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Special Graduate Schools Graduate School of International Studies Department of International Trade International Trade 3. Theses(Master)

CAUSALITY BETWEEN TRADE AND GROWTH

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dc.contributor.advisorKim Han Sung-
dc.contributor.authorGURARA MUSE DESTA-
dc.date.accessioned2018-11-08T08:11:39Z-
dc.date.available2018-11-08T08:11:39Z-
dc.date.issued2018-02-
dc.identifier.other26131-
dc.identifier.urihttps://dspace.ajou.ac.kr/handle/2018.oak/11489-
dc.description학위논문(석사)--Graduate School of International Studies Ajou University :국제통상학과,2018. 2-
dc.description.tableofcontentsCHAPTER 1 1 INTRODUCTION 1 1.1 Back ground 1 1.2 Problem of the statement 2 1.3 Objective of the study 3 1.4 Research questions 3 1.5 Significance of the study 3 1.6 Limitation of the study 3 1.7 Organization of the study 4 CHAPTER 2 5 LITERATURE RIVIEW 5 2.1 Theoretical Literature Review 5 2.1.1 Export-led growth hypothesis: 5 2.1.2 Import-led Growth Hypothesis 6 2.1.3 Growth-led Exports Hypothesis 6 2.1.4 Growth-led imports hypothesis 6 2.2 Empirical Literature Review 7 CHAPTER 3 10 ETHIOPIAN ECONOMY 10 3.1 Ethiopian Economy Overview 10 3.1.1 GDP, Export and Import 12 3.1.2 Import 13 3.1.3 Export 14 CHAPTER 4 16 DATA, METHODOLOGY AND MODEL SPECIFICATION 16 4.1 Data 16 4.2 Model specification 16 4.3 Econometric Method 17 4.3.1 Stationary and Non-stationary Series 17 4.3.2 Tests for Unit Roots 17 4.3.3 Augmented Dickey-Fuller (ADF) Test 17 4.4 VECM 18 4.5 Granger causality 19 4.6 Diagnostic check 19 4.6.1 Normality test 19 4.6.2 Serial correlation test 20 4.6.3 Heteroskedacity Test 20 CHAPTER 5 21 RESULT AND DISCUSSION 21 5.1 Result of ADF test 21 5.2 Result of Johansen Cointegration test 22 5.3 Result of VECM 24 5.4 Result of Granger Causality test 26 5.5 Diagnostic test 28 5.5.1 Residual Vector Serial Correlation LM Test 28 5.5.2 Residual Vector Heteroskedasticity Test 28 5.5.3 Residual Vector Normality Test 28 CHAPTER 6 29 CONCLUSION AND POLICY IMPLICATION 29 6.1 Conclusions 29 6.2 Policy Implications 31-
dc.language.isoeng-
dc.publisherGraduate School of International Studies Ajou University-
dc.rights아주대학교 논문은 저작권에 의해 보호받습니다.-
dc.titleCAUSALITY BETWEEN TRADE AND GROWTH-
dc.typeThesis-
dc.contributor.affiliation아주대학교 국제대학원-
dc.contributor.department국제대학원 국제통상학과-
dc.date.awarded2018. 2-
dc.description.degreeMaster-
dc.identifier.localId800406-
dc.identifier.urlhttp://dcoll.ajou.ac.kr:9080/dcollection/jsp/common/DcLoOrgPer.jsp?sItemId=000000026131-
dc.subject.keywordEthiopia-
dc.subject.keywordEconomic growth-
dc.subject.keywordGranger Causality-
dc.subject.keywordVector Error Correction Model.-
dc.description.alternativeAbstractThe relationship between trade and economic growth is debatable subject among development economists. The aim of this study is to reveal the causal relationship between export, import and economic growth (GDP) of Ethiopia by considering annual data from 1981-2015. A multi-variate model is specified and estimated by using vector error correction model to measure short run and long run relationship. Granger causality test is applied to test granger causality. The study revealed that, in the short run export and import has significant impact on GDP while in the long run only import significantly affects GDP. On the other hand at 5 percent significant level, the study found that, there is bi directional granger causality between export and GDP as well as Import and GDP-
dc.title.subtitleTHE CASE OF ETHIOPIA-
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