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Are exports and imports of Saudi Arabia cointegrated? An empirical study

Listed author(s):
  • HAQUE, M.I.
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    The objective of this study is to examine the long run cointegration between exports and imports of Saudi Arabia for the period 1968-2013. Using Johnson’s approach of cointegration this study finds that exports and imports converge towards equilibrium in the long run implying that the trade policy is being managed well as per its comparative advantage and there is both long run and short run causality running from exports to import. Importantly, this study improves upon the results of the only other study on Saudi Arabia (to the author’s best of knowledge) by including the Vector Error Correction Model (VECM). Also, this study advocates caution while using EViews6 with smaller datasets.

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    Article provided by Euro-American Association of Economic Development in its journal Applied Econometrics and International Development.

    Volume (Year): 15 (2015)
    Issue (Month): 1 ()
    Pages: 111-124

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    Handle: RePEc:eaa:aeinde:v:15:y:2015:i:1_9
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    1. 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.
    2. Aviral Kumar Tiwari, 2011. "Are exports and imports cointegrated in India and China? An empirical analysis," Economics Bulletin, AccessEcon, vol. 31(1), pages 860-873.
    3. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 39(3), pages 106-135.
    4. Husted, Steven, 1992. "The Emerging U.S. Current Account Deficit in the 1980s: A Cointegration Analysis," The Review of Economics and Statistics, MIT Press, vol. 74(1), pages 159-166, February.
    5. Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2009. "Cointegration and causality between Romanian exports and imports," MPRA Paper 42091, University Library of Munich, Germany, revised 06 Aug 2009.
    6. Arize, Augustine C., 2002. "Imports and exports in 50 countries: Tests of cointegration and structural breaks," International Review of Economics & Finance, Elsevier, vol. 11(1), pages 101-115, April.
    7. Aviral Kumar Tiwari, 2013. "Are trade deficits sustainable? Evidence from the ASEAN-five," International Journal of Social Economics, Emerald Group Publishing, vol. 40(1), pages 68-82, January.
    8. Tuck Cheong Tang, 2006. "Are Imports And Exports In The Oic Member Countries Cointegrated? A Reexamination," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, vol. 14(1), pages 49-79, December.
    9. KONYA, Laszlo & SINGH, Jai Pal, 2008. "Are Indian Exports And Imports Cointegrated?," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(2), pages 177-186.
    10. Paresh Kumar Narayan & Seema Narayan, 2005. "Are exports and imports cointegrated? Evidence from 22 least developed countries," Applied Economics Letters, Taylor & Francis Journals, vol. 12(6), pages 375-378.
    11. Jamal HUSEIN, 2014. "Are Exports and Imports Cointegrated? Evidence from Nine MENA Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 14(1), pages 123-132.
    12. Manuchehr Irandoust & Johan Ericsson, 2004. "Are Imports and Exports Cointegrated? An International Comparison," Metroeconomica, Wiley Blackwell, vol. 55(1), pages 49-64, 02.
    13. M.Upender, 2007. "Long Run Equilibrium Between Indias’S Exports And Imports During 1949-50 -2004-05," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(1).
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