Chang, T.; Fang, W.; Liu, W.; Henry, Thompson - In: International Economic Journal 14 (2000) 2, pp. 151-160
Cointegration and vector autoregression are used to examine relationships among exports, imports, and income in Taiwan from 1971 to 1995. These three series are cointegrated. There is bidirectional Granger causality between exports and imports, and between imports and income. Impulse responses...