AN ANALYSIS OF THE CAUSAL RELATIONSHIP BETWEEN EXPORT, IMPORT, LOANS AND EMPLOYMENT IN THE AGRICULTURAL SECTOR IN KYRGYZSTAN USING THE METHOD OF VECTOR AUTOREGRESSION

The purpose of this paper is to analyze the causal relationship between export,import, loans and employment in the agricultural sector in Kyrgyzstan. In the analysis we used annual time series in 2000 – 2015 years. The data was obtained from the official site of the Statistical Committee of Kyrgyzstan. Temporary data have been investigated by means of an econometric model VAR (vector autoregression model). To test the stationarity of the time series was used ADF unit root test. VAR analysis results showed unilateral causal relationships between the export and import, between the import, loans and employment in the agricultural sector in in Kyrgyzstan. In addition, a result of regression analysis show that loans in the agricultural sector have a positive impact on exports in the sector.

Anahtar Kelimeler:

agricultural sector, export, import, loans, Granger-causality test VAR model, regression analysis

AN ANALYSIS OF THE CAUSAL RELATIONSHIP BETWEEN EXPORT,IMPORT, LOANS AND EMPLOYMENT IN THE AGRICULTURAL SECTOR INKYRGYZSTAN USING THE METHOD OF VECTOR AUTOREGRESSION

Keywords:

agricultural sector, export, import, loans, Granger-causality test VAR model, regression analysis,

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