International Journal of Agronomy and Plant Production, Volume (4), No (12), Year (2013-6) , Pages (3226-3230)

Title : ( The Review of Asymmetrical Cointegration Relationship between Agriculture and Economic Growth in Iran by Using TAR and M-TAR Models )

Authors: Hosein Mohammadi , SASAN TORABI ,

Citation: BibTeX | EndNote

The present study attempts to analyze the asymmetrical cointegration between agriculture and economic growth in Iran using Enders & Siklos (2001) method and some other techniques available for time series econometrics. To this end, first the Kwiatkowski-Phillips-Schmidt-Shin (KPSS) unit root test and then the Engle Grenger (EG) cointegration test were applied respectively to study the stationarity of the pattern variables, and long run and equilibrium relation after ascertaining the stationarity position of the variables.The results show the long run and equilibrium relation between variables. But the Engle Grenger cointegration test encounters to speciosity error in symmetrical cointegration (Nonlinear relation). So for investigating this relation and following from Enders & Siklos method, both of Threshold Autoregressive (TAR) and Momentum-Threshold Autoregressive (M-TAR) models were used for asymmetrical cointegration. The results of estimating two mentioned patterns also show the asymmetrical cointegration among variables.

Keywords

, Agriculture, Asymmetrical Cointegration, Economical Growth, Iran, Momentum –threshold autoregressive, Threshold
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@article{paperid:1046770,
author = {Mohammadi, Hosein and TORABI, SASAN},
title = {The Review of Asymmetrical Cointegration Relationship between Agriculture and Economic Growth in Iran by Using TAR and M-TAR Models},
journal = {International Journal of Agronomy and Plant Production},
year = {2013},
volume = {4},
number = {12},
month = {June},
issn = {2051-1914},
pages = {3226--3230},
numpages = {4},
keywords = {Agriculture; Asymmetrical Cointegration; Economical Growth; Iran; Momentum –threshold autoregressive; Threshold autoregressive},
}

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%0 Journal Article
%T The Review of Asymmetrical Cointegration Relationship between Agriculture and Economic Growth in Iran by Using TAR and M-TAR Models
%A Mohammadi, Hosein
%A TORABI, SASAN
%J International Journal of Agronomy and Plant Production
%@ 2051-1914
%D 2013

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