AdolphWagner Bird GDP GNP GDP GNP Gupta Wagner

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1 AdolphWagner Bird GDP GNP GDPGNP Gupta Wagner

2 WagnerandWeber Mann AbizadehandGray Ram AbizadehandYousefi NagarajanandSpears Bairam Henrekson GDPGNP GDPGNP GDPGNP Murthy, Ashworth Hayo Oxley Hondroyiannis and Papapetrou Lin Ahsan, Kwan and Sahni Anwar, Davies and Sampath Bohl Park PayneandEwing Cheltos andkollias Asseery, LawandPerdikis Biswal, DhawanandLee Thornton Islam Chang Chow, Cotsomitisand Kwan Chang, Liu and Caudill Dritsakis and Adamopoulos Iyare and Lorde Narayan, Prasad and Singh Iniguez- Montiel Magazzino Kuckuck Nomura

3 Bohl Payne and Ewing GDP Chang Chang, Liu and Caudill GDP GDP b GDP GDP Payne, EwingandMohammadi GDPGNP Payne, EwingandMohammadi PesaranandShin

4 Pesaran, Shin and Smith AutoregressiveDistributed Lag, ARDL GDP ARDL Engle and Granger Johansen GDP Payne, EwingandMohammadi ARDL b GDP

5 Mann G Y P GDPGNP GDPGNP GDPGNP Peacock-Wiseman Mann Peacock-Wiseman Musgrave Gupta Goffman Peacock-Wiseman Peacock-Wiseman Musgrave Gupta Goffman

6 Gupta Mann Nagarajan and Spears Abizadeh and Yousefi Wagner and Weber Ram Bairam OECD Abizadeh and Gray GDP GNP Henrekson Peacock-Wiseman Peacock-Wiseman Musgrave Gupta

7 GDP GNP Murthy, Lin Ahsan, Kwanand Sahni Ashworth HayoHondroyiannisandPapapetrou Granger GDPGNP GDPGNP Oxley Chow, Cotsomitis and Kwan Park Islam Narayan, Prasad and Singh Iniguez-Montiel SahniandSingh Singhand Sahni Ram GDPGNP Granger

8 Asseery, LawandPerdikis Chletsos and Kollias Dritsakis and Adamopoulos Magazzino Biswal, Dhawan and Lee b Anwar, Davies and Sampath Bohl GPayne and Ewing Chang Chang, Liu and Caudill Iyare and Lorde Thornton

9 Kuckuck a GDPGNP Granger GDPGNP Payne, EwingandMohammadi GDPGNP Payne, Ewing and Mohammadi PesaranandShin Pesaran, ShinandSmith ARDL GDP Dollery and Singh bpeacockandscott Oxley PayneandEwing ChletsosandKollias Asseery,LawandPerdikis Islam Dritsakis and Adamopoulos Iyare and Lorde Narayan, Prasad and Singh

10 ARDL Samudram, Nair and Vaithilingam Mohammadi, Cak and Cak Babatunde Kumar, Webber and Fargher Samudram, Nair and Vaithilingam Mohammadi, Cak and Cak Kumar, Webber and Fargher GDPGNP Babatunde GDP ARDL GDP

11 Peacock-Wiseman Peacock-Wiseman Musgrave Gupta Goffman Peacock-Wiseman PeacockandWiseman Peacock-Wiseman Mann Musgrave Musgrave Gupta Gupta Goffman Goffman GDP Beck GDP SNA SNA SNA SNA Ram, Anwar, DaviesandSampath Hondroyiannis and Papapetrpou PayneandEwing ChletsosandKollias Biswal, Dhawan and Lee

12 SNA SNA SNA SNA SNA SNA GDP GDP Pesaran and Shin Pesaran, Shin and Smith Engle and Granger Johansen Narayan, a Δ GDP

13 , F F F Pesaran, ShinandSmith Pesaran and Pesaran F GDP F F GDP ARDL p, q F T Pesaran, Shin and Smith T Pesaran and Pesaran T Narayan b T T Microfit PesaranandPesaran,

14 L p q Bewley Pesaranand Pesaran, GDP GDP GDP GDP PesaranandShin Pesaran, Shinand Smith Dickey and Fuller, ADF Augmented Dickey-FullerPhillips and Perron PP Phillips-Perron GDP ADF PP GDP

