A Systems View Across Time and Space
Table 1 Ganger causality test
From: The impact of savings on economic growth in a developing country (the case of Kosovo)
Pairwise Granger causality tests Date: August 17, 2018; Time: 09:48 Sample: 2010–2017 Lags: 2 | |||
|---|---|---|---|
Null hypothesis: | Obs | F-statistic | Prob. |
Deposits does not Granger cause GDP | 6 | 952.073 | 0.0229 |
GDP does not Granger cause DEPOSITS | 58.3679 | 0.0922 | |
Credits does not Granger cause GDP | 6 | 41.9991 | 0.1085 |
GDP does not Granger cause CREDITS | 2.47142 | 0.4102 | |
Remittances does not Granger cause GDP | 6 | 0.71625 | 0.6412 |
GDP does not Granger cause remittances | 1.65366 | 0.4818 | |
Credits does not Granger cause deposits | 6 | 6.64755 | 0.2645 |
Deposits does not Granger cause credits | 5.40781 | 0.2909 | |
Remittances does not Granger cause deposits | 6 | 1.65669 | 0.4815 |
Deposits does not Granger cause remittances | 2.83038 | 0.3875 | |
Remittances does not Granger cause credits | 6 | 5.05721 | 0.3000 |
Credits does not Granger cause remittances | 3.98526 | 0.3339 | |