap between the high demand for such models by commercial banks, international organizations, central banks and governments on the one hand and the limited supply on the other hand. Frequent forecast failures in the past (e.g. Japan 1990, Asia 1997) and the heavy economic losses they produced motivated the work. The book assesses the large number of different theories of economic growth, the drivers of economic growth, the available datasets and the empirical methods on offer. A preference is shown for evolutionary models and an augmented Kaldor model. The book uses non-stationary panel techniques to find pair-wise cointegration among GDP per capita and its main correlates such as physical capital, human capital and openness. GDP forecasts for the years 2006 to 2020 for 40 countries are derived in a transparent way.

The author works for a commercial bank and has been the lead researcher in the bank's project called "Global Growth Centres 2020".

Author(s): Stefan Bergheim (auth.)
Edition: 1
Publisher: Springer-Verlag Berlin Heidelberg
Year: 2008

Language: English
Pages: 189
Tags: Macroeconomics/Monetary Economics; Economic Growth; Development Economics

Front Matter....Pages i-xiv
The importance of long-run growth analysis....Pages 1-8
Assessment of growth theories....Pages 9-33
The dependent variable: GDP growth....Pages 36-41
Labor input....Pages 43-50
Physical capital....Pages 51-65
Human capital....Pages 67-79
Openness....Pages 81-94
Spatial linkages....Pages 95-102
Other determinants of GDP....Pages 103-104
The theory of forecasting....Pages 105-111
The evolution of growth empirics....Pages 113-135
Estimation results....Pages 137-150
Forecast competitions and 2006-2020 forecasts....Pages 151-161
Conclusion and outlook....Pages 163-164
Back Matter....Pages 165-180