A Trivariate Causality Test: A Case Study in Cameroon


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.

Share and Cite:

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.

Conflicts of Interest

The authors declare no conflicts of interest.


[1] Ghosh, S. (2010) Examining Carbon Emissions Economic Growth Nexus for India: A Multivariate Cointegration Approach. Energy Policy, 38, 3008-3014.
[2] Omri, A. (2013) CO2 Emissions, Energy Consumption and Economic Growth Nexus in Mena Countries: Evidence from Simultaneous Equations Models. Energy Economics, 40, 657-664.
[3] Stern, D. (2004) The Rise and Fall of the Environmental Kuznets Curve. World Development, 32, 1419-1439.
[4] Dinda, S. (2004) Environmental Kuznets Curve Hypothesis: A Survey. Ecological Economics, 49, 431-455.
[5] Kraft, J. and Kraft, A. (1987) On the Relationship between Energy and GNP. Journal of Energy and Development, 3, 401-403.
[6] Tamba, J.G., Njomo, D., Limanond, T. and Ntsafack, B. (2012) Causality Analysis of Diesel Consumption and Economic Growth in Cameroon. Energy Policy, 45, 567-575.
[7] Fondja Wandji, Y.D. (2013) Energy Consumption and Economic Growth: Evidence from Cameroon. Energy Policy, 61, 1295-1304.
[8] Lotfalipour, M.R., Falahi, M.A. and Ashena, M. (2010) Economic Growth, CO2 Emissions, and Fossil Fuels Consumption in Iran. Energy, 35, 5115-5120.
[9] Chandran Govindaraju, V.G.R. and Tang, C.F. (2013) The Dynamic Links between CO2 Emissions, Economic Growth and Coal Consumption in China and India. Applied Energy, 104, 310-318.
[10] Engle, R.F. and Granger, C.W.J. (1987) Co-Integration and Error Correction: Representation Estimation and Testing. Econometrica, 55, 251-276.
[11] Dickey, D.A. and Fuller, W.A. (1981) Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root. Econometrica, 49, 1057-1072.
[12] Johansen, S. (1988) Statistical Analysis of Cointegrating Vectors. Journal of Economic Dynamics and Control, 12, 231-254.
[13] Johansen, S. (1991) Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vectors Autoregressive Models. Econometrica, 59, 1551-1580.
[14] Johansen, S. and Juselius, K. (1990) Maximum Likelihood Estimation and Inferences on Cointegration with Application to the Demand for Money. Oxford Bulletin of Economics and Statistics, 52, 169-210.
[15] Belloumi, M. (2009) Energy Consumption and GDP in Tunisia: Cointegration and Causality Analysis. Energy Policy, 37, 2745-2753.
[16] Granger, C.W.J. (1988) Some Recent Developments in Concept of Causality. Journal of Econometrics, 39, 199-211.
[17] Ang, J.B. (2007) CO2 Emissions, Energy Consumption, and Output in France. Energy Policy, 35, 4772-4778.
[18] Ang, J.B. (2008) Economic Development, Pollutant Emissions and Energy Consumption in Malaysia. Journal of Policy Modeling, 30, 271-278.
[19] Odhiambo, N.M. (2009) Electricity Consumption and Economic Growth in South Africa: A Trivariate Causality Test. Energy Economics, 31, 635-640.
[20] World Bank (2012) Development Indicators Database.

Copyright © 2023 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.