Arestis, P., P.O. Demetriades and K.B. Luintel, 2001, Financial Development and Economic Growth: The Role of Stock Markets, Journal of Money Credit and Banking 33, 16-41.
Atje, R. and B. Jovanovic, 1993, Stock Markets and Development, European Economic Review 37, 632-640.
Bell C. and P. L. Rousseau, 2001, Post-Independence in India: A Case of Finance Lend Industrialization?, Journal of Development Economics 65, 153-175.
Bhide, A., 1993, The Hidden Costs of Stock Market Liquidity, Journal of Financial Economics 34, 3 1-51.
- Central Banking, 1995/6, Special Feature: The Bank of Greece, Central Banking 6, 55-85.
Paper not yet in RePEc: Add citation now
Cheung, Y.W. and K.S. Lai, 1993, Finite-Sample Sizes of Johansen's Likelihood Ratio Tests for Cointegration, Oxford Bulletin of Economics and Statistics 55, pp. 313-28.
Christopoulos, D.K., Lobs, S.E.G. and E.G. Tsionas, 2002, Efficiency of the Greek Banking System in View of the EMU: A Heteroskedastic Stochastic Frontier Approach, Journal of Policy Modeling 24, 8 13-29.
Demetriades P.O. and K. Hussein, 1996, Does Financial Development Cause Economic Growth?, Journal of Development Economics 51, 387-411.
Demirguc-Kunt, A. and R. Levine, 1996a, Stock Markets, Corporate Finance and Economic Growth: An Overview, The World Bank Economic Review 10, 223239.
Demirguc-Kunt, A. and R. Levine, 1996b, Stock Market Development and Financial Intermediaries: Stylized Facts, The World Bank Economic Review 10, 29 1-321.
Diamond, D.W. 1996, Financial Intermediation as Delegated Monitoring: A Simple Example, Federal Reserve Bank of Richmond Economic Quarterly 82, 5 1-66.
Diamond, D.W. and Ph.H. Dybvig, 1983, Bank Runs, Deposit Insurance and Liquidity, Journal of Political Economy 93, 40 1-19.
- Dickey, D.A. and W.A. Fuller, 1979, Distributions of the Estimators for Autoregressive Time Series with a Unit Root, Journal of the American Statistical Association 74, 427-3 1.
Paper not yet in RePEc: Add citation now
Dickey, D.A. and W.A. Fuller, 1981, The Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root, Econometrica 49, 1057-72.
- Doornik, J.A. and D.F. Hendry, 1997, Modeling Dynamic Systems Using PcFiml 9.9 for Windows (International Thomson Business Press, London).
Paper not yet in RePEc: Add citation now
- Engle, R.F. and C.W.J. Granger, 1987, Cointegration and Error-Correction: Representation, Estimation and Testing, Econometrica 55, 25 1-76.
Paper not yet in RePEc: Add citation now
- Goldsmith, R.W., 1969, Financial Structure and Development (Yale University Press, New Haven CT).
Paper not yet in RePEc: Add citation now
- Granger, C.W.J., 1986, Developments in the Study of Cointegrated Economics Variables, Oxford Bulletin of Economics and Statistics 48, 2 13-28.
Paper not yet in RePEc: Add citation now
Granger, C.W.J., 1988, Developments in a Concept of Causality, Journal of Econometrics 39, 199-211.
Greenwood, J. and B. Jovanovic, 1990, Financial Development, Growth and the Distribution of Income, Journal of Political Economy 98, 1076-1107.
Harris, R.D.F., 1997, Stock Markets and Development: A Re-assessment, European Economic Review 41, 139-146.
Hondroyiannis, G. and E. Papapetrou, 2000, Do Demographic Changes Affect Fiscal Developments?, Public Finance Review 28, 468-88.
- Hondroyiannis, G. and E. Papapetrou, 2001, Stock Market Performance and Macroeconomic Experience in Greece, Greek Economic Review 21, 65-84.
Paper not yet in RePEc: Add citation now
Hondroyiannis, G., Lobs, S.E. and E. Papapetrou, 1999, Assessing Competitive Conditions in the Greek Banking System, Journal of International Financial Markets Institutions and Money 9, 377-91.
- Johansen, 5., 1988, Statistical and hypothesis Testing of Cointegration Vectors, Journal of Economic Dynamics and Control 12, 23 1-54.
Paper not yet in RePEc: Add citation now
Johansen, S. and K. Juselius, 1990, Maximum Likelihood Estimation and Inference on Cointegration - with Applications to the Demand for Money, Oxford Bulletin of Economics and Statistics 52, 169-2 10.
Johansen, S. and K. Juselius, 1992, Testing Structural Hypotheses in a Multivariate Cointegration Analysis at the Purchasing Power Parity and the Uncovered Interest Parity for the UK, Journal of Econometrics 53, 211-44.
