e-ISSN 2231-8534
ISSN 0128-7702
Ahmad Zainuddin Abdullah
Pertanika Journal of Social Science and Humanities, Volume 1, Issue 1, March 1993
Keywords: Causality, growth, variance decomposition, VAR
Published on:
This paper investigates the export-growth relationship for the Malaysian agricultural sector using a three variable vector autoregressive (VAR) model. The model was subjected to three different causality tests procedure: Granger causality, Hsiao’s technique and variance decomposition. The results indicate that growth of gross domestic product (GDP) causes exports in two of the three test procedures employed.
ISSN 0128-7702
e-ISSN 2231-8534
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