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Toda and Yamamoto Causality Tests Between Per Capita Saving and Per Capita GDP for India

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Sinha, Dipendra
Sinha, Tapen

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Abstract

This paper looks at the relationship between per capita saving and per capita GDP for India using the Toda and Yamamoto tests of Granger causality. Data are for 1950-2004. We distinguish between three types of saving. These are household saving, corporate saving and public saving. The results show that there is no causality between per capita GDP and per capita household saving/per capita corporate saving in either direction. However, there is bi-directional causality between per capita household saving and per capita corporate saving.

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File URL: http://mpra.ub.uni-muenchen.de/2564/
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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 2564.

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Date of creation: 04 Jan 2007
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Handle: RePEc:pra:mprapa:2564

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Related research
Keywords: Toda-Yamamoto causality

Find related papers by JEL classification:
E21 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models

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  1. Toda, Hiro Y. & Yamamoto, Taku, 1995. "Statistical inference in vector autoregressions with possibly integrated processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 225-250. [Downloadable!] (restricted)
  2. Triantis, Stephen G, 1997. "Life Cycle Theory and the Impact of the Rate of Economic Growth on Saving," Applied Economics Letters, Taylor and Francis Journals, vol. 4(11), pages 661-63, November. [Downloadable!] (restricted)
  3. Agrawal, Pradeep, 2001. "The Relation between Savings and Growth: Cointegration and Causality Evidence from Asia," Applied Economics, Taylor and Francis Journals, vol. 33(4), pages 499-513, March. [Downloadable!] (restricted)
  4. Serena Ng & Pierre Perron, 2001. "LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power," Econometrica, Econometric Society, vol. 69(6), pages 1519-1554, November. [Downloadable!] (restricted)
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  5. Sinha, Dipendra & Sinha, Tapen, 1998. "Cart before the horse? The saving-growth nexus in Mexico," Economics Letters, Elsevier, vol. 61(1), pages 43-47, October. [Downloadable!] (restricted)
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