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- Title
BADANIE ZALEŻNOŚCI POMIĘDZY HANDLEM ZAGRANICZNYM A PKB Z WYKORZYSTANIEM MODELU VAR ORAZ PRZYCZYNOWOŚCI GRANGERA.
- Authors
Pisarski, Marcin
- Abstract
The main goal of this paper is to examine relationships between GDP and international trade (exports and imports). Foreign trade channels which can affect national income have been listed and the impact of trade on GDP was described. Differences between a closed and an open economy are shown. The autoregression vector (VAR) model was used as well as Granger causality test. Quarterly dataset for the USA, the period from 1997:Q1 to 2013:Q3 was used. The results of Granger causality test led us to the conclusion that export causes GDP and also GDP and import affect each other (in Granger causality).
- Subjects
INTERNATIONAL trade; GROSS domestic product; VECTOR autoregression model; GRANGER causality test; MARKETING channels
- Publication
Econometrics / Ekonometria, 2013, Vol 4, Issue 42, p103
- ISSN
1507-3866
- Publication type
Article