VAR Granger Causality/Block  Exogeneity Wald Tests

Date: 08/19/17   Time: 23:01

Sample: 2014M07 2017M07

Included observations: 34

Dependent variable: DLNEX

Excluded

Chi-sq

df

Prob.

DLNFD

2.929346

2

0.2312

DLNFR

6.007016

2

0.0496

DLNIM

7.281926

2

0.0262

All

17.05615

6

0.0091

Dependent variable: DLNFD

Excluded

Chi-sq

df

Prob.

DLNEX

0.812821

2

0.6660

DLNFR

18.53852

2

0.0001

DLNIM

12.75082

2

0.0017

All

35.62646

6

0.0000

Dependent variable: DLNFR

Excluded

Chi-sq

df

Prob.

DLNEX

0.354411

2

0.8376

DLNFD

1.302656

2

0.5214

DLNIM

0.286239

2

0.8667

All

3.121868

6

0.7934

Dependent variable: DLNIM

Excluded

Chi-sq

df

Prob.

DLNEX

0.070538

2

0.9653

DLNFD

1.696059

2

0.4283

DLNFR

5.471295

2

0.0649

All

7.742442

6

0.2576