استخدام منهجية الانحدار الذاتي للفجوات الزمنية ARDL لدراسة أثر الناتج المحلي الإجمالي على بعض المتغيرات الاقتصادية في اليمن للفترة (1990 م 2013 م)‎

Abstract EN

This study aims to determine the relationship between some economic variables represented by (gross domestic product, imports, exports and investment) in Yemen for the period (1990-2015).

In this study, the unit root was used to determine the stability of the time series of the variables under study, as it became clear that the variables were stable in the first difference for all the variables of the study, and therefore it was concluded that the series of variables were integrated in the first degree (1), and the use of the ARDL method revealed About the existence of a long-term equilibrium relationship between the variables, which means that they are not far from each other so much that they show similar behavior.

As for the error correction model, the correction of the estimated negative and significant error statistically indicated that there is a long-term equilibrium relationship that is corrected every year by (5.176%) and that the causal relationship is directed from gross domestic product to imports, and from exports to GDP, and also from Exports to imports The study also showed that the estimated model was devoid of standard problems of self-correlation and the problem of variance instability, and it also showed the structural stability of the model's parameters and their suitability.