15 A ADF PP B ADF PP ADF AIC AkaikeInformationCriterion PP Bartlettkernel Newey-West ADF PP MacKinnon ADF PP GDP GDP ADF PP

16 A Peacock-Wiseman B Peacock-Wiseman C Musgrave D Gupta E Goffman F F ADF AIC AkaikeInformationCriterion SBC Schwarz Bayesian Criterion ARDL GDP ARDL F GDP AIC SBC HQC Hannan-QuinnCriterion

17 ARDL p, q A Peacock-Wiseman AIC, SBC, HQC ARDL, B Peacock-Wiseman AIC, SBC, HQC ARDL, C Musgrave AIC, SBC, HQC ARDL, D Gupta AIC, SBC, HQC ARDL, E Goffman AIC, SBC, HQC ARDL, AIC AkaikeInformationCriterion SBC SchwarzBayesian Criterion HQC Hannan-QuinnCriterion Peacock-Wiseman GDP Peacock-Wiseman Peacock-Wiseman Musgrave ARDL

18 A Peacock-Wiseman B Peacock-Wiseman SER DW C Musgrave SER DW D Gupta SER DW E Goffman SER DW SER DW t SER DW Durbin-Watson

19 Gupta Goffman t t Goffman ARDL ARDL GDP GDP

20 Bohl Payne and Ewing bgdp Bohl Payne and Ewingb Engleand Granger Chang Chang, Liu and CaudillJohansen GDP GDP Payne, Ewing andmohammadi

21 a b Abizadeh, S., and J.Gray,, Wagner s Law:A Pooled Time-Series, Cross-Section Comparison,NationalTaxJournal, Vol., pp.. Abizadeh, S., and M.Yousefi,, An Empirical Re-Examination of Wagner s Law, EconomicsLetters, Vol., pp.. Ahsan,S.M.,A.C.C.Kwan,andB.S.Sahni,, CointegrationandWagner shypothesis: TimeSeriesEvidenceforCanada, AppliedEconomics, Vol.,pp.. Anwar,M.S.,S.Davies,andR.K.Sampath,, Causality between Government ExpendituresandEconomicGrowth:AnExaminationUsingCointegrationTechniques, PublicFinance/ FinancesPubliques, Vol., pp.. Ashworth, J.,, SpuriousinMexico:ACommentonWagner slaw, PublicFinance / FinancesPubliques, Vol., pp.. Asseery, A.A., D.Law, andn.perdikis,, Wagner slawandpublicexpenditureiniraq: ATestUsingDisaggregatedData, AppliedEconomicsLetters,Vol.,pp.. Babatunde, M.A.,, A Bound Testing Analysis of Wagner s Law in Nigeria:,AppliedEconomics, Vol., pp.. Bairam, E.I.,, Variable Elasticity and Wagner s Law, Public Finance/Finances Publiques, Vol., pp.. Beck, M.,, Public Sector Growth: A Real Perspective, Public Finance/Finances Publiques, Vol., pp.. Bewley, R.,, TheDirect Estimation of the Equilibrium Response in a Linear Dynamic Model,EconomicsLetters, Vol., pp.. Bird, R.M.,, Wagner s Law of Expanding State Activity, Public Finance/Finances Publiques, Vol., pp.. Biswal, B., U.Dhawan, and H.-Y.Lee,, Testing Wagner Versus Keynes Using Disaggregated Public Expenditure Data for Canada, Applied Economics,Vol.,pp.. Bohl, M.T.,, SomeInternationalEvidenceonWagner slaw, PublicFinance/Finances Publiques, Vol., pp..

