Scale 1 (D₁: 2 - 4 years)

Lag

Wbar

Zbar

Ztilde

HO

DemoF → GDPg

1

0.3413

−1.3174 (0.1877)

−0.9771 (0.3285)

DemoF does not homogeneously cause GDPg

GDPg → DemoF

1

2.0350

2.0701 (0.0384**)

0.4512 (0.6519)

GDPg does not homogeneously cause DemoF

UseF → GDPg

1

0.9061

−0.1879 (0.8510)

−0.5009 (0.6165)

UseF does not homogeneously cause GDPg

GDPg → UseF

1

1.4912

0.9825 (0.3259)

−0.0074 (0.9941)

GDPg does not homogeneously cause UseF

Scale 2 (D₂: 4 - 8 years)

Lag

Wbar

Zbar

Ztilde

HO

DemoF → GDPg

1

9.8974

17.7948 (0.0000*)

7.0813 (0.0000*)

DemoF does not homogeneously cause GDPg

GDPg → DemoF

1

24.8333

47.6665 (0.0000*)

19.6763 (0.0000*)

GDPg does not homogeneously cause DemoF

UseF → GDPg

1

15.1078

28.2155 (0.0000*)

11.4751 (0.0000*)

UseF does not homogeneously cause GDPg

GDPg → UseF

1

21.5901

41.1803 (0.0000*)

16.9415 (0.0000*)

GDPg does not homogeneously cause UseF