Table 3.
Econometrics estimations of eligible studies
| Authors | Econometric tool |
|---|---|
| Charfeddine and Khediri (2016) |
Gregory and Hansen approach Hatemi-J approach Vector Error Correction Model (VECM) causality analysis |
| Kahouli et al. (2021) |
Autoregressive Distributed Lag Model (ARDL) Vector Error Correction Model (VECM) causality analysis |
| Serener et al. (2022) |
Fourier Autoregressive Distributed Lag Model Fourier Toda Yamamoto (Fourier TY) causality test |
| Shahbaz et al. (2018) |
Bootstrap Autoregressive Distributed Lag Model Granger causality based on bootstrapping ARDL |
| Shahbaz et al. (2020) |
Gregory-Hansen cointegration test Toda-Yamamoto causality test |
| Aljadani (2022) |
STIRPAT model with Autoregressive Distributed Lag Model Pairwise Granger causality tests |
| Xu et al. (2018) |
Autoregressive Distributed Lag Model (ARDL) Vector Error Correction Model (VECM) causality analysis |
| Villanthenkodath and Arakkal (2020) | Autoregressive Distributed Lag Model (ARDL) |
| Shahbaz et al. (2020a) |
Bootstrap Autoregressive Distributed Lag Model Variance Decomposition Analysis and Impulse Response |
| Raggad (2020) |
Nonlinear Autoregressive Distributed Lag Model (NARDL) Asymmetric causality test of Hatemi-J |
| Awosusi et al. (2022) |
Autoregressive Distributed Lag Model (ARDL) Frequency Domain Causality Test |
| Alam et al. (2022) |
Autoregressive Distributed Lag (ARDL) Dynamic Ordinary Least Square |
| Shahbaz et al. (2013) |
Autoregressive Distributed Lag Model (ARDL) Vector Error Correction Model (VECM) causality analysis |
| Godil et al. (2020) | Quantile Autoregressive Distributed Lag model |
| Khan et al. (2021) | Dynamic Autoregressive Distributed Lag Model Simulations Approach |
| Rjoub et al. (2021) |
ARDL bounds test Bayer–Hanck cointegration test Fully-modified Ordinary Least Square (FMOLS) Dynamic Ordinary Least Square (DOLS) Canonical Cointegrating Regression (CCR) |
| Adebayo et al. (2021) |
Autoregressive Distributed Lag Model (ARDL) Fully-modified Ordinary Least Square (FMOLS) Dynamic Ordinary Least Square (DOLS) Toda-Yamamoto causality test |
| Cetin et al. (2018) |
Autoregressive Distributed Lag Model (ARDL) Vector Error Correction Model (VECM) causality analysis |
| Ozturk and Acaravci (2013) |
Autoregressive distributed lag Model Granger causality test |
| Katircioğlu and Taşpinar (2017) |
Dynamic Ordinary Least Square (DOLS) Granger causality Test |