Table 7 PVAR Granger causality between... | Emerald Publishing

Table 7

PVAR Granger causality between variables (model 1)

Null hypothesis of no causality		F-stat	Null hypothesis of no causality		F-stat
AI_GOV	L. BRAIN_DRAIN	1.500	GDPPPG	L.AI_GOV	8.998***
AI_GOV	L.ICT_SPEC	0.060	GDPPPG	L. BRAIN_DRAIN	0.976
AI_GOV	L.GDPPPG	0.104	GDPPPG	L. ICT_SPEC	9.216***
AI_GOV	L.GOVEXPG	6.899***	GDPPPG	L.GOVEXPG	0.500
AI_GOV	L.REG_QUAL	1.353	GDPPPG	L.REG_QUAL	0.592
AI_GOV	all	10.840*	GDPPPG	all	38.138***
BRAIN_DRAIN	L.AI_GOV	1.104	GOVEXPG	L.AI_GOV	0.027
BRAIN_DRAIN	L.ICT_SPEC	1.907	GOVEXPG	L. BRAIN_DRAIN	0.443
BRAIN_DRAIN	L.GDPPPG	0.102	GOVEXPG	L. ICT_SPEC	2.512
BRAIN_DRAIN	L.GOVEXPG	0.865	GOVEXPG	L. GDPPPG	6.771***
BRAIN_DRAIN	L.REG_QUAL	0.215	GOVEXPG	L.REG_QUAL	0.644
BRAIN_DRAIN	all	12.035**	GOVEXPG	all	14.351**
ICT_SPEC	L.AI_GOV	1.087	REG_QUAL	L.AI_GOV	1.994
ICT_SPEC	L. BRAIN_DRAIN	0.029	REG_QUAL	L. BRAIN_DRAIN	0.495
ICT_SPEC	L.GDPPPG	0.712	REG_QUAL	L. ICT_SPEC	0.543
ICT_SPEC	L.GOVEXPG	0.011	REG_QUAL	L. GDPPPG	0.249
ICT_SPEC	L.REG_QUAL	0.082	REG_QUAL	L. GOVEXPG	0.025
ICT_SPEC	all	2.739	REG_QUAL	all	2.938

Null hypothesis of no causality		F-stat	Null hypothesis of no causality		F-stat
AI_GOV	L. BRAIN_DRAIN	1.500	GDPPPG	L.AI_GOV	8.998***
AI_GOV	L.ICT_SPEC	0.060	GDPPPG	L. BRAIN_DRAIN	0.976
AI_GOV	L.GDPPPG	0.104	GDPPPG	L. ICT_SPEC	9.216***
AI_GOV	L.GOVEXPG	6.899***	GDPPPG	L.GOVEXPG	0.500
AI_GOV	L.REG_QUAL	1.353	GDPPPG	L.REG_QUAL	0.592
AI_GOV	all	10.840*	GDPPPG	all	38.138***
BRAIN_DRAIN	L.AI_GOV	1.104	GOVEXPG	L.AI_GOV	0.027
BRAIN_DRAIN	L.ICT_SPEC	1.907	GOVEXPG	L. BRAIN_DRAIN	0.443
BRAIN_DRAIN	L.GDPPPG	0.102	GOVEXPG	L. ICT_SPEC	2.512
BRAIN_DRAIN	L.GOVEXPG	0.865	GOVEXPG	L. GDPPPG	6.771***
BRAIN_DRAIN	L.REG_QUAL	0.215	GOVEXPG	L.REG_QUAL	0.644
BRAIN_DRAIN	all	12.035**	GOVEXPG	all	14.351**
ICT_SPEC	L.AI_GOV	1.087	REG_QUAL	L.AI_GOV	1.994
ICT_SPEC	L. BRAIN_DRAIN	0.029	REG_QUAL	L. BRAIN_DRAIN	0.495
ICT_SPEC	L.GDPPPG	0.712	REG_QUAL	L. ICT_SPEC	0.543
ICT_SPEC	L.GOVEXPG	0.011	REG_QUAL	L. GDPPPG	0.249
ICT_SPEC	L.REG_QUAL	0.082	REG_QUAL	L. GOVEXPG	0.025
ICT_SPEC	all	2.739	REG_QUAL	all	2.938

Note(s): ***, ** and * denote significance at 1, 5 and 10 percent level respectively

Source(s): Authors’ processing