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Road Traffic Accidents in Saudi Arabia: An ARDL Approach and Multivariate Granger Causality

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  • Ageli, Mohammed Moosa
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    Abstract

    The present paper examine the nexus between road traffic accident (RTA) and some relevant variables in Saudi Arabia over the period 1971- 2012, using the autoregressive distributed lag ARDL model (Pesaran and Shin, 1999) for co-integration in Saudi Arabia, with the co-integration test. Results show that the variables are co-integrated in Saudi Arabia, moreover, the overall Granger causality results present that road traffic accidents, population and GDP, road mails, registered vehicles, and the number of driver license are Granger-causes each other in Saudi Arabia. With these findings, we affirm that there is a strong relationship and effect between road traffic accidents and its population, GDP, road mails, registered vehicles, and the number of driver license. The findings suggest that the ECTt-1 coefficients are negative signed and statistically significant in all VECMs, implying that there is bi-directional causality between the variables of interest in the long run.

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    Bibliographic Info

    Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 50616.

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    Date of creation: 24 Apr 2013
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    Publication status: Published in International Journal of Economics and Finance 7.5(2013): pp. 26`-31
    Handle: RePEc:pra:mprapa:50616

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    Keywords: Road Traffic Accident; Granger Causality; (ARDL) Model; Co-integration Test; Saudi Arabia;

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    1. Yin-Wong Cheung & Menzie D. Chinn, 1996. "Further Investigation of the Uncertain Unit Root in GNP," NBER Technical Working Papers 0206, National Bureau of Economic Research, Inc.
    2. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, Econometric Society, vol. 49(4), pages 1057-72, June.
    3. Granger, C. W. J., 1988. "Causality, cointegration, and control," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 12(2-3), pages 551-559.
    4. Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 979, Cowles Foundation for Research in Economics, Yale University.
    5. Toda, Hiro Y. & Yamamoto, Taku, 1995. "Statistical inference in vector autoregressions with possibly integrated processes," Journal of Econometrics, Elsevier, Elsevier, vol. 66(1-2), pages 225-250.
    6. Paul Turner, 2006. "Response surfaces for an F-test for cointegration," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 13(8), pages 479-482.
    7. 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., John Wiley & Sons, Ltd., vol. 16(3), pages 289-326.
    8. Granger, C. W. J., 1980. "Testing for causality : A personal viewpoint," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 2(1), pages 329-352, May.
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