期刊名称：International Journal of Economics and Financial Issues
电子版ISSN：2146-4138
出版年度：2016
卷号：6
期号：2
页码：497-502
语种：English
出版社：EconJournals
摘要：This paper specifically focuses on analysing the causality between real GDP and real export of goods and services of the ASEAN-4 countries (Indonesia, Malaysia, Thailand and the Philippines) by using comprehensive econometric techniques such as the unit root test, cointegration test, and error correction model. This study reveals that for short-run dynamics, while bi-directional Granger-causality exists in Malaysia, the Philippines, and Thailand; the unidirectional Granger-causality runs from GDP growth to EXP growth for Indonesia. While the long-run relationship shows a bidirectional Granger-causality between GDP and EXP growth for Malaysia and Thailand, GDP growth Granger-caused EXP growth for Indonesia and an inverse relationship exists between these two variables for the Philippines. Keywords : ASEAN-4, Causality, Exports-Output Growth. JEL Classifications: O1, O2, O4, O5
其他摘要：This paper specifically focuses on analysing the causality between real GDP and real export of goods and services of the ASEAN-4 countries (Indonesia, Malaysia, Thailand and the Philippines) by using comprehensive econometric techniques such as the unit root test, cointegration test, and error correction model. This study reveals that for short-run dynamics, while bi-directional Granger-causality exists in Malaysia, the Philippines, and Thailand; the unidirectional Granger-causality runs from GDP growth to EXP growth for Indonesia. While the long-run relationship shows a bidirectional Granger-causality between GDP and EXP growth for Malaysia and Thailand, GDP growth Granger-caused EXP growth for Indonesia and an inverse relationship exists between these two variables for the Philippines. Keywords : ASEAN-4, Causality, Exports-Output Growth. JEL Classifications: O1, O2, O4, O5
