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A Multivariate Causality Analysis of Export and Growth for Turkey

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Author Info
Halicioglu, Ferda

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Abstract

This study seeks to validity of the export-led growth hypothesis using quarterly data from 1980 to 2005. The bounds testing approach to cointegration is employed to test the causal relationship between industrial production, exports and terms of trade. An augmented form of Granger causality analysis is implemented to identify the direction of relationship among the variables both in the short-run and the long-run. The empirical findings suggest uni-directional causation from exports to industrial production.

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File URL: http://mpra.ub.uni-muenchen.de/3565/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 3565.

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Date of creation: 2007
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Handle: RePEc:pra:mprapa:3565

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Related research
Keywords: Export-led growth; causality; cointegration; Turkey;

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Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies
F14 - International Economics - - Trade - - - Country and Industry Studies of Trade
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing

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  1. Love, Jim & Chandra, Ramesh, 2005. "Testing export-led growth in Bangladesh in a multivarate VAR framework," Journal of Asian Economics, Elsevier, vol. 15(6), pages 1155-1168, January. [Downloadable!] (restricted)
  2. 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. [Downloadable!]
  3. Darrat, A F & Hsu, M K & Zhong, M, 2000. "Testing Export Exogeneity in Taiwan: Further Evidence," Applied Economics Letters, Taylor and Francis Journals, vol. 7(9), pages 563-67, September. [Downloadable!] (restricted)
  4. Titus O. Awokuse, 2005. "Export-led growth and the Japanese economy: evidence from VAR and directed acyclic graphs," Applied Economics Letters, Taylor and Francis Journals, vol. 12(14), pages 849-858, November. [Downloadable!] (restricted)
    Other versions:
  5. Fountas, Stilianos, 2000. "Some Evidence on the Export-Led Growth Hypothesis for Ireland," Applied Economics Letters, Taylor and Francis Journals, vol. 7(4), pages 211-14, April. [Downloadable!] (restricted)
  6. Boriss Siliverstovs & Dierk Herzer, 2006. "Export-led growth hypothesis: evidence for Chile," Applied Economics Letters, Taylor and Francis Journals, vol. 13(5), pages 319-324, April. [Downloadable!] (restricted)
    Other versions:
  7. Titus O. Awokuse, 2005. "Exports, economic growth and causality in Korea," Applied Economics Letters, Taylor and Francis Journals, vol. 12(11), pages 693-696, September. [Downloadable!] (restricted)
  8. Balaguer, Jacint & Cantavella-Jorda, Manuel, 2001. "Examining the Export-Led Growth Hypothesis for Spain in the Last Century," Applied Economics Letters, Taylor and Francis Journals, vol. 8(10), pages 681-85, October. [Downloadable!] (restricted)
  9. Paresh Kumar Narayan & Seema Narayan & Biman Chand Prasad & Arti Prasad, 2007. "Export-led growth hypothesis: evidence from Papua New Guinea and Fiji," Journal of Economic Studies, Emerald Group Publishing, vol. 34(4), pages 341-351, September. [Downloadable!] (restricted)
  10. Jai S. Mah, 2005. "Export expansion, economic growth and causality in China," Applied Economics Letters, Taylor and Francis Journals, vol. 12(2), pages 105-107, February. [Downloadable!] (restricted)
  11. Sübidey Togan, 2004. "Turkey: Toward EU Accession," The World Economy, Blackwell Publishing, vol. 27(7), pages 1013-1045, 07. [Downloadable!] (restricted)
  12. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
  13. Abdulnasser Hatemi-J & Manuchehr Irandoust, 2000. "Export performance and economic growth causality: An empirical analysis," Atlantic Economic Journal, International Atlantic Economic Society, vol. 28(4), pages 412-426, December. [Downloadable!] (restricted)
  14. Bassam Abual-Foul, 2004. "Testing the export-led growth hypothesis: evidence from Jordan," Applied Economics Letters, Taylor and Francis Journals, vol. 11(6), pages 393-396, May. [Downloadable!] (restricted)
  15. Abdulnasser Hatemi-J, Manuchehr Irandoust, 2000. "Time-series evidence for Balassa’s export-led growth hypothesis," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 9(3), pages 355-365, September. [Downloadable!] (restricted)
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