A Trivariate Causality Test: A Case Study in Cameroon

• 作者: Francis Djanna Koffi Jean Gaston Tamba Max Ndame Michel Lissouck Ngwa Engelbert Afuoti
• 来源期刊: 应用数学(英文)
• 学科: 医学
• 关键词: CAUSALITY Coitegration VECM Cameroon
• 年，卷（期）: 2014,（13）
• 页码范围: 2028-2033
• 页数: 6页
• 分类号: R73

摘要

In this paper, we examine the causal relationship between diesel consumption, CO2 emissions and GDP in Cameroon during the period 1975-2008. Cointegration and vector error-correction modelling techniques are used in this study. ADF tests show that the series, after logarithmic transformation, are non-stationary and integrated of order one.This study finds the presence of a long-run equilibrium relationship between the variables. The results of the Granger-causality tests for time series have been estimated.