Cointegration among economic sectors: an analysis of sectoral growth interdependencies in the Philippines
| dc.contributor.advisor | Reside, Renato Jr. E. | |
| dc.contributor.author | Buenaventura, Jean C. | |
| dc.contributor.author | Rodillas, Ariane Mae E. | |
| dc.date.accessioned | 2024-11-04T02:10:55Z | |
| dc.date.available | 2024-11-04T02:10:55Z | |
| dc.date.issued | 2014-04 | |
| dc.description.abstract | This study analyzes the inter-sectoral linkages among agriculture, industry, and services in the case of the Philippine economy using the Johansen co-integration analysis. We found one cointegrating vector from 1982-2010, which indicates that there is a stable long-run relationship between the three economic sectors. After estimating a vector error correction model, we found that in the long-run, the agriculture sector has a negative relationship with industry, but it has a positive relationship with service. The short run results indicate that the signs of the relationship are consistent with the stable long-run equation. | |
| dc.identifier.uri | https://selib.upd.edu.ph/etdir/handle/123456789/808 | |
| dc.language.iso | en | |
| dc.subject | Economic sectors | |
| dc.subject | Sectoral growth | |
| dc.subject | Philippines | |
| dc.title | Cointegration among economic sectors: an analysis of sectoral growth interdependencies in the Philippines | |
| dc.type | Thesis |