Causality Between Determinants of Gdp & Forecasting Using Econometric Modelling - Vecm Approach

被引：0

作者：

Joshi, Vikram K. ^{[1
]}

机构：

[1] Shri Ramdeobaba Coll Engn & Management, DMT, Nagpur, Maharashtra, India

来源：

BIOSCIENCE BIOTECHNOLOGY RESEARCH COMMUNICATIONS | 2020年 / 13卷 / 14期

关键词：

GROSS DOMESTIC PRODUCT; INDEX OF INDUSTRIAL PRODUCTION; EXCHANGE RATE; CONSUMER PRICE INDEX; VECM;

D O I：

10.21786/bbrc/13.14/81

中图分类号：

Q81 [生物工程学（生物技术）]; Q93 [微生物学];

学科分类号：

071005 ; 0836 ; 090102 ; 100705 ;

摘要：

The study examines the causality of GDP, exchange rate, inflation and index of industrial production in India over the period 2012:Q1 to 2019:Q4. The causality is examined using the Vector Error Correction Model (VECM). An open source software Gretl is used for analysis of data. The study confirms the existence of unidirectional causality from exchange rate, inflation and industrial production to GDP in the long run. There exists a bidirectional causality between gross domestic product and industrial production, and unidirectional causality between GDP and exchange rate and GDP and inflation in the short run.

引用

页码：351 / 356

页数：6

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