Table 8.
Dumitreu and hurlin causality test results.
| Null hypothesis | GCCs | Advanced countries | ||
|---|---|---|---|---|
| Model 1 | W-Stat | Zbar-Stat. | W-Stat | Zbar-Stat. |
| ICT does not homogeneously cause EMP_TOT EMP_TOT does not homogeneously cause ICT |
2.53556 3.61231 | 0.14825 1.07670 |
4.38097* 2.02184 | 1.81672 −0.27636 |
| MOBILE does not homogeneously cause EMP_ TOT EMP_TOT does not homogeneously cause MOBILE |
2.84982 6.44276*** | 0.41922 3.51731 |
4.49135* 2.19106 | 1.91465 −0.12623 |
| TRAM does not homogeneously cause EMP_TOT EMP_TOT does not homogeneously cause TRAM |
3.81068 4.45778* | 1.24774 1.80572 |
5.83427*** 5.38442** | 3.10613 2.70701 |
| MOBILE does not homogeneously cause ICT ICT does not homogeneously cause MOBILE |
3.17187 6.59657*** | 0.69692 3.64994 |
7.83305*** 2.00758 | 4.87950 −0.28902 |
| TRAM does not homogeneously cause ICT ICT does not homogeneously cause TRAM |
3.35374 1.32101 | 0.85374 −0.89903 |
2.83679 3.63561 | 0.44668 1.15542 |
| TRAM does not homogeneously cause MOBILE MOBILE does not homogeneously cause TRAM |
4.77790** 3.75382 | 2.08176 1.19872 |
2.32233 3.47835 | −0.00976 1.01589 |
| Model 2 | ||||
| EMPIND does not homogeneously cause ICT ICT does not homogeneously cause EMPIND |
3.82015 1.80733 | 1.25591 −0.47969 |
7.51662*** 6.94062*** | 4.59875 4.08771 |
| EMPIND does not homogeneously cause MOBILE MOBILE does not homogeneously cause EMPIND |
2.87990 2.38639 | 0.44516 0.01962 |
3.72631 5.39252** | 1.23589 2.71419 |
| EMPIND does not homogeneously cause TRAM TRAM does not homogeneously cause EMPIND |
5.82699*** 6.89555*** | 2.98636 3.90775 |
2.03566 1.56874 | −0.26410 −0.67837 |
| MOBILE does not homogeneously cause ICT ICT does not homogeneously cause MOBILE |
3.17187 6.59657*** | 0.69692 3.64994 |
7.83305*** 2.00758 | 4.87950 −0.28902 |
| TRAM does not homogeneously cause ICT ICT does not homogeneously cause TRAM |
3.35374 1.32101 | 0.85374 −0.89903 |
2.83679 3.63561 | 0.44668 1.15542 |
| TRAM does not homogeneously cause MOBILE MOBILE does not homogeneously cause TRAM |
4.77790** 3.75382 | 2.08176 1.19872 |
2.32233 3.47835 | −0.00976 1.01589 |
| Model 3 | ||||
| EMPSERV does not homogeneously cause ICT ICT does not homogeneously cause EMPSERV |
2.87797 3.20682 | 0.44349 0.72706 |
8.06175*** 7.26098*** | 5.08240 4.37194 |
| EMPSERV does not homogeneously cause MOBILE MOBILE does not homogeneously cause EMPSERV |
6.27013*** 5.46104** | 3.36847 2.67081 |
2.13503 5.54946*** | −0.17594 2.85343 |
| EMPSERV does not homogeneously cause TRAM TRAM does not homogeneously cause EMPSERV |
7.21162*** 7.63315*** | 4.18029 4.54376 |
2.54499 1.36277 | 0.18779 −0.86111 |
| MOBILE does not homogeneously cause ICT ICT does not homogeneously cause MOBILE |
3.17187 6.59657*** | 0.69692 3.64994 |
7.83305*** 2.00758 | 4.87950 −0.28902 |
| TRAM does not homogeneously cause ICT ICT does not homogeneously cause TRAM |
3.35374 1.32101 | 0.85374 −0.89903 |
2.83679 3.63561 | 0.44668 1.15542 |
| TRAM does not homogeneously cause MOBILE MOBILE does not homogeneously cause TRAM |
4.77790** 3.75382 | 2.08176 1.19872 |
2.32233 3.47835 | −0.00976 1.01589 |
| Model 4 | ||||
| WOM B does not homogeneously cause ICT ICT does not homogeneously cause WOM B |
2.50117* 3.38829*** | 1.84126 3.04378 |
3.65957*** 1.73766 | 3.48008 0.83250 |
| WOM B does not homogeneously cause MOBILE MOBILE does not homogeneously cause WOM B |
3.12413** 3.12413 | 2.68571 1.64197 |
2.74893** 3.91468*** | 2.22560 3.83151 |
| WOM B does not homogeneously cause TRAM TRAM does not homogeneously cause WOM B |
0.89974 1.61484 | −0.32955 0.63979 |
14.7466*** 3.05558** | 18.7533 2.64803 |
| MOBILE does not homogeneously cause ICT ICT does not homogeneously cause MOBILE |
1.93063 5.86194*** | 1.06786 6.39693 |
4.91387*** 2.42558* | 5.20796 1.78017 |
| TRAM does not homogeneously cause ICT ICT does not homogeneously cause TRAM |
1.03192 0.31335 | −0.15038 −1.12443 |
1.68175 16.3853*** | 0.75548 21.0107 |
| TRAM does not homogeneously cause MOBILE MOBILE does not homogeneously cause TRAM |
3.88986*** 0.83399 | 3.72368 −0.41869 |
2.97102** 30.1509*** | 2.53155 39.9739 |
***, **, and * denote 1, 5, and 10% significant levels, respectively.