Table 3.

Non-Granger causality tests

Energy poverty	Energy poverty does not Granger-cause TFP level (TFP)		TFP level does not Granger-cause energy poverty		Energy poverty does not Granger-cause TFP convergence (TFPc)		TFP convergence does not Granger-cause energy poverty
	Z-bar	p value	Z-bar	p value
EP1	21.37***	0.000	2.074**	0.038	12.86***	0.000	−1.637	0.101
EP2	21.84***	0.000	10.71***	0.000	7.273***	0.000	7.708***	0.000
EP3	6.734***	0.000	13.90***	0.000	3.069***	0.002	8.478***	0.000
EP4	17.43***	0.000	8.319***	0.000	6.616***	0.000	11.16***	0.000
EP5	10.22***	0.000	7.156***	0.000	4.920***	0.000	8.367***	0.000
EP6	10.02***	0.000	4.929***	0.000	11.52***	0.000	6.585***	0.000

In non-Granger causality tests (Dumitrescu and Hurlin (2012)): H0: X does not Granger-cause Y; H1: X does Granger-cause Y for at least one panelvar (country). *, **, and *** are significant levels at 10%, 5%, and 1%, respectively