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Showing 1 to 1 of 1 for “"block Granger causality analysis"”.
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The effect of economic growth volatility on income and wealth inequality in South Africa
… impulse response, variance decomposition, and block Granger causality analysis over the period 1975-2018 to identify the effect of economic growth volatility on income inequality and wealth inequality in South Africa, and to determine whether this effect is more significant for income …