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Table 1.

Recent empirical studies on the relationship among the variables.

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Table 2.

List of selected countries in various trading blocs.

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Table 3.

Variables description and data source.

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Table 4.

Descriptive statistics.

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Fig 1.

Correlation plot among the employed variables.

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Table 5.

Cross sectional dependence results.

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Table 6.

Pesaran and Yamagata homogeneity test results.

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Table 7.

Panel Unit Root test results.

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Table 8.

Westerlund bootstrap cointegration test.

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Table 9.

Pedroni cointegration test.

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Table 10.

Results from the DSUR estimation approach.

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Table 11.

Diagnostics test results.

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Table 12.

D-H causality test for Arab Maghreb Union & East African Community.

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Table 13.

D-H causality test for Community of Sahel-Saharan States.

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Table 14.

D-H causality test for Common Market for Eastern and Southern Africa.

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Table 15.

D-H causality test for Southern African Development Community.

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Table 16.

D-H causality test for Economic Community of West African States.

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