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Aggregate import demand function for Pakistan: a co-integration approach

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  • Iqbal, Javed
  • Tahir, Muhammad
  • Baig, Mirza Aqeel

Abstract

This paper examines the determinants of aggregate import demand for Pakistan for the period 1972-1999. The Johansen (1988) co-integration analysis is used for establishing a long run relationship between real imports and its determinants namely real GDP, relative prices and exchange rate volatility. The error correction model is used to capture possible short run disequilbrium. This study provides evidence of a unique long run import demand function. This is further supported by analyzing impulse response function and variance decomposition.

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File URL: http://mpra.ub.uni-muenchen.de/23756/
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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 23756.

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Date of creation: 10 Mar 2001
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Handle: RePEc:pra:mprapa:23756

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Related research

Keywords: Co-integration; Import demand function;

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References

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  1. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-72, June.
  2. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
  3. Aigner, Dennis J & Goldfeld, Stephen M, 1973. "Simulation and Aggregation: A Reconsideration," The Review of Economics and Statistics, MIT Press, vol. 55(1), pages 114-18, February.
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Cited by:
  1. Asma Arif & Hasnat Ahmad, 2012. "Impact of Trade Openness on Output Growth: Co integration and Error Correction Model Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 2(4), pages 379-385.

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