VAR Granger causality/block exogeneity wald tests

Sample: 1/04/2007 12/30/2009

Included observations: 668

Dependent variable: DUS

Excluded

Chi-sq

df

Prob.

DUK

6.203648

5

0.2869

DHK

10.47933

5

0.0627

DJAPAN

7.935330

5

0.1598

All

23.10098

15

0.0820

Dependent variable: DUK

Excluded

Chi-sq

df

Prob.

DUS

158.8304

5

0.0000

DHK

9.912196

5

0.0778

DJAPAN

7.106519

5

0.2128

All

175.5264

15

0.0000

Dependent variable: DHK

Excluded

Chi-sq

df

Prob.

DUS

91.41110

5

0.0000

DUK

5.870769

5

0.3190

DJAPAN

13.93677

5

0.0160

All

181.7288

15

0.0000

Dependent variable: DJAPAN

Excluded

Chi-sq

df

Prob.

DUS

184.7964

5

0.0000

DUK

8.430842

5

0.1340

DHK

5.490441

5

0.3590

All

371.2883

15

0.0000