- Tytuł:
-
Badanie zależności pomiędzy handlem zagranicznym a PKB z wykorzystaniem modelu VAR oraz przyczynowości Grangera
Relationship between foreign trade and GDP: VAR model and Granger causality - Autorzy:
- Pisarski, Marcin
- Powiązania:
- https://bibliotekanauki.pl/articles/425171.pdf
- Data publikacji:
- 2013
- Wydawca:
- Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
- Tematy:
-
VAR
Granger
causality
GDP
international trade - Opis:
- The main goal of this paper is to examine relationships between GDP and inter-national trade (exports and imports). Foreign trade channels which can affect national in-come have been listed and the impact of trade on GDP was described. Differences between a closed and an open economy are shown. The autoregression vector (VAR) model was used as well as Granger causality test. Quarterly dataset for the USA, the period from 1997:Q1 to 2013:Q3 was used. The results of Granger causality test led us to the conclusion that export causes GDP and also GDP and import affect each other (in Granger causality).
- Źródło:
-
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2013, 4(42); 103-116
1507-3866 - Pojawia się w:
- Econometrics. Ekonometria. Advances in Applied Data Analytics
- Dostawca treści:
- Biblioteka Nauki
Artykuł