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Table 6 Granger Causality for Unemployment Rates by Race in the US

From: The impact of the coronavirus on African American unemployment: lessons from history

Equation Excluded \({\chi }^{2}\) df Prob > \({\chi }^{2}\)
Panel A. Granger Causality Tests—Full Sample
 ΔUER_AA ΔUER_W 31.17 7 0.000
  ΔUER_L 9.110 7 0.245
  ALL 70.77 14 0.000
 ΔUER_W ΔUER_AA 17.54 7 0.014
  ΔUER_L 6.10 7 0.528
  ALL 22.89 14 0.062
 ΔUER_L ΔUER_AA 11.19 7 0.131
  ΔUER_W 55.74 7 0.000
  ALL 88.42 14 0.000
Panel B. Granger Causality Test—Pre 2008 Sample
 Equation Excluded \({\chi }^{2}\) df Prob > \({\chi }^{2}\)
 ΔUER_AA ΔUER_W 12.12 7 0.097
  ΔUER_L 13.79 7 0.055
  ALL 39.52 14 0.000
 ΔUER_W ΔUER_AA 12.35 7 0.014
  ΔUER_L 5.823 7 0.528
  ALL 17.69 14 0.062
 ΔUER_L ΔUER_AA 11.19 7 0.141
  ΔUER_W 55.74 7 0.000
  ALL 88.42 14 0.000
Panel C. Granger Causality Test—Post 2008 Sample
 Equation Excluded \({\chi }^{2}\) df Prob > \({\chi }^{2}\)
 ΔUER_AA ΔUER_W 9.22 2 0.010
  ΔUER_L 2.31 2 0.314
  ALL 9.27 4 0.055
 ΔUER_W ΔUER_AA 1.78 2 0.412
  ΔUER_L 0.55 2 0.758
  ALL 2.13 4 0.713
 ΔUER_L ΔUER_AA 0.916 2 0.632
  ΔUER_W 5.657 2 0.059
  ALL 6.749 4 0.050