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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

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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Bibliographic Info

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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Keywords: Toda-Yamamoto; causality;

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References

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  1. Pradeep Agrawal, 2001. "The relation between savings and growth: cointegration and causality evidence from Asia," Applied Economics, Taylor & Francis Journals, vol. 33(4), pages 499-513.
  2. Sinha, Dipendra, 1996. "Saving and economic growth in India," MPRA Paper 18283, University Library of Munich, Germany.
  3. Serena Ng & Pierre Perron, 1997. "Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power," Boston College Working Papers in Economics 369, Boston College Department of Economics, revised 01 Sep 2000.
  4. 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.
  5. 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.
  6. Stephen Triantis, 1997. "Life cycle theory and the impact of the rate of economic growth on saving," Applied Economics Letters, Taylor & Francis Journals, vol. 4(11), pages 661-663.
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Cited by:
  1. Dobrescu, Emilian, 2011. "Sectoral Structure and Economic Growth," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-36, September.

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