The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 6 Granger causality test
Null Hypothesis | F-statistics | [Prob. value] | Causality | ||
|---|---|---|---|---|---|
Capital regulation | → | Banking risk‐taking | 2.381** | [0.023] | Yes |
Credit risk | → | Banking risk‐taking | 5.424*** | [0.000] | Yes |
Inefficiency | → | Banking risk‐taking | 4.446*** | [0.000] | Yes |
Market power | → | Banking risk‐taking | 2.345** | [0.021] | Yes |
Income divarication | → | Banking risk‐taking | 5.135*** | [0.001] | Yes |
Financial development | → | Banking risk‐taking | 4.354*** | [0.000] | Yes |
Deposit insurance | → | Banking risk‐taking | 5.112*** | [0.001] | Yes |
Political risk | → | Banking risk‐taking | 2.425** | [0.021] | Yes |
Economic risk | → | Banking risk‐taking | 4.216*** | [0.001] | Yes |