Reassessing the classical investment function. A panel data analysis from NAFTA-USMCA

This study applies the second generation of panel cointegration techniques in conjunction with those estimators that control cross-sectional dependence to test the plausibility of the classical approach to capital accumulation in Canada, Mexico, and the United States from 1960 to 2019 empirically. T...

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Bibliographic Details
Author: Boundi Chraki, Fahd
Format: article
Publication Date:2022
Country:España
Institution:Universidad de Huelva (UHU)
Repository:Arias Montano. Repositorio Institucional de la Universidad de Huelva
Language:English
OAI Identifier:oai:ariasmontano.uhu.es:10272/21048
Online Access:http://hdl.handle.net/10272/21048
Access Level:Open access
Keyword:Investment
Cross-sectional dependence
Causality
NAFTA
USMCA
Inversión
Dependencia de secciones cruzadas
Causalidad
TLCAN
TMEC
Description
Summary:This study applies the second generation of panel cointegration techniques in conjunction with those estimators that control cross-sectional dependence to test the plausibility of the classical approach to capital accumulation in Canada, Mexico, and the United States from 1960 to 2019 empirically. The findings suggest that private investment is positively related to the profit rate, unit labour costs, and growth in demand both in the short and long-run, while the causality analysis indicates potential feedback loops between the variables