Studying the Relationship Between Exports and Imports of Goods and Services in Iraq Using An Autoregressive Vector Model

Authors

  • Noor Al-Huda M. Thamer
  • Najlaa S. Ibrahim

DOI:

https://doi.org/10.55562/jrucs.v56i1.18

Keywords:

Granger test, Vector Autoregressive, Cointegration, Response function

Abstract

This study seeks to examine the relationship between two economic variables represented by the import and export chains of products and services in Iraq using a vector autoregressive model. Using the cointegration test, it was concluded that there is a short-term equilibrium relationship between the two variables, and through estimating the first-order autoregressive vector model that was chosen based on several statistical criteria to determine the rank of the model, as well as using the Granger M test, using the economic program Eviews10, it was found that That the two variables are independent of each other. By estimating the response function for shock analysis, it was discovered that both variables have positive and negative effects for both parties, that is, there is no significant effect of either variable on the other.

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Published

2025-01-05

How to Cite

Studying the Relationship Between Exports and Imports of Goods and Services in Iraq Using An Autoregressive Vector Model. (2025). Journal of Al-Rafidain University College For Sciences ( Print ISSN: 1681-6870 ,Online ISSN: 2790-2293 ), 56(1), 202-209. https://doi.org/10.55562/jrucs.v56i1.18