scholarly journals Granger Causality Analysis of Foreign Trade Impact on Economic Growth: Case of Azerbaijan

2020 ◽  
Vol 16 ◽  
Keyword(s):  
Economic Growth ◽  
Foreign Trade ◽  
Trade Openness ◽  
Gdp Growth ◽  
Causality Analysis ◽  
Granger Causality Analysis ◽  
Strong Causality ◽  
Macroeconomic Indicators ◽  
Causality Relationship ◽  
Foreign Trade Activity

Main purpose of the investigation is to define existing of causality relationship between foreign trade activity of Azerbaijan and economic growth. There were used OLS method and cointegration between some macroeconomic indicators. Main conclusion is that there is not causality effect between import and GDP, but GDP growth is cause for changing import for lag=3. As well as there is causality effect between GDP growth and export. But there is not strong causality effect between foreign trade openness, foreign trade freedom and economic growth.

scholarly journals Granger Causality Analysi̇s of Forei̇gn Trade İmpact on Economi̇c Growth and Some Socioeconomic Indicators: Case of Azerbaijan

2021 ◽  
Vol 18 ◽  
pp. 276-283
Author(s):  
Gulaliyev G. Mayis ◽  
Bayramov V. Shahin ◽  
Guliyeva T. Shafa ◽  
Alikhanli J. Yegana ◽  
Orujova S. Mehpare
Keyword(s):  
Foreign Trade ◽  
Granger Causality ◽  
Household Income ◽  
Trade Openness ◽  
Poverty Rate ◽  
Socioeconomic Indicators ◽  
Macroeconomic Indicators ◽  
Causality Tests ◽  
Causality Relationship ◽  
The Impact

The main purpose of the investigation is to define the existence of the causality relationship between foreign trade and some macroeconomic indicators in Azerbaijan. There was used OLS and cointegration methods, as well as Granger causality between these indicators. The main conclusion is that there is not a causality effect between import and GDP. As well as there is a causality effect between GDP and export. But there is not a strong causality effect between foreign trade openness, foreign trade freedom, and GDP. As well as the paper investigates the impact of import, export, and their annual changing on household income. For this purpose, the Dickey-Fuller test and Granger causality tests were applied. The authors come to the conclusion that there is no causal relationship between foreign trade indicators and poverty rate, but there is such a relationship between foreign trade indicators and household income.

scholarly journals The granger causality relationship between human development and economic growth

2020 ◽  
Vol 9 (6) ◽  
pp. 143-153
Author(s):  
Serdar Ozturk ◽  
Seher Suluk
Keyword(s):  
Economic Growth ◽  
Human Development ◽  
Granger Causality ◽  
Human Development Index ◽  
Causality Analysis ◽  
Developed Country ◽  
Development Index ◽  
Granger Causality Analysis ◽  
Empirical Level ◽  
Causality Relationship

The Human Development Index (HDI), which measures a country’s human development level, considering the health, education and income indicators of countries has been published in the Human Development Report each year since 1990 by the United Nations Development Programme. Norway, which is a highly developed country, was at the top of the Human Development Index. Therefore, the aim of this study is to evaluate Norway’s human development performance. In this context, the relationship between human development and economic growth has been examined at empirical level for Norway for the period between 1990-2017. In the study, firstly, ADF and PP unit root tests were performed. Then, Granger causality analysis was applied. According to the results of Granger causality analysis there is a one-way causality relationship from human development to economic growth.

scholarly journals Kausalitas Antara Pertumbuhan Ekonomi Dan Kemiskinan Di Provinsi Nusa Tenggara Timur Tahun 2002 – 2015

2017 ◽  
Vol 11 (1) ◽  
pp. 35-46
Author(s):  
Yuniarti Reny Renggo
Keyword(s):  
Economic Growth ◽  
Time Series Data ◽  
Series Data ◽  
Analysis Tool ◽  
Causality Analysis ◽  
Granger Causality Analysis ◽  
Vector Error ◽  
Causality Relationship ◽  
The Government ◽  
Cointegration Relationship

This study attempts to explain the causality relationship between economic growth and poverty in East Nusa Tenggara Province from 2002 to 2015. The data used is time series data analyzed using Granger Causality analysis tool. It is found that the economic growth is in the stationary state, while poverty is not. It is then differentiated at the first level (1st difference). Economic growth and poverty East Nusa Tenggara Province has a cointegration relationship and direct causal relationship where economic growth affects poverty. The result of Vector Error Corection Model (VECM) test shows that economic growth has a positive and significant impact on poverty in East Nusa Tenggara province, that 1% increase of economic growth can increase poverty by 1.855720. It is due to the diverse natural resources possessed by each area in East Nusa Tenggara, which the government should take into account when making policies in efforts to reduce poverty.  

scholarly journals Does Islamic Banking Contribute to Economic Growth and Industrial Development in Turkey?

