TITLE:
A Trivariate Causality Test: A Case Study in Cameroon
AUTHORS:
Jean Gaston Tamba, Francis Djanna Koffi, Michel Lissouck, Max Ndame, Ngwa Engelbert Afuoti
KEYWORDS:
Causality, Coitegration, VECM, Cameroon
JOURNAL NAME:
Applied Mathematics,
Vol.5 No.13,
July
17,
2014
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.