PERTANIKA JOURNAL OF SOCIAL SCIENCES AND HUMANITIES

 

e-ISSN 2231-8534
ISSN 0128-7702

Home / Regular Issue / JSSH Vol. 1 (1) Mar. 1993 / JSSH-0007-1993

 

Export-Led Growth in Malaysian Agriculture: A VAR Approach

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.