Table 6.

Results of the granger causality test

Variables(1)(2)(3)(4)(5)
Sustainability coursesSustainability publicationsCitationsSustainability spinoffsGreen patents
Yt-1−0.392*** (0.0415)−0.428*** (0.0431)−0.618*** (0.0395)−0.795*** (0.0470)−0.795*** (0.0470)
Yt-2−0.252*** (0.0492)−0.0106 (0.0497)−0.467*** (0.0475)−0.523*** (0.0518)−0.523*** (0.0518)
Yt-3−0.230*** (0.0573)0.0552 (0.0518)−0.356*** (0.0485)−0.249*** (0.0445)
Rankingt-10.175 (0.151)1.811 (1.450)129.9 (108.8)0.0835 (0.144)−0.182 (0.118)
Rankingt-2−0.233 (0.151)−2.731* (1.432)−55.64 (108.7)−0.0370 (0.172)−0.400*** (0.118)
Rankingt-30.235 (0.150)6.518*** (1.456)−258.3** (109.5)−0.613*** (0.119)
Sizet-10.0567 (0.0630)2.245*** (0.611)−102.7** (46.07)−0.0351 (0.0528)−0.0391 (0.0495)
THE-dummyt-1−0.224 (0.163)−1.668 (1.571)7.079 (119.7)−0.0561 (0.120)−0.0593 (0.128)
STEM-faculty ratiot-1−2.785 (3.647)−33.44 (34.96)4,135 (2,667)3.894 (3.588)0.311 (2.859)
Tuitiont-10.0215 (0.175)−1.931 (1.678)30.67 (128.1)−0.381* (0.220)0.0756 (0.137)
RUS−0.731*** (0.180)7.395*** (1.721)472.5*** (130.1)−0.153 (0.0991)0.246* (0.140)
PNRR1.627*** (0.126)0.991 (1.209)−1,267*** (90.83)−0.266* (0.0982)
Constant−0.00761 (0.127)5.618*** (1.243)128.8 (92.15)0.0325 (0.0733)−0.135 (0.0988)
Year-DummyYesYesYesYesYes
R-squared0.3100.2810.3750.4590.256
Note(s):

This table reports the causal impact of sustainability rankings on sustainability performance using a first-differences panel OLS model that also accounts for fixed effects. This analysis is used to test H1b. The dependent variable and key explanatory variables are included with a three-year lag structure, while the control variables are lagged by One year. In Model 4, only Two lags are used due to data limitations. Standard errors are reported in parentheses. ***p < 0.01, **p < 0.05, *p < 0.1

or Create an Account

Close Modal
Close Modal