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