Table 9 Nonlinear Granger causality tests results.

From: The trilemma among CO2 emissions, energy use, and economic growth in Russia

 

LEU → LCO2E

LCO2E → LEU

LCO2E → LRGDPPC

LRGDPPC → LCO2E

LEU → LRGDPPC

LRGDPPC → LEU

Lag parameter

3

3

3

3

3

3

Granger causality index

0.0201

0.0776

0.1422

0.0748

0.1163

0.0915

F test

0.0135 (0.9999)

0.0538 (0.9984)

0.1019 (0.9916)

0.0518 (0.9986)

0.0822 (0.9951)

0.0638 (0.9975)

5% CVs

6.163

6.163

6.163

6.163

6.163

6.163

  1. P-values in parentheses. ***p < 0.01, **p < 0.05, *p < 0.10.