22 Chang, T.,, An Econometric Test of Wagner s Law for Six Countries Based on Cointegration and Error-Correction Modelling Techniques,Applied Economics,Vol.,pp.. Chang, T., W.Liu, and S.Caudill,, ARe-Examination of Wagner s Law for Ten Countries Based on Cointegration and Error-Correction Modelling Techniques, Applied FinancialEconomics,Vol., pp.. Chletsos, M., and C.Kollias,, Testing Wagner s Law Using Disaggregated Public ExpenditureDataintheCaseofGreece:, AppliedEconomics,Vol.,pp.. Chow, Y.-F., J.A.Cotsomitis, and A.C.C.Kwan,, Multivariate Cointegration and CausalityTestsofWagner shypothesis:evidencefromtheuk, AppliedEconomics,Vol., pp.. Dickey, D.A., andw.a.fuller,, DistributionoftheEstimatorsforAutoregressiveTime SerieswithaUnitRoot, JournaloftheAmericanStatisticalAssociation,Vol.,pp.. Dickey, D.A., and W.A.Fuller,, Likelihood Ratio Statistics for Autoregressive Time SerieswithaUnitRoot, Econometrica, Vol., pp.. Dollery, B., and S.Singh,, A Note on the Empirical Analysis of Wagner s Law, EconomicAnalysisandPolicy, Vol., pp.. Dritsakis, N., and A.Adamopoulos,, A Causal Relationship between Government Spending and Economic Development:An Empirical Examination of the Greek Economy, AppliedEconomics, Vol., pp.. Engle, R.F., andc.w.j.granger,, Co-IntegrationandErrorCorrection:Representation, Estimation, andtesting, Econometrica, Vol., pp.. Goffman, I.J.,, OntheEmpiricalTestingofWagner slaw:atechnicalnote, Public Finance/FinancesPubliques, Vol., pp.. Gupta, S.P.,, Public Expenditure and Economic Growth:A Time-Series Analysis, PublicFinance/FinancesPubliques, Vol., pp.. Hayo, B.,, No Further Evidence of Wagner s Law for Mexico, Public Finance/ FinancesPubliques, Vol., pp.. Henrekson, M.,, Wagner s Law A Spurious Relationship, Public Finance/Finances Publiques, Vol., pp.. Hondroyiannis, G., ande.papapetrou,, AnExaminationofWagner slawforgreece: A CointegrationAnalysis, PublicFinance/FinancesPubliques,Vol.,pp..

23 Iniguez-Montiel, A.J.,, Government Expenditure and National Income in Mexico: KeynesVersusWagner, AppliedEconomicsLetters, Vol.,pp.. Islam, A.M.,, Wagner s Law Revisited:Cointegration and Exogeneity Tests for the USA,AppliedEconomicsLetters, Vol., pp.. Iyare, S.O., and T.Lorde,, Co-Integration, Causality and Wagner s Law:Tests for SelectedCaribbeanCountries, AppliedEconomicsLetters, Vol.,pp.. Johansen, S.,, Statistical Analysis of Cointegration Vectors, Journal of Economic DynamicsandControl, Vol., pp.. Kuckuck, J.,, Testing Wagner s Law at Different Stages of Economic Development, FinanzArchiv, Vol., pp.. Kumar, S., D.J.Webber, and S.Fargher,, Wagner s Law Revisited:Cointegration and CausalityTestsforNewZealand, AppliedEconomics, Vol.,pp.. Lin, C.-A.,, More Evidence on Wagner s Law for Mexico, Public Finance/Finances Publiques, Vol., pp.. MacKinnon, J.G.,, Numerical Distribution Functions for Unit Root and Cointegration Tests,JournalofAppliedEconometrics, Vol., pp.. Magazzino, C.,, WagnerVersusKeynes:PublicSpendingandNationalIncomeinItaly, JournalofPolicyModeling, Vol., pp.. Mann, A.J.,, Wagner slaw:an Econometric Test for Mexico,, National TaxJournal, Vol., pp.. Mohammadi, H., M.Cak, and D.Cak,, Wagner s Hypothesis,New Evidence from Turkey Using the Bounds Testing Approach, Journal of Economic Studies,Vol.,pp.. Murthy, N.R.V.,, Further Evidence of Wagner s Law for Mexico:An Application of CointegrationAnalysis, PublicFinance/FinancesPubliques,Vol.,pp.. Murthy, N.R.V.,, Wagner s Law, Spurious in Mexico or Misspecification:AReply, PublicFinance/FinancesPubliques, Vol., pp.. Musgrave, R.A.,, FiscalSystems, NewHavenandLondon:YaleUniersityPress. Nagarajan, P., and A.Spears,, An Econometric Test of Wagner s Law for Mexico:A Re-Examination,PublicFinance/FinancesPubliques, Vol.,pp.. Narayan, P.K., a, The Government Revenue and Government Expenditure Nexus: EmpiricalEvidencefromNineAsianCountries, JournalofAsianEconomics,Vol.,pp.

