Null hyphotesis

Terms of lag (k + d)

Chi²

P-value

lnPROD does not Granger causes lnUN

3 + 1

9.0550**

0.0286

lnUN does not Granger causes lnPROD

3 + 1

5.4605

0.1410

INFL does not Granger causes lnUN

6 + 1

26.2257***

0.0002

lnUN does not Granger causes INFL

6 + 1

3.2543

0.7763

RATE does not Granger causes lnUN

6 + 1

10.2024

0.1164

lnUN does not Granger causes RATE

6 + 1

5.2491

0.5123

lnINV does not Granger causes lnUN

3 + 1

4.4030

0.2211

lnUN does not Granger causes lnINV

3 + 1

3.4898

0.3221

lnEXP does not Granger causes lnUN

7 + 1

16.7315**

0.0192

lnUN does not Granger causes lnEXP

7 + 1

37.2497***

0.0000

lnEXCH does not Granger causes lnUN

3 + 1

4.4030

0.2211

lnUN does not Granger causes lnEXCH

3 + 1

3.4898

0.3221