Null Hypothesis: | Developed Countries | Developing countries | ||||
Observation | F-Statistic | Prob. | Observation | F-Statistic | Prob. | |
CORONA does not Granger Cause UNEM | 54 | 1.85144 | 0.1129 | 109 | 2.15005 | 0.1216 |
UNEM does not Granger Cause CORONA | 54 | 3.02671 | 0.0153 | 109 | 0.3420 | 1.08421 |
GDP does not Granger Cause UNEM | 54 | 2.37133 | 0.0466 | 109 | 15.4571 | 1.E−06 |
UNEM does not Granger Cause GDP | 54 | 2.13563 | 0.0697 | 109 | 0.6014 | 0.51102 |
GDP does not Granger Cause CORONA | 54 | 4.11961 | 0.0025 | 109 | 0.6413 | 0.44622 |
CORONA does not Granger Cause GDP | 54 | 4.42324 | 0.0016 | 109 | 0.02235 | 0.9779 |