Skip to main content

Advertisement

Table 5 Granger causality and non-causality tests

From: Health expenditure, child and maternal mortality nexus: a comparative global analysis

  Granger causality test DH non-causality approach TY non-causality approach
  HE to IMR IMR to HE HE to IMR IMR to HE HE to IMR IMR to HE
  Z-value Z-value Z-value Z-value Z-value Z-value
GL 2.91 14.37* 9.29* 10.31* 6.69 7.32
LY 7.77* 0.43 3.19* 5.97* 4.57* 12.31*
LM 4.25 14.10* 3.02* 3.06* 5.79* 1.94
HM 2.88 1.92 1.54 1.65* 1.74 6.01
HY 22.57* 30.64* 4.02* 1.22 12.21* 5.79
  Granger causality test DH non-causality approach TY non-causality approach
  HE to MMR MMR to HE HE to MMR MMR to HE HE to MMR MMR to HE
  Z-value Z-value Z-value Z-value Z-value Z-value
GL 5.76 10.67* 3.65* 4.01* 4.12 3.35
LY 0.20 1.07 −1.64 1.20 9.43* 1.95
LM 2.34 0.46 0.11 −0.84 5.29 5.89
HM 0.91 0.54 −0.24 − 0.12 5.39 0.01
HY 2.85* 0.56 −0.97 1.78* 1.87 6.37
  Granger causality test DH non-causality approach TY non-causality approach
  HE to U5MR U5MR to HE HE to U5MR U5MR to HE HE to U5MR U5MR to HE
  Z-value Z-value Z-value Z-value Z-value Z-value
GL 7.97* 22.07* 9.26* 12.06* 5.52 5.02
LY 12.61* 0.55 4.51* 5.115* 10.19* 13.75*
LM 8.19* 1.49 4.36* 6.62* 1.67 1.65
HM 0.82 0.23 1.02 1.103 2.88 5.98
HY 35.58* 26.51* 3.82* 2.001* 3.27 3.44
  Granger causality test DH non-causality approach TY non-causality approach
  HE to LFE LFE to HE HE to LFE LFE to HE HE to LFE LFE to HE
  Z-value Z-value Z-value Z-value Z-value Z-value
GL 11.85* 14.33* 16.30* 22.60* 52.21* 24.92*
LY 0.59 0.21 2.73* 31.17* 2.85 4.02
LM 2.30 0.28 2.18* 10.13* 5.2 14.04*
HM 1.32 0.56 1.78 37.38* 10.46 13.42*
HY 0.00 1.28 13.25* 19.62* 33.34* 5.21
  1. Notes:* Indicates significant at 5% confidence interval. Lag lengths based on Modified AIC and Modified BIC lag selection criteria