Table 7.

Dumitrescu and Hurlin’s (2012) Granger non-causality test

COVID-19 confirmed cases as the dependent variable
Null hypothesis	W-bar	Z-bar	P values
AP≠>CC	3.4586	5.4976	0.0000
CC≠>AP	5.6580	10.4156	0.0000
H≠>CC	2.6860	3.7700	0.0000
CC≠>H	2.6555	3.7018	0.0002
PM2.5≠>CC	2.0112	2.2612	0.0237
CC≠>PM2.5	3.5575	5.7187	0.0000
T≠>CC	8.9583	17.7952	0.0000
CC≠>T	3.2382	5.0047	0.0000
WS≠>CC	2.3788	3.0830	0.0020
CC≠>WS	3.5769	5.7620	0.0000
COVID-19 death cases as the dependent variable
Null hypothesis	W-bar	Z-bar	P values
CC≠>CD	21.9771	46.9062	0.0000
CD≠>CC	12.7131	26.1914	0.0000
AP≠>CD	2.7003	3.8019	0.0001
CD≠>AP	4.9130	8.7498	0.0000
H≠>CD	2.2025	2.6888	0.0072
CD≠>H	1.9797	2.1908	0.0285
PM2.5≠>CD	1.2451	0.5480	0.5837
CD≠>PM2.5	3.5997	5.8130	0.0000
T≠>CD	9.4679	18.9347	0.0000
CD≠>T	4.0616	6.8459	0.0000
WS≠>CD	0.4930	−1.1337	0.2569
CD≠>WS	1.6253	1.3981	0.1621

Source: authors’ computation

The symbol ≠> represents “does not homogeneously cause”