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A Trivariate Causality Test: A Case Study in Cameroon

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DOI: 10.4236/am.2014.513195    2,682 Downloads   3,229 Views  

ABSTRACT

In this paper, we examine the causal relationship between diesel consumption, CO2 emissions and GDP in Cameroon during the period 1975-2008. Cointegration and vector error-correction modelling techniques are used in this study. ADF tests show that the series, after logarithmic transformation, are non-stationary and integrated of order one.This study finds the presence of a long-run equilibrium relationship between the variables. The results of the Granger-causality tests for time series have been estimated.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

Tamba, J. , Koffi, F. , Lissouck, M. , Ndame, M. and Afuoti, N. (2014) A Trivariate Causality Test: A Case Study in Cameroon. Applied Mathematics, 5, 2028-2033. doi: 10.4236/am.2014.513195.

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