Export-output growth nexus using threshold VAR and VEC models: Empirical evidence from Thailand

• Main Authors: Arisara Romyen, Jianxu Liu, Songsak Sriboonchitta
• Format: Journal
• Published: 2019
• Subjects: Economics, Econometrics and Finance; Social Sciences
• Online Access: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85067892530&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/65570
• Institution: Chiang Mai University

© 2019 by the authors. This paper explores the relationship between export, import, and output for Thailand over the period from 1990 to 2017. The threshold vector autoregressive (VAR) and threshold vector error correction (VEC) models were applied. The empirical evidence confirms that the export-le...