Testing for Granger non-causality in heterogeneous panels
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Financial inclusion Granger causes economic growth at a 5% level of significance.
“Wald statistic (Juodis et al. 2021) and Z-bar statistic (Dumitrescu and Hurlin 2012) causality analysis results above indicated that financial inclusion Granger causes economic growth at a 5% level of significance, indicating the existence of causality that runs from financial inclusion to economic growth.”
From Financial Inclusion and Economic Growth in Sub-Saharan Africa—A Panel ARDL and Granger Non-Causality Approach (2023) · cites this paper as Dumitrescu and Hurlin 2012
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- Authors
- Dumitrescu, E.-I., & Hurlin, C.
- Affiliations
- Université d'Orléans (FR)
- Corresponding author
- Hurlin, Christophe
- Venue
- Economic Modelling
- Publisher
- Elsevier BV
- Published
- 2012-07
- Volume
- 29
- Issue
- 4
- Pages
- 1450-1460
- ISSN
- 0264-9993 (ISSN-L)
- OpenAlex
- W2023668736
- Cited by
- 5,922
- References
- 18
- Citations by year
- 2026: 710 · 2025: 796 · 2024: 788 · 2023: 969 · 2022: 815 · 2021: 635 · 2020: 447 · 2019: 289 · 2018: 180 · 2017: 105 · 2016: 71 · 2015: 46 · 2014: 31 · 2013: 17 · 2012: 8
- FWCI
- 78.05
- Type
- journal article
- Language
- en
- Open access
- green
- shs.hal.science
- Licence
- Locations
- Economic Modelling (publishedVersion)
- HAL (submittedVersion, other-oa)
- HAL (submittedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
- Social Sciences › Economics, Econometrics and Finance › General Economics, Econometrics and Finance › Monetary Policy and Economic Impact
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Risk and Volatility Modeling
- Keywords
- Granger non-causality, heterogeneous panel data, Wald statistic, cross-sectional dependence, small sample properties
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