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. 2020 Mar 26;6(3):e03566. doi: 10.1016/j.heliyon.2020.e03566

Table 8.

Results of the Chuang et al. (2009) quantile causality for TFP.

Country Variable [0.05,0.95] [0.05,0.5] [0.5,0.95] [0.05,0.1] [0.25,0.5] [0.5,0.75] [0.75,0.9] [0.9,0.95]
Angola EC 11.45 [1]∗∗ 6.82 [1] 22.09 [9] 6.18 [1] 2.89 [1] 2.16 [1] 2.67 [1] 21.97 [9]
CO2 18.64 [1]∗∗ 20.23 [3]∗∗∗ 29.11 [10]∗∗ 20.23 [3]∗∗∗ 17.82 [1]∗∗∗ 40.00 [10]∗∗∗ 29.10 [10]∗∗ 23.84 [1]∗∗∗
Benin EC 24.50 [1]∗∗∗ 22.13 [1]∗∗∗ 16.33 [5] 21.74 [1]∗∗∗ 16.21 [6] 17.16 [56]∗∗ 10.75 [6]∗ 16.40 [5]
CO2 27.54 [1]∗∗∗ 28.24 [1]∗∗∗ 11.96 [1]∗∗ 28.80 [1]∗∗∗ 25.44 [1]∗∗∗ 7.52 [1]∗∗ 3.55 [5] 23.45 [5]∗∗∗
Botswana EC 13.72 [1]∗∗∗ 13.83 [1]∗∗∗ 16.62 [5] 13.69 [1]∗∗∗ 10.10 [1]∗∗ 8.03 [1]∗∗ 10.54 [1]∗∗ 16.79 [5]
CO2 7.82 [1] 35.85 [6]∗∗∗ 3.65 [1] 4.11 [5] 17.58 [6]∗ 10.53 [6] 16.52 [6] 3.64 [1]
Cote d'Ivoire EC 9.08 [1]∗ 9.19 [1]∗ 3.18 [1] 1.33 [1] 20.00 [4]∗∗∗ 4.48 [2] 4.76 [2] 3.18 [1]
CO2 7.92 [6] 6.72 [6] 3.46 [3] 1.06 [1] 2.90 [6] 3.57 [6] 2.29 [6] 2.23 [3]
Cameroon EC 35.13 [1]∗∗∗ 3.67 [1] 33.45 [1]∗∗∗ 3.71 [1] 0.99 [1] 0.17 [1] 0.65 [1] 30.98 [1]∗∗∗
CO2 47.87 [1]∗∗∗ 11.90 [1]∗∗ 49.07 [1]∗∗∗ 7.53 [1] 46.06 [3]∗∗∗ 39.53 [6]∗∗∗ 94.84 [6]∗∗∗ 49.75 [1]∗∗∗
Gabon EC 8.18 [2] 7.92 [2] 5.62 [3] 0.52 [1] 3.87 [1] 2.06 [1] 1.01 [1] 5.71 [3]
CO2 9.32 [1]∗∗ 31.52 [6]∗∗∗ 31.65 [6]∗∗∗ 21.62 [4]∗∗ 45.46 [2]∗∗∗ 24.32 [6]∗∗∗ 16.96 [6] 1.76 [1]
Kenya EC 9.20 [1]∗∗ 9.61 [1]∗∗ 10.28 [3] 9.68 [1]∗∗ 2.53 [1] 9.62 [6] 7.07 [6] 11.29 [5]
CO2 10.23 [1]∗∗ 4.18 [5] 3.00 [1] 4.05 [5] 2.27 [5] 3.29 [2] 0.86 [1] 3.09 [1]
Morocco EC 16.76 [6] 16.45 [6] 5.88 [6] 17.96 [2]∗∗∗ 11.53 [5] 5.98 [6] 5.89 [6] 6.01 [5]
CO2 12.26 [1]∗∗ 12.35 [1]∗∗ 2.21 [1] 12.65 [1]∗∗ 17.21 [4]∗∗ 4.95 [10] 2.22 [1] 0.92 [1]
