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Year 2013, Volume: 3 Issue: 4, 41 - 51, 01.12.2013

Halil Altıntas Melike Kum

Abstract

Multivariate Granger Causality between Electricity Generation, Exports, Prices and Economic Growth in Turkey

Year 2013, Volume: 3 Issue: 4, 41 - 51, 01.12.2013

Halil Altıntas Melike Kum

Abstract

This study is the first employing annual data for Turkey from 1970 to 2010 to examine the short and long-run causal relationship between economic growth, electricity generation, exports and prices in a multivariate model. According to the bounds test results, when electricity generation and economic growth are the dependent variable there are two cointegrating relationships. According to the results, long-run equilibrium relationship and long-term causality are found between economic growth, electricity generation, export and price. Hence, in the short-run, there are bi-directional causalities between economic growth- electricity generation, economic growth-export and electricity generation-export with feedback effect.

Keywords

Electricity generation economic growth bounds testing Granger causality Turkey.

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Details

Primary Language English
Subjects Engineering
Other ID JA98TB78NP
Journal Section Research Article
Authors

Halil Altıntas This is me

Melike Kum This is me

Publication Date December 1, 2013
Published in Issue Year 2013 Volume: 3 Issue: 4

Cite

APA Altıntas, H., & Kum, M. (2013). Multivariate Granger Causality between Electricity Generation, Exports, Prices and Economic Growth in Turkey. International Journal of Energy Economics and Policy, 3(4), 41-51.
AMA Altıntas H, Kum M. Multivariate Granger Causality between Electricity Generation, Exports, Prices and Economic Growth in Turkey. IJEEP. December 2013;3(4):41-51.
Chicago Altıntas, Halil, and Melike Kum. “Multivariate Granger Causality Between Electricity Generation, Exports, Prices and Economic Growth in Turkey”. International Journal of Energy Economics and Policy 3, no. 4 (December 2013): 41-51.
EndNote Altıntas H, Kum M (December 1, 2013) Multivariate Granger Causality between Electricity Generation, Exports, Prices and Economic Growth in Turkey. International Journal of Energy Economics and Policy 3 4 41–51.
IEEE H. Altıntas and M. Kum, “Multivariate Granger Causality between Electricity Generation, Exports, Prices and Economic Growth in Turkey”, IJEEP, vol. 3, no. 4, pp. 41–51, 2013.
ISNAD Altıntas, Halil - Kum, Melike. “Multivariate Granger Causality Between Electricity Generation, Exports, Prices and Economic Growth in Turkey”. International Journal of Energy Economics and Policy 3/4 (December 2013), 41-51.
JAMA Altıntas H, Kum M. Multivariate Granger Causality between Electricity Generation, Exports, Prices and Economic Growth in Turkey. IJEEP. 2013;3:41–51.
MLA Altıntas, Halil and Melike Kum. “Multivariate Granger Causality Between Electricity Generation, Exports, Prices and Economic Growth in Turkey”. International Journal of Energy Economics and Policy, vol. 3, no. 4, 2013, pp. 41-51.
Vancouver Altıntas H, Kum M. Multivariate Granger Causality between Electricity Generation, Exports, Prices and Economic Growth in Turkey. IJEEP. 2013;3(4):41-5.