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The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Journal of Economic Structures Cover Image

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
  1. Where *** and *** symbolize 1%, 5% and 10% level of significance
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