Paper 36

Fisher-type causality test for the export-finance-growth nexus in Asia (Max length is set to three and optimal lag length is selected by AIC) (February 2019)

Source of data:

World Development Bank. (2019). World Development Indicators, http://data.worldbank.org/datacatalog/world-development-indicators [accessed on 2 January, 2019]. 

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)