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Panel cointegration analysis and generalized Causality of HYV Boro production of six different districts of Bangladesh.

Boro rice of High Yielding Variety (HYV) is cultivated all over the country and has an important role in supplying the food requirements for the inhabitants of Bangladesh. Various researchers have investigated the relationship among some variables by cointegration/multicointegration technique using...

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Main Authors: Shitan, Mahendran, Karmokar, Provash Kumar
Format: Article
Language:English
Published: 2011
Online Access:http://psasir.upm.edu.my/id/eprint/24260/
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spelling my.upm.eprints.242602013-10-03T08:10:34Z http://psasir.upm.edu.my/id/eprint/24260/ Panel cointegration analysis and generalized Causality of HYV Boro production of six different districts of Bangladesh. Shitan, Mahendran Karmokar, Provash Kumar Boro rice of High Yielding Variety (HYV) is cultivated all over the country and has an important role in supplying the food requirements for the inhabitants of Bangladesh. Various researchers have investigated the relationship among some variables by cointegration/multicointegration technique using Dickey Fuller (DF) and Augmented Dickey Fuller (ADF) Unit Root Test within the Error Correction Model (ECM) framework. In view of Im, Pesaran and Shin, panel unit root test is used in the present study, to test the stationarity of the data set of the six districts of Bangladesh. The six districts are Rajshahi, Rangpur, Jessore, Barisal, Mymensingh and Dinajpur. The variables for each of these districts are the yields of Boro rice. We denote these variables as Yraj, Yran, Yjes, Ybar, Ymym and Ydin, respectively for the six districts. Further, Generalized Granger casualty has been judged within the ECM framework. Our study revealed that a cointegrating relationship exist between Yraj and Yran. Further, we also found Generalized Granger Causality from HYV Boro rice production of Rangpur to HYV Boro rice production of Rajshahi within the ECM framework. 2011 Article PeerReviewed Shitan, Mahendran and Karmokar, Provash Kumar (2011) Panel cointegration analysis and generalized Causality of HYV Boro production of six different districts of Bangladesh. Pakistan Journal of Statistics, 27 (3). pp. 299-305. ISSN 1012-9367 English
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
description Boro rice of High Yielding Variety (HYV) is cultivated all over the country and has an important role in supplying the food requirements for the inhabitants of Bangladesh. Various researchers have investigated the relationship among some variables by cointegration/multicointegration technique using Dickey Fuller (DF) and Augmented Dickey Fuller (ADF) Unit Root Test within the Error Correction Model (ECM) framework. In view of Im, Pesaran and Shin, panel unit root test is used in the present study, to test the stationarity of the data set of the six districts of Bangladesh. The six districts are Rajshahi, Rangpur, Jessore, Barisal, Mymensingh and Dinajpur. The variables for each of these districts are the yields of Boro rice. We denote these variables as Yraj, Yran, Yjes, Ybar, Ymym and Ydin, respectively for the six districts. Further, Generalized Granger casualty has been judged within the ECM framework. Our study revealed that a cointegrating relationship exist between Yraj and Yran. Further, we also found Generalized Granger Causality from HYV Boro rice production of Rangpur to HYV Boro rice production of Rajshahi within the ECM framework.
format Article
author Shitan, Mahendran
Karmokar, Provash Kumar
spellingShingle Shitan, Mahendran
Karmokar, Provash Kumar
Panel cointegration analysis and generalized Causality of HYV Boro production of six different districts of Bangladesh.
author_facet Shitan, Mahendran
Karmokar, Provash Kumar
author_sort Shitan, Mahendran
title Panel cointegration analysis and generalized Causality of HYV Boro production of six different districts of Bangladesh.
title_short Panel cointegration analysis and generalized Causality of HYV Boro production of six different districts of Bangladesh.
title_full Panel cointegration analysis and generalized Causality of HYV Boro production of six different districts of Bangladesh.
title_fullStr Panel cointegration analysis and generalized Causality of HYV Boro production of six different districts of Bangladesh.
title_full_unstemmed Panel cointegration analysis and generalized Causality of HYV Boro production of six different districts of Bangladesh.
title_sort panel cointegration analysis and generalized causality of hyv boro production of six different districts of bangladesh.
publishDate 2011
url http://psasir.upm.edu.my/id/eprint/24260/
_version_ 1643828307191398400
score 13.211869

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