A new causality test for the analysis of export-growth nexus (Max length is set to three and optimal lag length is selected by AIC) (December 2018)
Source of data:
World Development Bank. (2018). World Development Indicators, http://data.worldbank.org/datacatalog/world-development-indicators [accessed on 11 December, 2018].
1. Data set (from World Bank)
2. OxGauss Codes (Fourier ADF (FADF) test, ADF with structural break (ADF-SB) test and Fourier ADF-SB (FADF-SB) test)
3. OxGauss Codes (Granger causality test, Sims causality test and Geweke causality test)
4. OxGauss Codes (Fisher-type causality test)
5. Early draft was deposited in the MPRA paper