Relationship between unemployment rate and shadow economy of selected mena countries: a toda -yamamoto and panel causality approach

Rizgar Abdlkarim Abdlaziz; Faisal Ali Khurshid; Hatem Hatef Abdulkadhim Altaee

doi:10.25212/lfu.qzj.5.4.32

المؤلفون

Rizgar Abdlkarim Abdlaziz Department of Management Technique, Technical College of Administration TCA, Sulaimani Polytechnic University, Sulaimani, Kurdistan Region, Iraq
Faisal Ali Khurshid Department of Economics, Faculty of Economics and Management, Sulaimani University, Sulaimani Kurdistan Region, Iraq
Hatem Hatef Abdulkadhim Altaee Department of Accounting, Faculty of Administration and Financial Sciences, Cihan University Sulaimaniya, Sulaimani, Kurdistan Region, Iraq

DOI:

https://doi.org/10.25212/lfu.qzj.5.4.32

الكلمات المفتاحية:

Unemployment Rate, Shadow Economy, MENA Countries, Causality.

الملخص

This research is an attempt to investigate the causal relationship between the shadow economy and unemployment rate for selected Middle East and North African countries. The Toda -Yamamoto causality approach and panel Granger causality test are applied. The Toda -Yamamoto results reveal bidirectional causality for Algeria only. However, unidirectional causality running from unemployment to shadow economy found for Turkey and Qatar, the vice versa for Bahrain, Jordan, and Lebanon. Moreover, the panel Granger causality results show bidirectional causality for the MENA region when one and three lags are used. Nevertheless, unidirectional causality running from the shadow economy to the unemployment rate is found when two, four, and five lags are used.

التنزيلات

بيانات التنزيل غير متوفرة بعد.

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