Ahmad Zainuddin Abdullah
Pertanika Journal of Tropical Agricultural Science, 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 1511-3701
e-ISSN 2231-8542