ISSN: 0186-1042 ISSN-e: 2448-8410
Impact of the stock market capitalization and the banking spread in growth and development in Latin American: A panel data estimation with System GMM
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Keywords

Economic growth
economic development
financial sector
panel data

How to Cite

Aali Bujari, A., Venegas Martínez, F., & Pérez Lechuga, G. (2017). Impact of the stock market capitalization and the banking spread in growth and development in Latin American: A panel data estimation with System GMM. Accounting & Management, 62(5), 1427–1441. https://doi.org/10.1016/j.cya.2017.09.005

Abstract

This research is aimed at assessing the impact of the stock market capitalization and the banking spread in per capita economic growth (as a proxy of economic development) in the major Latin American economies during period 1994–2012. To do this, a panel data model is estimated with both system and difference Generalized Method of Moments. The main empirical findings are that economic growth in the countries under study is positively impacted by the stock market capitalization and negatively by the banking spread. Typical problems of multicollinearity and autocorrelation appearing in panel data analysis are corrected under the proposed methodology.
https://doi.org/10.1016/j.cya.2017.09.005
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