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Cointegration and causality in the exports-GDP nexus: The post-war evidence for Canada

Author

Listed:
  • C. Michael Wernerheim

    () (Department of Economics, Memorial University of Newfoundland, St. John's, Newfoundland, A1C 5S7 Canada)

Abstract

This paper tests for unit roots, cointegration, and Granger-causality in the exports-GDP nexus in Canada 1947-96, using both bivariate and trivariate models. Contrary to previous studies we cannot conclude that economic growth is either export-led, or output-driven, but rather that strong bi-directional causality exists between Canadian exports and GDP, and the GDP of its main trading partner, the United States.

Suggested Citation

  • C. Michael Wernerheim, 2000. "Cointegration and causality in the exports-GDP nexus: The post-war evidence for Canada," Empirical Economics, Springer, vol. 25(1), pages 111-125.
  • Handle: RePEc:spr:empeco:v:25:y:2000:i:1:p:111-125
    Note: received: April 1998/final version received: March 1999
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    Citations

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    Cited by:

    1. C. Wernerheim & M. Waples, 2013. "Demand patterns and Canada’s trade in services," International Economics and Economic Policy, Springer, vol. 10(2), pages 159-181, June.
    2. repec:eco:journ1:2017-04-33 is not listed on IDEAS
    3. repec:blg:reveco:v:69:y:2017:i:4:p:53-67 is not listed on IDEAS
    4. Hsiao, Frank S.T. & Hsiao, Mei-Chu W., 2006. "FDI, exports, and GDP in East and Southeast Asia--Panel data versus time-series causality analyses," Journal of Asian Economics, Elsevier, vol. 17(6), pages 1082-1106, December.
    5. Rodriguez, Gabriel & Rowe, Nicholas, 2007. "Why U.S. money does not cause U.S. output, but does cause Hong Kong output," Journal of International Money and Finance, Elsevier, vol. 26(7), pages 1174-1186, November.
    6. repec:ebl:ecbull:v:6:y:2007:i:7:p:1-10 is not listed on IDEAS
    7. Shahbaz, Muhammad & Mohammad, Mafizur Rahman, 2014. "The Dynamics of Exports, Financial Development and Economic Growth in Pakistan: New Extensions from Cointegration and Causality Analysis," MPRA Paper 53225, University Library of Munich, Germany, revised 19 Jan 2014.
    8. Rahman, Mohammad Mafizur & Mamun, Shamsul Arifeen Khan, 2016. "Energy use, international trade and economic growth nexus in Australia: New evidence from an extended growth model," Renewable and Sustainable Energy Reviews, Elsevier, vol. 64(C), pages 806-816.
    9. Shyh-Wei Chen, 2007. "Exactly what is the link between export and growth in Taiwan? new evidence from the Granger causality test," Economics Bulletin, AccessEcon, vol. 6(7), pages 1-10.

    More about this item

    Keywords

    Economic growth; exports; cointegration; causality;

    JEL classification:

    • F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies
    • F15 - International Economics - - Trade - - - Economic Integration

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