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Fig 1.

The rate of growth of GDP, unemployment, GINI index and consumption expenditure.

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Table 1.

Description of variables and corresponding statistical data sources.

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Table 2.

Series stationarity tests.

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Table 2 Expand

Table 3.

VAR lag order selection criteria.

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Table 3 Expand

Table 4.

ARDL long-run form and bounds test.

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Table 4 Expand

Table 5.

Stepwise regression.

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Table 5 Expand

Table 6.

Estimation command, equation, and substituted coefficients.

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Table 6 Expand

Table 7.

Wald test.

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Table 7 Expand

Fig 2.

Multiplier graph for EG(Pos) and EG(Neg).

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Fig 2 Expand

Table 8.

Causality test—t-statistic approach.

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Table 8 Expand

Table 9.

Diagnostic tests.

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Table 9 Expand

Fig 3.

Model stability: CUSUM & CUSUM square test.

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Fig 3 Expand