IKONOMIKA ◽  
2017 ◽  
Vol 2 (1) ◽  
Author(s):  
Serhat Yüksel ◽  
İsmail Canöz
Keyword(s):  
Economic Growth ◽  
Granger Causality ◽  
Industrial Development ◽  
Banking Sector ◽  
Islamic Banking ◽  
Gdp Growth ◽  
Islamic Banks ◽  
Causality Analysis ◽  
Quarterly Data ◽  
Granger Causality Analysis

This paper aims to identify the effects of Islamic banking on economic growth and industrial development in Turkey. For this purpose, quarterly data for the periods between 2005 and 2016 were taken into the consideration. Additionally, VAR Granger causality analysis was used in this study. It was concluded that Islamic banks’ loans do not have a significant effect on the improvement of economy and industry in Turkey. The main reason for this result is that Islamic banking has a very low percentage in Turkish banking sector. Thus, it can be said that Islamic banking in Turkey should be so developed that it can contribute to GDP growth and industrial development.

Economic Growth and Macro Variables in India: An Empirical Study

2015 ◽  
pp. 42-59
Author(s):  
Saba Ismail ◽  
Shahid Ahmed
Keyword(s):  
Economic Growth ◽  
Growth Rates ◽  
Trade Openness ◽  
Capital Formation ◽  
Gdp Growth ◽  
Fdi Inflows ◽  
Domestic Capital ◽  
The Government ◽  
Macro Variables ◽  
Determinants Of Economic Growth

The research objective of this paper is to explore the empirical linkages between economic growth and foreign direct investment (FDI), gross fixed capital formation (GFCF) and trade openness in India (TOP) over the period 1980 to 2013. The study reveals a positive relationship between economic growth and FDI, GFCF and TOP. This study establishes a strong unidirectional causal flow from changes in FDI, trade openness and capital formation to the economic growth rates of India. The impulse response function traces the positive influence of these macro variables on the GDP growth rates of India. The study also reveals that the volatility of GDP growth rates in India is mainly attributed to the variation in the level of GFCF and FDI. The study concludes that the FDI inflows and the size of capital formation are the main determinants of economic growth. In view of this, it is expected that the government of India should provide more policy focus on promoting FDI inflows and domestic capital formations to increase its economic growth in the long-term.

HUBUNGAN KAUSALITAS HARGA JUAL DAN HARGA SEWA APARTEMEN DI JABODETABEK

2021 ◽  
Vol 1 (1) ◽  
pp. 93-105
Author(s):  
Zainal Zawir Simon ◽  
Effendy Zain ◽  
Zulihar Zulihar
Keyword(s):  
Time Series ◽  
Granger Causality ◽  
Time Series Data ◽  
Investment Analysis ◽  
Series Data ◽  
Analysis Tool ◽  
Selling Price ◽  
Causality Analysis ◽  
Granger Causality Analysis ◽  
Causality Relationship

Abstrak Penelitian ini bertujuan untuk mengetahui hubungan kausalitas antara harga jual apartemen dan harga sewa apartemen di wilayah Jabodetabek. Data yang dipergunakan adalah data  time series dalam bentuk kuartalan untuk periode 2007:1-2018:3 dan alat analisis yang dipergunakan adalah analisa kausalitas Granger. Hasil penelitian menunjukkan bahwa tidak terdapat hubungan kausalitas antara harga jual apartemen dan harga sewa apartemen di wilayah Jabodetabek. Dengan kata lain perubahan harga jual  tidak mempengaruhi harga sewa. Sebaliknya harga sewa juga tidak mempengaruhi harga jual apartemen. Dengan demikian Investor diharapkan dalam melakukan analisis investasinya memasukkan faktor-faktor lain yang dapat mempengaruhi harga jual dan harga sewa untuk apartemen, agar terlepas dari pandangan bahwa harga jual mempengaruhi harga sewa dan sebaliknya.Kata Kunci : Harga Jual apartemen, Harga Sewa Apartemen, Data Runtut Waktu, Analisa Kausalitas GrangerABSTRACTThis study aims to determine the causality relationship between the selling price of apartments and apartment rental prices in the Greater Jakarta area. The data used are time series data in quarterly form for the period 2007: 1-2018: 3 and the analysis tool used is the Granger causality analysis. The results showed that there was no causality relationship between apartment selling prices and apartment rental prices in the Greater Jakarta area. In other words, changes in selling prices do not affect rental prices. Conversely the rental price also does not affect the selling price of the apartment. Thus Investors are expected to carry out investment analysis to include other factors that can affect the selling price and rental price for an apartment, so that regardless of the view that the selling price affects the rental price and vice versa.Keywords : Selling Price of apartments, rental prices apartments, time series data, Granger Causality Analysis

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