التحليل الإحصائي القياسي للعلاقة بين الناتج المحلي الإجمالي والبطالة والتضخم باستخدام اختبار السببية ومنهجية التكامل المشترك ونموذج تصحيح الخطأ

Abstract

This study aims to analyze relationship between the gross domestic product (GDP), unemployment (UPY) and inflation (INF) in Yemen during the period from 1991 to 2014.The analysis employs econometric tools including Granger causality test,Error Correction Model (ECM).The results indicate that the economic variables under study are Stationary at level ,meaning they are  integrated of order Zero I (0).

The cointegration test reveals the existence of a siriables at the 5% significance level. Granger Causality test results show a unidirectional causal relationship running from unemployment to GDP,while no causal relationship was found between either of these variables and inflation .

Furthermore,the fidings suggest that a 1% increase in the unemployment rate leads to a 1,396%decrease in GDP.The error correction term indicates that the deviation from thelong-run equilibrium between UPY and GDP are corrected at a speed of  9,89% annually, reflecting a moderate pace of adjustment toward equilibrium.

This study contributes to clarifying the relationship between GDP,Unemployment,and inflation in Yemen ,thereby supporting  policymakers in designing more effective economic policies