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Granger Causality Between Exports, Imports and GDP in France: Evidance from Using Geostatistical Models

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Author Info

  • Arshia Amiri

    ()
    (Department of Agricultural Economics, College of Agriculture, Shiraz University, Shiraz, Iran, and GREQAM CNRS - ORS PACA - INSERM U912, Marseille, France)

  • Ulf-G Gerdtham

    ()
    (Department of Economics, Lund University, Sweden, and Health Economics & Management, Institute of Economic Research, Lund University, Sweden)

Abstract

This paper introduces a new way of investigating linear and nonlinear Granger causality between exports, imports and economic growth in France over the period 1961_2006 with using geostatistical models (kiriging and Inverse distance weighting). Geostatistical methods are the ordinary methods for forecasting the locatins and making map in water engineerig, environment, environmental pollution, mining, ecology, geology and geography. Although, this is the first time which geostatistics knowledge is used for economic analyzes. In classical econometrics there do not exist any estimator which have the capability to find the best functional form in the estimation. Geostatistical models investigate simultaneous linear and various nonlinear types of causality test, which cause to decrease the effects of choosing functional form in autoregressive model. This approach imitates the Granger definition and structure but improve it to have better ability to investigate nonlinear causality. Taking into account t e results of linear and non linear (using geostatistical method) causality analysis, results give strong evidence that there was causality running from GDP to trade. Additionally, the nonlinear causality analysis also leads to the conclusion that export was a causal factor for import. Our result supports the GLE model in France.

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Bibliographic Info

Article provided by Weissberg Publishing in its journal Economic Research Guardian.

Volume (Year): 2 (2012)
Issue (Month): 1 (May)
Pages: 43-59

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Handle: RePEc:wei:journl:v:2:y:2012:i:1:p:43-59

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Keywords: Granger causality; Exports; Imports; Economic growth; Geostatistical model;

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References

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  1. Oxley, Les, 1993. "Cointegration, causality and export-led growth in Portugal, 1865-1985," Economics Letters, Elsevier, vol. 43(2), pages 163-166.
  2. Feder, Gershon, 1983. "On exports and economic growth," Journal of Development Economics, Elsevier, vol. 12(1-2), pages 59-73.
  3. Ramos, Francisco F. Ribeiro, 2001. "Exports, imports, and economic growth in Portugal: evidence from causality and cointegration analysis," Economic Modelling, Elsevier, vol. 18(4), pages 613-623, December.
  4. Diks, C.G.H. & Panchenko, V., 2004. "A new statistic and practical guidelines for nonparametric Granger causality testing," CeNDEF Working Papers 04-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  5. Edwards, Sebastian, 1998. "Openness, Productivity and Growth: What Do We Really Know?," Economic Journal, Royal Economic Society, vol. 108(447), pages 383-98, March.
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  7. Michaely, Michael, 1977. "Exports and growth : An empirical investigation," Journal of Development Economics, Elsevier, vol. 4(1), pages 49-53, February.
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  9. Balassa, Bela, 1978. "Exports and economic growth : Further evidence," Journal of Development Economics, Elsevier, vol. 5(2), pages 181-189, June.
  10. Paul M Romer, 1999. "Endogenous Technological Change," Levine's Working Paper Archive 2135, David K. Levine.
  11. Luis A. Rivera-Batiz & Paul M. Romer, 1990. "Economic Integration and Endogenous Growth," NBER Working Papers 3528, National Bureau of Economic Research, Inc.
  12. Edward F. Buffie, 1992. "On the Condition for Export-Led Growth," Canadian Journal of Economics, Canadian Economics Association, vol. 25(1), pages 211-25, February.
  13. M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith, 2001. "Bounds testing approaches to the analysis of level relationships," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 289-326.
  14. Hill, Tim & Marquez, Leorey & O'Connor, Marcus & Remus, William, 1994. "Artificial neural network models for forecasting and decision making," International Journal of Forecasting, Elsevier, vol. 10(1), pages 5-15, June.
  15. Mazumdar, Joy, 2001. "Imported machinery and growth in LDCs," Journal of Development Economics, Elsevier, vol. 65(1), pages 209-224, June.
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Cited by:
  1. Amiri, Arshia & Zibaei, Mansour, 2012. "Granger causality between energy use and economic growth in France with using geostatistical models," MPRA Paper 36357, University Library of Munich, Germany.

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