Null Hypothesis:

Obs.

F-Statistic

Prob.

LNBANX does not Granger cause LNRGDP

86

8.55859

0.0004***

LNRGDP does not Granger cause LNBANX

1.78060

0.1751

LNCOCX does not Granger cause LNRGDP

86

6.37959

0.0027***

LNRGDP does not Granger cause LNCOCX

4.67401

0.0120**

LNPINX does not Granger cause LNRGDP

86

1.38992

0.2550

LNRGDP does not Granger cause LNPINX

1.32449

0.2716