This paper uses the bivariate cointegration and causality analysis based on
the Engle-Granger two steps, Johansen, Toda-Yamamoto, and Hsiao’s Granger
procedures to analyze the relationship between the economic growth and the import in
Malaysia from 1970 to 2007. Results show that there is no cointegration exists between
economic growth and import, but there exists bilateral causality between economic
growth and import. Results also show that import could indirectly contribute to
economic growth, and economic growth could also directly contribute to import. These
findings may be vital for future economic growth policy.