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Export-led growth in Tunisia: A wavelet filtering based analysis

Author

Listed:
  • Hamrita Mohamed Essaied

    (High Institute of Applied Mathematics And Informatics, University of Kairouan, Tunisia)

Abstract

In this paper, we use a wavelet filtering based approach to study the econometric relationship between exports, imports, and economic growth for Tunisia, using quarterly data for the period 1961:1-2007:4. GDP is used as a proxy for economic growth. We explore the interactions between these primary macroeconomic inputs in a co-integrating framework. We also study the direction of causality between the three variables, based on the more robust Toda-Yamamoto modified Wald (MWALD) test. The much-studied relationship between these three primary indicators of the economy is explored with the help of the wavelet multi-resolution filtering technique. Instead of an analysis at the original series level, as is usually done, we first decompose the variables using wavelet decomposition technique at various scales of resolution and obtain relationship among components of the decomposed series matched to its scale. The analysis reveals interesting aspects of the interrelationship among the three fundamental macroeconomic variables.

Suggested Citation

  • Hamrita Mohamed Essaied, 2013. "Export-led growth in Tunisia: A wavelet filtering based analysis," Business and Economic Horizons (BEH), Prague Development Center, vol. 9(3), pages 12-27, October.
    • Handle: RePEc:pdc:jrnbeh:v:9:y:2013:i:3:p:12-27
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    Cited by:

    1. Muhammad Azmat Hayat & Huma Ghulam & Maryam Batool & Muhammad Zahid Naeem & Abdullah Ejaz & Cristi Spulbar & Ramona Birau, 2021. "Investigating the Causal Linkages among Inflation, Interest Rate, and Economic Growth in Pakistan under the Influence of COVID-19 Pandemic: A Wavelet Transformation Approach," JRFM, MDPI, vol. 14(6), pages 1-22, June.

    More about this item

    Keywords

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    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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