Pre-crisis group | ||
Null Hypothesis: | F-Statistic | Prob. |
does not Granger Cause ** | 7.202 | 0.001 |
does not Granger Cause | 1.660 | 0.196 |
does not Granger Cause | 3.735 | 0.028 |
does not Granger Cause | 3.876 | 0.024 |
does not Granger Cause | 21.110 | 0.000 |
does not Granger Cause | 5.413 | 0.006 |
does not Granger Cause | 0.164 | 0.849 |
does not Granger Cause | 0.444 | 0.643 |
does not Granger Cause | 0.299 | 0.742 |
does not Granger Cause ** | 3.587 | 0.032 |
does not Granger Cause | 2.496 | 0.088 |
does not Granger Cause | 4.263 | 0.017 |
Post-crisis group | ||
Null Hypothesis: | F-Statistic | Prob. |
does not Granger Cause | 1.745 | 0.190 |
does not Granger Cause | 0.273 | 0.763 |
does not Granger Cause | 0.997 | 0.379 |
does not Granger Cause | 0.225 | 0.800 |
does not Granger Cause | 3.647 | 0.036 |
does not Granger Cause | 0.892 | 0.419 |
does not Granger Cause | 0.355 | 0.704 |
does not Granger Cause | 1.060 | 0.357 |
does not Granger Cause | 2.223 | 0.123 |
does not Granger Cause * | 2.853 | 0.071 |
does not Granger Cause | 1.429 | 0.253 |
does not Granger Cause | 2.034 | 0.146 |