Multivariate Time Series Analysis of Industry Development Indicators in Ethiopia

Author:

Dagnew Getachew Abate1,Abate Ashenafi2,Lakew Demeke2,Beletew Demsew1

Affiliation:

1. Mekdela Amba University

2. Bahir Dar University

Abstract

Abstract

Background Industry development indicators are metrics that are used to evaluate an industry's growth and performance. This study's primary goal was to evaluate the relationship among Ethiopia's industry development indicators using a multivariate time series model based on World Bank data covering the years 1982–2021. Method Annual data covering the years 1982–2021 were used in a time series approach. A vector auto-regressive model was performed for interdependency modeling. Certain elements of the relationships between the variables of interest are frequently analyzed using structural vector autoregressive techniques. Results The results of the vector autoregressive model indicated that the current industry growth is positively related to one period lagged value of itself, industry GDP and manufacturing exports. And also, there exists a positive relationship between manufacturing exports and the first lag of itself, industry growth and manufacturing GDP. For a 1% increase in manufacturing exports, the industry growth rate increased by 0.37% in natural logarithms on average, ceteris paribus. Conclusion The current manufacturing growth of Ethiopia is significantly affected by the first lag of industry growth, industry GDP, manufacturing exports, and manufacturing GDP. And also, there is a unidirectional causality from industry growth to industry GDP, industry growth to manufacturing growth, manufacturing exports to industry growth, manufacturing exports to industry GDP, manufacturing growth to industry GDP, manufacturing exports to manufacturing growth, and manufacturing GDP to manufacturing growth in the short run.

Publisher

Springer Science and Business Media LLC

Reference34 articles.

1. Agegnew, A., Gujral, T.: Determinants Of Profitability: Evidence From Selected Manufacturing Company In Hawassa, Ethiopia. 6(6), 8309–8322. (2022)

2. Manufacturing Value-Added (MVA) Share Development in Ethiopia: Causes and Determinants;Alemnew Mekonnen Wolde;China-USA Bus. Rev.,2022

3. Analysis of the performance of the manufacturing industry sector in east Java Province and implications for strategy preparation;Anggriawan R;Int. J. Sci. Technol. Res.,2019

4. Patterns of Manufacturing Growth in Sub-Saharan Africa: From Colonization to the Present;Austin G;Spread Mod. Ind. Periphery since,2017

5. CSA: Compilation of Economic Statistics in Ethiopia. July. (2022)

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3