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Granger causality between energy use and economic growth in France with using geostatistical models

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  • Amiri, Arshia
  • Zibaei, Mansour
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    Abstract

    This paper introduces a new way for investigating linear and nonlinear Granger causality between energy use and economic growth in France over the period 1960_2005 with using geostatistical models (kiriging and IDW). This approach imitates the Granger definition and structure and also, improves it to have better ability for probe nonlinear causality. Results of both VEC and Improved-VEC (with geostatistical methods) are almost same. Both show the existence of long run unidirectional causality from energy consumption to economic growth. The geostatistical analyzing shows there are some Exponential functions in VEC structure instead of linear form.

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    Bibliographic Info

    Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 36357.

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    Date of creation: 02 Feb 2012
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    Handle: RePEc:pra:mprapa:36357

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    Keywords: Granger causality; Energy consumption; GDP; Geostatistical model; France;

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    Cited by:
    1. KARGI, Bilal, 2014. "Electricity Consumption and Economic Growth: A Long-Term Co-integrated Analysis for Turkey," MPRA Paper 55699, University Library of Munich, Germany.
    2. Shahbaz, Muhammad & Farhani, Sahbi & Rahman, Mohammad Mafizur, 2013. "Natural Gas Consumption and Economic Growth Nexus: The Role of Exports, Capital and Labor in France," MPRA Paper 50619, University Library of Munich, Germany, revised 12 Oct 2013.
    3. Sahbi Farhani & Muhammad Shahbaz & Mohammad Mafizur Rahman, 2014. "Natural gas consumption and economic growth in France: Evidence for the role of exports, capital and labor," Working Papers 2014-226, Department of Research, Ipag Business School.

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