تحليل علاقة السببية بين نشاط قطاع تأمينات الممتلكات و المسؤولية و النمو الاقتصادي في مصر باستخدام اختبار سببية جرانجر

Abstract EN

The main objective of this study is to study the causality relationship between the GDP and growth of property and liability insurance premiums in Egypt through 1982-1983 to 2016-2017 using Granger Causality Test and the Cointegration between the two time series.

The main conclusion of this paper that there is bilateral causality relationship between the GDP and growth of property and liability insurance premiums in one time lag ECM Granger Causality and unidirectional causality from GDP to growth of property and liability insurance premiums in two time lag ECM Granger Causality.