Granger causality test on R&D spatial spillovers and productivity growth

Wen Cheng Lu; Jong Rong Chen; Chia Ling Wang

doi:10.1080/13504850500425360

Granger causality test on R&D spatial spillovers and productivity growth

Wen Cheng Lu, Jong Rong Chen, Chia Ling Wang

Graduate Institute of Human Resource Management

Research output: Contribution to journal › Article › peer-review

11 Scopus citations

Abstract

This paper uses panel data of Taiwanese electronics firms to investigate the Granger causality relationship between R&D and productivity growth, while taking into account the effect of R&D spatial spillovers. Unlike previous studies, the R&D spatial spillover effect is calculated by a geographic formula of longitude and latitude. Before determining the direction of causality between the TFP growth and R&D effort, we execute the panel unit root test to examine the stationarity of the data. Results indicate that all variables in the model are stationary, and that R&D stock and R&D spatial spillovers Granger cause productivity growth.

Original language	English
Pages (from-to)	857-861
Number of pages	5
Journal	Applied Economics Letters
Volume	13
Issue number	13
DOIs	https://doi.org/10.1080/13504850500425360
State	Published - 20 Oct 2006

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title = "Granger causality test on R&D spatial spillovers and productivity growth",

abstract = "This paper uses panel data of Taiwanese electronics firms to investigate the Granger causality relationship between R&D and productivity growth, while taking into account the effect of R&D spatial spillovers. Unlike previous studies, the R&D spatial spillover effect is calculated by a geographic formula of longitude and latitude. Before determining the direction of causality between the TFP growth and R&D effort, we execute the panel unit root test to examine the stationarity of the data. Results indicate that all variables in the model are stationary, and that R&D stock and R&D spatial spillovers Granger cause productivity growth.",

author = "Lu, {Wen Cheng} and Chen, {Jong Rong} and Wang, {Chia Ling}",

note = "Funding Information: Financial support by the Ministry of Education programme for promoting academic excellence of universities under the grant number 91-H-FA07-1-4-A3 is gratefully acknowledged.",

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AU - Chen, Jong Rong

AU - Wang, Chia Ling

N1 - Funding Information: Financial support by the Ministry of Education programme for promoting academic excellence of universities under the grant number 91-H-FA07-1-4-A3 is gratefully acknowledged.

PY - 2006/10/20

Y1 - 2006/10/20

N2 - This paper uses panel data of Taiwanese electronics firms to investigate the Granger causality relationship between R&D and productivity growth, while taking into account the effect of R&D spatial spillovers. Unlike previous studies, the R&D spatial spillover effect is calculated by a geographic formula of longitude and latitude. Before determining the direction of causality between the TFP growth and R&D effort, we execute the panel unit root test to examine the stationarity of the data. Results indicate that all variables in the model are stationary, and that R&D stock and R&D spatial spillovers Granger cause productivity growth.

AB - This paper uses panel data of Taiwanese electronics firms to investigate the Granger causality relationship between R&D and productivity growth, while taking into account the effect of R&D spatial spillovers. Unlike previous studies, the R&D spatial spillover effect is calculated by a geographic formula of longitude and latitude. Before determining the direction of causality between the TFP growth and R&D effort, we execute the panel unit root test to examine the stationarity of the data. Results indicate that all variables in the model are stationary, and that R&D stock and R&D spatial spillovers Granger cause productivity growth.

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Granger causality test on R&D spatial spillovers and productivity growth

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