The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 10 Statistical results of Granger causality (MWALD test)
From: Innovation, total factor productivity and economic growth in Pakistan: a policy perspective
Variables | Description | Chi square | df | Prob |
|---|---|---|---|---|
LPN | Does not Granger cause GDP | 12.960 | 2 | 0.002* |
LPR | Does not Granger cause GDP | 14.225 | 2 | 0.001* |
TFP | Does not Granger cause GDP | 25.358 | 2 | 0.000* |
GDP | Does not Granger cause LPN | 6.988 | 2 | 0.030** |
LPR | Does not Granger cause LPN | 7.853 | 2 | 0.021** |
TFP | Does not Granger cause LPN | 2.693 | 2 | 0.261 |
GDP | Does not Granger cause LPR | 11.588 | 2 | 0.003* |
LPN | Does not Granger cause LPR | 8.974 | 2 | 0.011* |
TFP | Does not Granger cause LPR | 5.823 | 2 | 0.054** |
GDP | Does not Granger cause TFP | 10.056 | 2 | 0.072*** |
LPN | Does not Granger cause TFP | 8.020 | 2 | 0.020** |
LPR | Does not Granger cause TFP | 0.509 | 2 | 0.775 |