STATA Codes:
Time-Varying Parameter Granger Causality test
We attempt to investigate the linkage of four disaggregated oil shocks with uncertainty such as GPR, EPU, VIX and OXV using the TVP G-C test. Download the STATA code here:
Cite as:
Yaya, O. S. (2025). STATA code for TVP G-C test using tvgc package. [accessed on 31 March, 2025] https://sites.google.com/view/olaoluwasyaya/home/stata-codes