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Does Cereal crops asymmetrically affect Agriculture gross domestic product in Pakistan? Using NARDL model approach Ciência Rural
Ali,Imad; Khan,Imran; Ali,Hashmat; Baz,Khan; Zhang,Qiangqiang; Khan,Ajab; Huo,Xuexi.
ABSTRACT: This study contributes to the extant literature on the nexus among rice, maize and wheat production with agriculture gross domestic product (AGDP) of Pakistan. We use time series data from 1970 to 2017 and employ the Non-linear Autoregressive Distributed Lag (NARDL) model. Short run and long run shocks between the selected variables and result’s is checked through the co-integration and nonlinear error correction model.Autoregressive distributed lag bound testing approach for co-integration and to find the relationship between variables Granger causality test is applied.Our results confirm co-integration, positive shocks results show that rice, maize and wheat production have significantly influence on AGDP. The asymmetrically positive shocks of...
Tipo: Info:eu-repo/semantics/article Palavras-chave: NARDL model; Asymmetric causality; Symmetric causality; Cereal crops; Pakistan AGDP.
Ano: 2020 URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-84782020000500403
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The impact of agriculture trade and exchange rate on economic growth of Pakistan: an NARDL and asymmetric analysis approach Ciência Rural
Ali,Imad; Khan,Imran; Ali,Hashmat; Baz,Khan; Zhang,Qiangqiang; Khan,Ajab; Huo,Xuexi.
ABSTRACT: This study contributes to the extant literature on the nexus among agriculture export, import exchange rate and economic growth in Pakistan. We used annual time series data for 1980-2017 and employ the Non-linear Autoregressive Distributed Lag (NARDL) model. The NARDL testing results affirms asymmetric co-integration among the variables. The study main results show: (i) Co-integration test for long run the positive shocks in export and import have positive significant while exchange rate has positive effect the economic growth. (ii) Co-integration test for short run the positive shocks in import has positive significant and while Export and exchange rate have negative significant effect on economic growth. The symmetrical results show: (i) Export...
Tipo: Info:eu-repo/semantics/article Palavras-chave: Economic growth; Agricultural export products; Agricultural import products and exchange rate; NARDL; Asymmetric relationship; Pakistan.
Ano: 2020 URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-84782020000400931
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