期刊名称：Pertanika Journal of Social Sciences & Humanities
印刷版ISSN：0128-7702
电子版ISSN：2231-8534
出版年度：1993
卷号：1
期号：1
出版社：Universiti Putra Malaysia
摘要：This paper investigates the export-growth relationship for the Malaysian agricultural sector using a three variable vector autoregressive (VAR) model. The model was subjected to three different causality tests procedure: Granger causality, Hsiao’s technique and variance decomposition. The results indicate that growth of gross domestic product (GDP) causes exports in two of the three test procedures employed.
关键词：Causality; growth; variance decomposition; VAR