- Johnston, J. and J. Dinardo. (1997). Econometric Methods, McGraw Hill, fourth edition, New York.
Paper not yet in RePEc: Add citation now
- King, R.G and R. Levine, 1993a, Finance and Growth: Schumpeter Might be Right, Quarterly Journal of Economics 108, 7 17-38.
Paper not yet in RePEc: Add citation now
- King, R.G and R. Levine, 1993b, Finance, Entrepeneurship and Growth: Theory and Evidence, Journal of Monetary Economics 32, 5 13-42.
Paper not yet in RePEc: Add citation now
Kwiatkowski, D., P. C. B. Phillips, P. Schmidt, and Y. Shin, 1992, Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root, Journal of Econometrics 54, 159-78.
Levine, R. and S. Zervos, 1996, Stock Market Development and Long-Run Growth, The World Bank Economic Review 10, 323-339.
Levine, R., 1991, Stock Markets, Growth, and Tax Policy, Journal of Finance 46, 1445-1465.
Levine, R., 1997, Financial Development and Economic Growth: Views and Agenda, Journal of Economic Literature 35, 688-726.
Levine, R., L. Norman and B. Thorsten, 2000, Financial Intermediation and Growth: Causality and Causes, Journal of Monetary Economics 46, 3 1-77.
Luinterl K.B and M. Khan, 1999, A Quantitative reassessment of the Finance-Growth Nexus: Evidence from a Multivariate VAR, Journal of Development Economics 60, 38 1-405.
- Maddala, G. 5., 2001, Introduction to Econometrics, Third Edition, (Wiley, New York).
Paper not yet in RePEc: Add citation now
Masih, A.M.M. and R. Masih, 1996, Empirical Tests to Discern Causal Chain in Macroeconomic Activity: New Evidence from Thailand and Malaysia Based on a Multivariate Cointegration/Vector Enor-Conection, Journal of Policy Modeling 18, 53 1-560.
- McKinnon, R.I., 1973, Money and Capital in Economic Development, (Brookings Institution, Washington, DC).
Paper not yet in RePEc: Add citation now
Mosconi R. and C. Giannini, 1992, Non-Causality in Cointegrated Systems: Representation Estimation and Testing, Oxford Bulletin of Economic and Statistics 54, 399-417.
Obstfeld, M., 1994, Risk-Taking Global Diversification and Growth, American Economic Review 84, 10-29.
Pagano, M., 1993, Financial Markets and Growth: An Overview, European Economic Review 37, 6 13-622.
Perron, P., 1988, Trends and Random Walks in Macroeconomic Time: Series Further Evidence from a New Approach, Journal of Economic Dynamics and Control 12, 297-32.
Pesaran M.H. and Y. Shin, 1996, Cointegration and Speed of Convergence to Equilibrium, Journal of Econometrics 71, 117-143.
Pesaran, M. H. and Yongcheol S. and Richard J. 5., 2000, Structural Analysis of Vector Error Correction Models with Exogenous 1(1) Variables, Journal of Econometrics 97, 293-343.
Phillips, P.C.B., 1987, Time Series Regression with a Unit Root, Econometrica 55, 277-346.
- Phillips, P.C.B., and P. Perron, 1988, Testing for a Unit Root in Time Series Regression, Biometrica 75, 335-46.
Paper not yet in RePEc: Add citation now
- Reimers, H.E., 1992, Comparisons of Tests for Multivariate Cointegration, Statistical Papers 33, 335-359.
Paper not yet in RePEc: Add citation now
Romer, P.M., 1986, Increasing Returns and Long Run Growth, Journal of Political Economy 94, 1002-37.
Rousseau, P.L., and P. Wachtel, 1998, Financial Intermediation and Economic Performance: Historical Evidence from Five Industrialized Countries, Journal of Money Credit and Banking 30, 657-678.
Rousseau, P.L., and P. Wachtel, 2000, Equity Markets and Growth: Cross-Country Evidence on Timing and Outcomes, 1980-1995, Journal of Banking and Finance 24, 1933-1957.
Saint-Paul, G., 1992, Technological Choice, Financial Markets and Economic Development, European Economic Review 36, 763-81.
- Shaw, E. 5., 1973, Financial Deeping in Economic Development, (Oxford University Press, New York).
Paper not yet in RePEc: Add citation now
Shleifer, A. and R.W. Vishny, 1986, Large Shareholders and Corporate Control, Journal of Political Economy 94, 46 1-88.
Singh, A., 1997, Financial Liberalization, Stock Markets, and Economic Development, The Economic Journal 107, 77 1-782.
Zivot, E. and D. W. K. Andrews, 1992, Further Evidence on the Great Crash, the OilPrice Shock, and the Unit-Root Hypothesis, Journal of Business and Economic Statistics 10, 25 1-270.