Table 4 PD, GOV-SD Granger causality.

From: Dynamic interactions among public debt, governance, and sustainable development-insights from noble GMM-PVAR analysis

Causal direction

\({\chi }^{2}\)

df

p-value

ANS⇨PD

10.876

2

0.004

PD⇨ANS

46.445

2

0.000

ANS⇨GOV

12.660

2

0.002

GOV⇨ANS

17.635

2

0.000

PD⇨GOV

22.335

2

0.000

GOV⇨PD

2.097

2

0.351

  1. \({H}_{0}:\) There is no Granger causality between ANS and PD.
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