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

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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.

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Authors and Affiliations

  1. Department of Economics, Memorial University of Newfoundland, St. John's, Newfoundland, A1C 5S7 Canada (e-mail: wern@morgan.ucs.mun.ca), , , , , , CA

    C. Michael Wernerheim

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  1. C. Michael Wernerheim
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First version received: April 1998/final version received: March 1999

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Wernerheim, C. Cointegration and causality in the exports-GDP nexus: The post-war evidence for Canada. Empirical Economics 25, 111–125 (2000). https://doi.org/10.1007/s001810050006

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  • DOI: https://doi.org/10.1007/s001810050006

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