Exports in Mexico: an Analysis of Cointegration and Causality (1980-2012)
This article analyzes the relationship between exports and output using econometric multivariate time series techniques (the Johansen cointegration test and Granger causality analysis). Using an error-correction model estimate, the authors show the long-term relationship between Mexico’s exports and...
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| Format: | Article |
| Language: | English |
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Universidad Nacional Autónoma de México
2022-06-01
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| Series: | Norteamérica |
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| Online Access: | https://www.revistanorteamerica.unam.mx/index.php/nam/article/view/226 |
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| author | Miguel Heras Villanueva Carlos Gómez Chiñas |
| author_facet | Miguel Heras Villanueva Carlos Gómez Chiñas |
| author_sort | Miguel Heras Villanueva |
| collection | DOAJ |
| description | This article analyzes the relationship between exports and output using econometric multivariate time series techniques (the Johansen cointegration test and Granger causality analysis). Using an error-correction model estimate, the authors show the long-term relationship between Mexico’s exports and gdp as well as the causality between these variables. This makes it possible to elucidate the kind of trade the country carries out, one of the causes of its low growth over the last three decades. |
| format | Article |
| id | doaj-art-65c2d276c9324ec8be01e3f044671a09 |
| institution | Kabale University |
| issn | 1870-3550 2448-7228 |
| language | English |
| publishDate | 2022-06-01 |
| publisher | Universidad Nacional Autónoma de México |
| record_format | Article |
| series | Norteamérica |
| spelling | doaj-art-65c2d276c9324ec8be01e3f044671a092025-08-20T03:52:48ZengUniversidad Nacional Autónoma de MéxicoNorteamérica1870-35502448-72282022-06-0110110.20999/nam.2015.a004Exports in Mexico: an Analysis of Cointegration and Causality (1980-2012)Miguel Heras Villanueva0Carlos Gómez ChiñasFacultad de Economía de la UNAMThis article analyzes the relationship between exports and output using econometric multivariate time series techniques (the Johansen cointegration test and Granger causality analysis). Using an error-correction model estimate, the authors show the long-term relationship between Mexico’s exports and gdp as well as the causality between these variables. This makes it possible to elucidate the kind of trade the country carries out, one of the causes of its low growth over the last three decades.https://www.revistanorteamerica.unam.mx/index.php/nam/article/view/226causalitycointegrationtradegrowthexportsimports |
| spellingShingle | Miguel Heras Villanueva Carlos Gómez Chiñas Exports in Mexico: an Analysis of Cointegration and Causality (1980-2012) Norteamérica causality cointegration trade growth exports imports |
| title | Exports in Mexico: an Analysis of Cointegration and Causality (1980-2012) |
| title_full | Exports in Mexico: an Analysis of Cointegration and Causality (1980-2012) |
| title_fullStr | Exports in Mexico: an Analysis of Cointegration and Causality (1980-2012) |
| title_full_unstemmed | Exports in Mexico: an Analysis of Cointegration and Causality (1980-2012) |
| title_short | Exports in Mexico: an Analysis of Cointegration and Causality (1980-2012) |
| title_sort | exports in mexico an analysis of cointegration and causality 1980 2012 |
| topic | causality cointegration trade growth exports imports |
| url | https://www.revistanorteamerica.unam.mx/index.php/nam/article/view/226 |
| work_keys_str_mv | AT miguelherasvillanueva exportsinmexicoananalysisofcointegrationandcausality19802012 AT carlosgomezchinas exportsinmexicoananalysisofcointegrationandcausality19802012 |