Cointegration and causality in the exports-GDP nexus: The post-war evidence for Canada

C. Michael Wernerheim ()
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C. Michael Wernerheim: Department of Economics, Memorial University of Newfoundland, St. John's, Newfoundland, A1C 5S7 Canada

Empirical Economics, 2000, vol. 25, issue 1, 125 pages

Abstract: This paper tests for unit roots, cointegration, and Granger-causality in the exports-GDP nexus in Canada 1947-96, using both bivariate and trivariate models. Contrary to previous studies we cannot conclude that economic growth is either export-led, or output-driven, but rather that strong bi-directional causality exists between Canadian exports and GDP, and the GDP of its main trading partner, the United States.

Keywords: Economic growth; exports; cointegration; causality (search for similar items in EconPapers)
JEL-codes: F15 F43 (search for similar items in EconPapers)
Date: 2000-02-14
Note: received: April 1998/final version received: March 1999
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Citations: View citations in EconPapers (17)

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