VECM granger causality results
| Dependent variable | ΔLGDP | ΔLSE | ΔLIIT | Error correction term |
|---|---|---|---|---|
| ΔLGDP | – | 4.689 (0.266) | 0.096 (0.095) | −0.408 (0.004) |
| ΔLSE | 6.127 (0.460) | – | 0.846 (0.654) | −0.059 (0.094) |
| ΔLIIT | 0.361 (0.834) | 0.915 (0.632) | – | −0.229 (0.150) |
| Dependent variable | ΔLGDP | ΔLSE | ΔLIIT | Error correction term |
|---|---|---|---|---|
| ΔLGDP | – | 4.689 (0.266) | 0.096 (0.095) | −0.408 (0.004) |
| ΔLSE | 6.127 (0.460) | – | 0.846 (0.654) | −0.059 (0.094) |
| ΔLIIT | 0.361 (0.834) | 0.915 (0.632) | – | −0.229 (0.150) |
Note: Figures in the Parenthesis are p-value
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