Loading...
Please wait, while we are loading the content...
Similar Documents
The Canadian Underground and Measured Economies : Granger Causality Results
| Content Provider | Semantic Scholar |
|---|---|
| Author | Giles, David E. A. Tedds, Lindsay M. Werkneh, Gugsa |
| Copyright Year | 1999 |
| Abstract | Using new time-series data for the size of the Canadian underground economy, we examine the relationship between unreported and measured GDP in that country. Granger causality tests are conducted, with a proper allowance for the non-stationarity of the data. We find that there is clear evidence of such causality from measured GDP to “hidden” output, but only very mild evidence of Granger causality in the reverse direction. This result supports similar evidence for New Zealand reported by the first author, and has several interesting policy implications. JEL classification: C53, H26 |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | https://www.uvic.ca/socialsciences/economics/assets/docs/econometrics/ewp9907.pdf |
| Alternate Webpage(s) | https://mpra.ub.uni-muenchen.de/39786/1/MPRA_paper_39786.pdf |
| Alternate Webpage(s) | http://web.uvic.ca/econ/ewp9907.pdf |
| Alternate Webpage(s) | http://web.uvic.ca/econ/research/papers/pdfs/ewp9907.pdf |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Authorization documentation Causality Guanosine Diphosphate Stationary process Time series |
| Content Type | Text |
| Resource Type | Article |
