Dependent Variable
Independent Variable LNGDP LNOILPRICE LNWAGE LNEMP LNEXCH
LNGDP 1.114833 5.664090 8.04180* 5.356541 2.562816
LNOILPRICE 5.720575 1.813386 5.04738 8.57693* 16.42055*
LNWAGE 0.300262 2.166962 2.85663 13.16937* 0.726834
LNEMP 7.895147* 13.55195* 1.037069 1.623316 5.464483
LNEXCH 1.098804 8.546248* 1.196839 3.52055 0.524769
LNINT 1.498012 3.130053 3.097587 3.23757 0.183040
ALL 13.19964 32.38770* 17.66179 14.5990 37.16691* 48.21006*
Table 8: VEC Granger Causality Test.