The Canadian underground and measured economies: Granger causality results

C-Tier
Journal: Applied Economics
Year: 2002
Volume: 34
Issue: 18
Pages: 2347-2352

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Using new time-series data for the size of the Canadian underground economy, the relationship between unreported and measured GDP in that country is examined. Granger causality tests are conducted, with a proper allowance for the non-stationarity of the data. It is found that there is clear evidence of such causality from measured GDP to 'hidden' output, but only very mild evidence of Granger causality in the reverse direction. This result supports similar evidence for New Zealand reported by the first author, and has several interesting policy implications.

Technical Details

RePEc Handle
repec:taf:applec:v:34:y:2002:i:18:p:2347-2352
Journal Field
General
Author Count
3
Added to Database
2026-01-25