Egypt EC 21.71 [1]∗∗∗ 22.15 [1]∗∗∗ 3.26 [1] 3.59 [1] 21.80 [1]∗∗∗ 7.87 [1] 1.69 [3] 2.36 [1]
CO2 12.63 [1]∗∗ 12.45 [1]∗∗ 4.32 [1] 1.91 [1] 0.88 [2] 3.95 [5] 4.89 [5] 3.46 [1]
Mozambique EC 21.62 [5]∗∗ 14.20 [1]∗∗∗ 1.20 [1] 43.74 [2]∗∗∗ 8.82 [1] 3.02 [1] 0.27 [1] 1.22 [1]
CO2 41.06 [1]∗∗∗ 40.13 [1]∗∗∗ 24.18 [1]∗∗∗ 42.85 [1]∗∗∗ 19.09 [5]∗∗ 15.26 [2]∗∗ 11.87 [2]∗ 24.65 [1]∗∗∗
Nigeria EC 10.09 [5] 9.45 [5] 4.56 [1] 10.91 [5] 2.86 [4] 3.41 [1] 1.39 [2] 4.56 [1]
CO2 4.53 [1] 4.67 [1] 28.17 [6]∗∗∗ 4.69 [1] 2.78 [1] 0.54 [1] 0.79 [1] 28.75 [6]∗∗∗
Senegal EC 15.94 [1]∗∗∗ 16.11 [1]∗∗∗ 8.88 [3] 16.41 [1]∗∗∗ 3.61 [2] 12.64 [1]∗∗ 2.03 [5] 9.06 [3]
CO2 22.72 [6]∗∗ 7.54 [1] 16.62 [6] 7.45 [1] 4.72 [1] 3.91 [5] 4.58 [6] 17.67 [6]
Togo EC 3.64 [1] 3.75 [1] 0.50 [1] 3.74 [1] 1.71 [1] 1.84 [5] 0.27 [1] 0.96 [1]
CO2 13.86 [2]∗∗ 18.12 [3]∗∗∗ 14.16 [2]∗∗ 20.26 [3]∗∗∗ 6.65 [1] 1.03 [1] 6.66 [6] 14.06 [2]∗∗
Tunisia EC 96.80 [6]∗∗∗ 26.94 [6]∗∗∗ 95.45 [6]∗∗∗ 19.81 [5]∗∗ 25.59 [6]∗∗∗ 12.13 [6] 23.74 [6]∗∗ 75.05 [6]∗∗∗
CO2 78.56 [2]∗∗∗ 26.31 [2]∗∗∗ 74.06 [2]∗∗∗ 16.03 [6] 8.85 [6] 5.75 [2] 21.39 [1]∗∗∗ 51.56 [2]∗∗∗
Tanzania EC 12.28 [1]∗∗ 12.36 [1]∗∗ 2.83 [1] 12.52 [1]∗∗ 10.23 [1]∗∗ 7.40 [1] 1.27 [1] 3.70 [1]
CO2 21.44 [6]∗ 21.75 [6]∗ 6.51 [3] 12.79 [3] 20.51 [2]∗∗∗ 7.69 [6] 3.96 [6] 6.55 [3]
South Africa EC 53.42 [10]∗∗∗ 31.41 [10]∗∗ 54.80 [10]∗∗∗ 4.67 [2] 14.46 [10] 9.22 [10] 12.37 [8] 55.27 [9]∗∗∗
CO2 22.50 [10] 16.06 [10] 23.10 [10] 6.25 [1] 9.96 [10] 6.17 [10] 9.71 [10] 23.38 [10]
Zimbabwe EC 11.68 [1]∗∗ 1.36 [1] 11.49 [1]∗∗ 1.39 [1] 7.75 [5] 3.77 [4] 11.79 [6] 12.06 [1]∗∗
CO2 26.70 [5]∗∗∗ 13.37 [5] 8.90 [1]∗ 13.86 [5] 12.81 [5] 5.97 [5] 11.93 [6] 9.04 [1]∗

Notes: ∗∗∗, ∗∗ and ∗ depict significant at 1%, 5% and 10% level. Sup-Wald test statistics and the selected lag order (in square brackets) are presented.