Multivariate Cointegration and Causality between Exports, Electricity Consumption and Real Income per Capita: Recent Evidence from Japan

Volume: 1 Number: 3 September 1, 2011
  • Janesh Sami
International Journal of Energy Economics and Policy Cover
International Journal of Energy Economics and Policy
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Multivariate Cointegration and Causality between Exports, Electricity Consumption and Real Income per Capita: Recent Evidence from Japan

Abstract

The current literature on the relationship between electricity, exports and economic growth is mixed. This paper examines the relationship between exports, electricity consumption and real income per capita in Japan using time series data from 1960-2007.We applied bounds testing procedure developed by Pesaran et al., (2001) and found that there is cointegrating relationship between electricity consumption ,exports and economic growth. On establishing cointegration, the causal relationship electricity consumption, exports and economic investigation was investigated within a Vector Error Correction Model (VECM) framework. We found that in the long run, there is causality from exports and real GDP per capita to electricity consumption.

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Primary Language

English

Subjects

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Journal Section

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Authors

Janesh Sami This is me

Publication Date

September 1, 2011

Submission Date

September 1, 2011

Acceptance Date

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Published in Issue

Year 2011 Volume: 1 Number: 3

IZ

https://izlik.org/JA28UE67EC

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RIS / Bibtex
APA
Sami, J. (2011). Multivariate Cointegration and Causality between Exports, Electricity Consumption and Real Income per Capita: Recent Evidence from Japan. International Journal of Energy Economics and Policy, 1(3), 59-68. https://izlik.org/JA28UE67EC
AMA
1.Sami J. Multivariate Cointegration and Causality between Exports, Electricity Consumption and Real Income per Capita: Recent Evidence from Japan. IJEEP. 2011;1(3):59-68. https://izlik.org/JA28UE67EC
Chicago
Sami, Janesh. 2011. “Multivariate Cointegration and Causality Between Exports, Electricity Consumption and Real Income Per Capita: Recent Evidence from Japan”. International Journal of Energy Economics and Policy 1 (3): 59-68. https://izlik.org/JA28UE67EC.
EndNote
Sami J (September 1, 2011) Multivariate Cointegration and Causality between Exports, Electricity Consumption and Real Income per Capita: Recent Evidence from Japan. International Journal of Energy Economics and Policy 1 3 59–68.
IEEE
[1]J. Sami, “Multivariate Cointegration and Causality between Exports, Electricity Consumption and Real Income per Capita: Recent Evidence from Japan”, IJEEP, vol. 1, no. 3, pp. 59–68, Sept. 2011, [Online]. Available: https://izlik.org/JA28UE67EC
ISNAD
Sami, Janesh. “Multivariate Cointegration and Causality Between Exports, Electricity Consumption and Real Income Per Capita: Recent Evidence from Japan”. International Journal of Energy Economics and Policy 1/3 (September 1, 2011): 59-68. https://izlik.org/JA28UE67EC.
JAMA
1.Sami J. Multivariate Cointegration and Causality between Exports, Electricity Consumption and Real Income per Capita: Recent Evidence from Japan. IJEEP. 2011;1:59–68.
MLA
Sami, Janesh. “Multivariate Cointegration and Causality Between Exports, Electricity Consumption and Real Income Per Capita: Recent Evidence from Japan”. International Journal of Energy Economics and Policy, vol. 1, no. 3, Sept. 2011, pp. 59-68, https://izlik.org/JA28UE67EC.
Vancouver
1.Janesh Sami. Multivariate Cointegration and Causality between Exports, Electricity Consumption and Real Income per Capita: Recent Evidence from Japan. IJEEP [Internet]. 2011 Sep. 1;1(3):59-68. Available from: https://izlik.org/JA28UE67EC