The Causality between R&D and Productivity in Manufacturing: An international disaggregate panel data study
The Causality between R&D and Productivity in Manufacturing: An international disaggregate panel data study
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R 之间的因果关系
DOI：
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发表时间：
2003
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通讯作者：
D. Frantzen
中科院分区：
文献类型：
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作者：
D. Frantzen
本文利用经济合作与发展组织（OECD） 14个国家的22个制造业部门1972- 1994年的面板数据，分析了生产率与国内外R&D之间的因果关系。单位根分析表明，全要素生产率对数与国内外R&D对数之间存在协整关系。对相应的动态VAR和纠错增强VAR模型进行因果检验，对总面板和22个子面板进行逐个行业的估计。他们的研究结果表明，尽管存在反馈，但在平均水平和绝大多数行业中，因果关系主要是从研发变量到TFP，而不是相反。而且，这种因果关系首先被证明是长期存在的。综上所述，这些结果表明，TFP与R&D之间的协整关系本质上是一种供给型的解释，而不是需求拉动型的解释。
This study analyses the causality between productivity and domestic and foreign R&D on the basis of panel data with respect to 22 manufacturing sectors in 14 OECD countries during the period 1972-94. A unit root analysis shows that the relation between the log of total factor productivity (TFP) and the logs of domestic and foreign R&D is cointegrated. Causality tests are performed on corresponding dynamic VAR and error correction augmented VAR models, estimated both on the total panel and on 22 sub-panels, sector by sector. Their results show that, although there are feedbacks, both on average and in a clear majority of sectors the causation runs mainly from the R&D variables to TFP rather than the other way round. This causation is, moreover, shown to be, in the first place, long-run in nature. It is concluded that, when considered in conjunction, these results suggest an essentially supply-type rather than demand-pull kind of interpretation of the cointegrating relation between TFP and R&D.