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Trade Sustainability in the Forestry Domain: Evidence from Malaysia using Johansen and Bound Test Method

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Author Info
F.A., Emmy
A.H., Baharom
Radam, Alias
Yacob, Mohd Rusli

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Abstract

This study was undertaken to explore the relationship between export and import, in the category of Forestry domain for Malaysia, which includes sub domain (1) industrial roundwood;(2) wood pulp; (3) wood fuel; (4) paper and paper board; (5) sawn wood; (6) recovered paper and (7) wood base panel. To test the robustness, Johansen (1991) cointegration method and ARDL approach were employed and the period of the study covers annual data from 1961 to 2007. The results clearly show that the export and import of forestry domain is highly cointegrated. This shows trade is indeed sustainable in the domain of forestry and a sign of good trade policies adapted and implemented by the relevant authorities Bi-directional granger causality could also be detected based on VECM (vector-error correction model) method. Imports seem to positively and significantly affect exports, both in the long run and short run, vice versa. The results are robust when we employed the Bounds test as well.

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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 17487.

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Date of creation: 17 Sep 2009
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Handle: RePEc:pra:mprapa:17487

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Related research
Keywords: Johansen cointegration test; forestry trade; VECM; ARDL;

Find related papers by JEL classification:
F18 - International Economics - - Trade - - - Trade and Environment

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References listed on IDEAS
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  1. Mohsen Bahmani-Oskooee & Hyun-Jae Rhee, 1997. "Are Imports And Exports Of Korea Cointegrated?," International Economic Journal, Korean International Economic Association, vol. 11(1), pages 109-114, April. [Downloadable!] (restricted)
  2. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-80, November. [Downloadable!] (restricted)
  3. Baharumshah, Ahmad Zubaidi & Lau, Evan & Fountas, Stilianos, 2003. "On the sustainability of current account deficits: evidence from four ASEAN countries," Journal of Asian Economics, Elsevier, vol. 14(3), pages 465-487, June. [Downloadable!] (restricted)
  4. Gregory, Allan W. & Hansen, Bruce E., 1996. "Residual-based tests for cointegration in models with regime shifts," Journal of Econometrics, Elsevier, vol. 70(1), pages 99-126, January. [Downloadable!] (restricted)
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  5. Stilianos Fountas & Jyh-Lin Wu, 1999. "Are The U.S. Current Account Deficits Really Sustainable?," International Economic Journal, Korean International Economic Association, vol. 13(3), pages 51-58, October. [Downloadable!] (restricted)
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