Cointegration and causality in international agricultural economics research

Zapata, Héctor O.; Gil, José María

doi:10.1111/j.1574-0862.1999.tb00546.x

Cited by 5 publications

(5 citation statements)

References 32 publications

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“…It does not seem possible to test causality from each export variable to GDP separately. Likewise, in conventional cointegrated systems, Granger-causality can only be tested between two exclusive subsets of variables (Lu¨tkepohl, 1993;Zapata and Gil, 1999 On average, agricultural exports as a proportion of total exports varies between 90% for Malaysia to 1% for Gabon. This ratio falls as income increases: it is 47% for low-income countries, 37% for those with lower middle incomes and 26% for those with upper middle incomes.…”

Section: Data and Resultsmentioning

confidence: 99%

Agricultural Exports and Economic Growth in Developing Countries: A Panel Cointegration Approach

Sanjuán-López¹,

Dawson²

2010

J Agricultural Economics

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This paper quantifies the contribution of agricultural exports to economic growth in developing countries. We estimate the relationship between GDP and agricultural and non-agricultural exports for 42 countries using panel cointegration methods. Results show that a long-run relationship exists, the agricultural export elasticity of GDP is 0.07 whereas that of non-agricultural exports is 0.13, and total exports Granger-cause GDP, which supports the export-led growth hypothesis. Structural differences exist in the relationship by broad income group. Balanced export-promotion polices are implied for the poorest countries, but, for those with higher incomes, higher economic growth is achieved from non-agricultural exports. Copyright (c) 2010 The Authors. Journal compilation (c) 2010 The Agricultural Economics Society.

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Section: Data and Resultsmentioning

confidence: 99%

Agricultural Exports and Economic Growth in Developing Countries: A Panel Cointegration Approach

Sanjuán-López¹,

Dawson²

2010

J Agricultural Economics

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“…Many applications in agricultural economics research have focused on the problem of testing Granger non-causality. ( Zapata and Gil, 1999).…”

Section: Matherials and Methodsmentioning

confidence: 99%

Causal Relationship between Gross Domestic Product and Agricultural Production in Libya (1970-2012)

Elbeydi

2016

Journal of the Advances in Agricultural Researches

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This paper is empirically investigated the causal relationships between gross domestic product and agricultural production in Libya by using annual time series data during the period (1970 to 2012). Granger causality, cointegration, and error correction techniques were used in order to determine the long run equilibrium relationship and the direction of the causality in both short run and long run. The cointegration test indicated the existence of long run equilibrium relationship between agricultural production and the Gross Domestic Product. The causality test based on error correction techniques indicated that there is an unidirectional causality relationship between agricultural production and the Gross Domestic Product in the short run. This result means that the agricultural sector in Libya is expected to play a major role in the future to determine the growth rate of the economy with further expected development of the agricultural sector.

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“…Thus if the series are I (0), I (1), or I (2), the TY procedure can be applied. Zapata & Rambaldi (1997) argued that TY prevents the Granger causality test-related power and size distortions problem. The TY uses a Modified Wald (MWALD) test for the test of causality and thus guarantees that the test statistics have asymptotic chi-square distribution, with k degrees of freedom within the limit when the increased VAR (k+dmax) is estimated at the highest level of integration.…”

Section: Granger Causality Testmentioning

confidence: 99%

Renewable Energy and the State of Environmental Quality in Nigeria

Fagge,

Jakada,

Yola

et al. 2023

GUJEDS

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The study aimed at examining the effect of renewable energy on quality of the environment in Nigeria from 1980 to 2019. The ARDL bound test of cointegration shows the presence of a cointegration relationship among the analyzed variables. In the long run renewable energy is related negatively with to CO2 emissions, meaning that an increase in renewable energy enhances the quality of the environment by reducing the number of CO2 emissions in the long run while in the short-run renewable energy is positively related to carbon emissions, meaning that increases in the number of renewable energy deteriorate the quality of environment in the short run. The Granger causality test proposed by Toda and Yamamota (1995) reveals that a bidirectional causal relationship exists between renewable energy and the number of CO2 emissions, meaning that changes in renewable energy affect the quality of environment and at the same time changes in the quality of environment affect the renewable energy in Nigeria. Policymakers should implement a multilateral mechanism to ensure energy efficiency and to promote the use of renewable energy.

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Cointegration and causality in international agricultural economics research

Cited by 5 publications

References 32 publications

Agricultural Exports and Economic Growth in Developing Countries: A Panel Cointegration Approach

Agricultural Exports and Economic Growth in Developing Countries: A Panel Cointegration Approach

Causal Relationship between Gross Domestic Product and Agricultural Production in Libya (1970-2012)

Renewable Energy and the State of Environmental Quality in Nigeria

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