The Canadian underground and measured economies: Granger causality results

David Giles, Lindsay Tedds and Gugsa Werkneh

Applied Economics, 2002, vol. 34, issue 18, 2347-2352

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.

Date: 2002
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Related works:
Working Paper: The Canadian Underground and Measured Economies: Granger Causality Results (2002)
Working Paper: The Canadian Underground and Measured Economies: Granger Causality Results (1999)
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DOI: 10.1080/00036840210148021

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