Studia i Prace WNEiZ US

Previously: Zeszyty Naukowe Uniwersytetu Szczecińskiego. Studia i Prace WNEiZ

ISSN: 2450-7733     eISSN: 2300-4096    OAI    DOI: 10.18276/sip.2016.45/2-36
CC BY-SA   Open Access   CEEOL

Issue archive / nr 45/2 2016
BADANIE PRZYCZYNOWOŚCI W SENSIE GRANGERA POMIĘDZY PRZEWOZAMI ŁADUNKÓW PRZEZ TRANSPORT SAMOCHODOWY A WZROSTEM GOSPODARCZYM NA PRZYKŁADZIE POLSKI
(Examination of Granger-causality between the road freight transport and economic growth on the example of Poland)

Authors: Elżbieta Szaruga
Uniwersytet Szczeciński
Keywords: road freight transport Granger-causality test VECM
Data publikacji całości:2016
Page range:12 (463-474)
Klasyfikacja JEL: C32 R41
Cited-by (Crossref) ?:

Abstract

The article carried out causality between the two economic categories, that is between the road freight transport and economic growth, based on the assumptions of the VECM and using the Granger-causality test. The examination on the example of Poland, covers the years: 1991–2013, was conducted. Furthermore, it was found (by the ADF and the Johansen Trace Test) that time series are integrated of order one or I(1). The stationarity of them can be achieved only after a double transformation; by first transforming to their logarithms and then their first difference. As a result of the examination, it was found that there is a unidirectional relationship between these categories in the long term. It can be argued that road freight transport is cause (in Granger sense) of economic growth in the long term, while long-term economic growth is not a cause road freight transport. In the case of short-term analysis, it can conclude that the road freight transport is the cause (in Granger sense) economic growth and vice versa (bidirectional relationship).
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