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Cointegration and Causal Relationship Between Export and Import: Case Study in Asean (Nwe Ni Aung, 2023)
https://meral.edu.mm/records/9188
https://meral.edu.mm/records/91882b87930b-4ceb-49e3-87bf-ea4696f8627a
9442cadc-b4cd-4c23-86c2-add828b2de3a
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Title | ||||||
Title | Cointegration and Causal Relationship Between Export and Import: Case Study in Asean (Nwe Ni Aung, 2023) | |||||
Language | en | |||||
Publication date | 2023-10-01 | |||||
Authors | ||||||
Nwe Ni Aung | ||||||
Description | ||||||
Export and import are key determinants of economic growth and a healthy economy. They are essential for planning and managerial improvement, as well as policy making. This thesis aims to analyze cointegration and causality between export and import series of ASEAN countries, using the annual data from the United Nations Database from 1970 to 2021. Augmented Dicky Fuller test, Engle-Granger and Johansson Cointegration Test, Vector Error Correction Model, and Vector Autoregressive Model were applied in this study. According to the Augmented Dicky- Fuller test, it was found that the export and import series have a unit root in level (not stationarity) but they are stationary at the first difference. Furthermore, the results of the Engle-Granger two-step procedure, as well as Johansen's trace and maximum eigenvalue test, simultaneously showed that cointegration had been found for Singapore and Thailand among the ten ASEAN countries. The cointegration test study revealed that because of the cointegration relationship, Singapore and Thailand used the VECM and both exports and imports made adjustments to their long-run equilibrium values. This study confirmed that the estimation results from the Vector Autoregressive (VAR) analysis of export to import had shown unidirectional causality for Indonesia and Myanmar and bi-directional causality for Cambodia and Vietnam. Based on the findings, it is recommended that Singapore and Thailand should not be worried about their trade balance in the presence of cointegration. For Indonesia and Myanmar, as export causes import, the latter is dependent on the former. Thus, it is indicated that these two countries should promote export so that they can meet their import demand. For Cambodia and Vietnam, as causality flows in both directions. In Brunei, Lao, Malaysia and Philippines, their trade balance as export and import are not cointegrated and have no causality |
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Thesis/dissertations | ||||||
Yangon University of Economics | ||||||
Daw Thida Win |