24 . Narayan, P.K., b, The Saving and Investment Nexus for China:Evidence from CointegrationTests,AppliedEconomics,Vol., pp.. Narayan, P.K., A.Prasad, andb.singh,, ATestoftheWagner shypothesisforthefiji Islands,AppliedEconomics, Vol., pp.. Nomura, M.,, Wagner s Hypothesis and Displacement Effect in Japan,, PublicFinance/FinancesPubliques, Vol., pp.. Oxley, L.,, Cointegration, CausalityandWagner slaw:atestforbritain, ScottishJournalofPoliticalEconomy, Vol., pp.. Park, W.K.,, Wagner slawvs.keynesianparadigm:the Korean Experience, Public Finance/FinancesPubliques, Vol., pp.. Payne, J.E., and B.T.Ewing,, International Evidence on Wagner s Hypothesis:A CointegrationAnalysis, PublicFinance/FinancesPubliques,Vol.,pp.. Payne, J.E., B.T.Ewing,and H.Mohammadi,, Wagner s Hypothesis:New Evidence fromtheususingtheboundstestingapproach,ina.f.ottandr.t.cebula, eds., The ElgerCompaniontoPublicEconomics, EmpiricalPublicEconomics,EdwardElgar,pp.. Peacock, A.T., anda.scott,, TheCuriousAttractionofWagner slaw, PublicChoice, Vol., pp.. Peacock, A.T., and J.Wiseman,,The Growth of Public Expenditure in the United Kingdom, Princeton, N J: Princeton University Press. Pesaran, B., and M.H.Pesaran,, Time Series Econometrics Using Microfit,Oxford University Press. Pesaran, M.H., andy.shin,, AnAutoregressiveDistributed-LagModellingApproachto Cointegration Analysis,inS.Strom ed.,econometrics and Economic Theory in the th Century: The Rangar Frisch Centennial Symposium, Cambridge: Cambridge University Press. Pesaran, M.H., Y.Shin, andr.j.smith,, BoundsTestingApproachestotheAnalysisof LevelRelationships,JournalofAppliedEconometrics, Vol.,pp.. Phillips, P.C.B., and P.Perron,, Testing for a Unit Root in Time Series Regression, Biometrika, Vol., pp.. Ram, R.,, Causality between Income and Government Expenditure:A Broad InternationalPerspective, PublicFinance/FinancesPubliques,Vol.,pp.. Ram, R.,, Wagner shypothesisintime-seriesandcross-sectionperspectives:evidence

25 from Real Datafor Countries, ReviewofEconomicsandStatistics,Vol.,pp.. Sahni, B.S., and B.Singh,, On the Causal Directions between National Income and GovernmentExpenditureinCanada, PublicFinance/FinancesPubliques,Vol.,pp.. Samudram.M., M.Nair, and S.Vaithilingam,, Keynes and Wagner on Government Expenditures and Economic Development:The Case of a Developing Economy, Empirical Economics, Vol., pp.. Singh, B., andb.s.sahni,, CausalitybetweenPublicExpenditureandNationalIncome, ReviewofEconomicsandStatistics, Vol., pp.. Thornton, J.,, Cointegration, Causality and Wagner s Law in th Century Europe, AppliedEconomicsLetters, Vol., pp.. Wagner, A.,, Three Extracts on Public Finance, in R.A.Muagrave and A.T.Peacock eds.,classicsinthepublicfinance, NewYork:St.Martin spress. Wagner, R.E., andw.e.weber,, Wagner slaw, FiscalInstitutions, andthegrowthof Government,NationalTaxJournal, Vol., pp..

50-4 平井健之.pwd

50-4 平井健之.pwd GDP GNP Gupta 1967, Wagner and Weber 1977, Mann 1980, Abizadeh and Gray 1985, Ram 1987, Abizadeh and Yousefi 1988, Nagarajan and Spears 1990 GDP GNP GDP GNP GDP GNP Adolph Wagner Wagner 1967 Ram 1987,