Giles, David; Tedds, Lindsay; Werkneh, Gugsa - In: Applied Economics 34 (2002) 18, pp. 2347-2352
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...