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A Trivariate Causality Test: A Case Study in Cameroon
Department of Thermal and Energy Engineering, University Institute of Technology, University of Douala, Douala, Cameroon
Department of Thermal and Energy Engineering, University Institute of Technology, University of Douala, Douala, Cameroon
Department of Thermal and Energy Engineering, University Institute of Technology, University of Douala, Douala, Cameroon
Department of Thermal and Energy Engineering, University Institute of Technology, University of Douala, Douala, Cameroon
Department of Thermal and Energy Engineering, University Institute of Technology, University of Douala, Douala, Cameroon
- 1 Department of Thermal and Energy Engineering, University Institute of Technology, University of Douala, Douala, Cameroon
- 2 Department of Thermal and Energy Engineering, University Institute of Technology, University of Douala, Douala, Cameroon
- 3 Department of Thermal and Energy Engineering, University Institute of Technology, University of Douala, Douala, Cameroon
- 4 Department of Thermal and Energy Engineering, University Institute of Technology, University of Douala, Douala, Cameroon
- 5 Department of Thermal and Energy Engineering, University Institute of Technology, University of Douala, Douala, Cameroon
Applied Mathematics·Volume 05 (2014)·Pages 2028–2033·Published 7 July 2014·DOI10.4236/am.2014.513195
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Abstract
In this paper, we examine the causal relationship between diesel consumption, CO 2 emissions and GDP in Cameroon during the period 1975-2008. Cointegration and vector error-correction modelling techniques are used in this study. ADF tests show that the series, after logarithmic transformation, are non-stationary and integrated of order one.This study finds the presence of a long-run equilibrium relationship between the variables. The results of the Granger-causality tests for time series have been estimated.
KeywordsCausalityCoitegrationVECMCameroon
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