The Causal Relationship between Banking, Capital Markets and Economic Growth in the European Union

The current paper investigates the causal relationship between financial development and economic growth in 27 European Union (EU) countries. Granger causality tests are applied, using the cointegration and Vector Error-Correction (VEC) methodology. Through the empirical analysis, we found evidence...

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Main Authors: Teodora Palcau, Monica Ioana Pop Silaghi
Format: Article
Language:English
Published: Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house 2025-06-01
Series:Scientific Annals of Economics and Business
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Online Access:https://saeb.feaa.uaic.ro/index.php/saeb/article/view/3135
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author Teodora Palcau
Monica Ioana Pop Silaghi
author_facet Teodora Palcau
Monica Ioana Pop Silaghi
author_sort Teodora Palcau
collection DOAJ
description The current paper investigates the causal relationship between financial development and economic growth in 27 European Union (EU) countries. Granger causality tests are applied, using the cointegration and Vector Error-Correction (VEC) methodology. Through the empirical analysis, we found evidence of the presence of Granger causality between finance and growth, sometimes even bi-directional causality, but the nature of the relationship is far from uniform across EU countries. Therefore, a one-size-fits-all approach of policymakers may not be effective for the financial sector to drive economic growth. The results suggest that there are different interactions between the financial sector and economic expansion, based on country specifics, as the causality is sustained by the banking sub-sector in some cases, especially in the case of countries that were part of the former communist bloc, and it is driven by the capital market in other cases. There are also cases in which both financial sectors Granger cause economic growth mostly in the countries that succeeded to better diversify their sources of funding. These findings highlight the presence of financial structural differences among EU countries, and, at the same time, the importance of tailored policies to support further economic expansion.
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publishDate 2025-06-01
publisher Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house
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series Scientific Annals of Economics and Business
spelling doaj-art-e21c31eb7ad146498243b7066cc541d52025-08-20T03:23:51ZengEditura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing houseScientific Annals of Economics and Business2501-31652025-06-0172229331410.47743/saeb-2025-00222166The Causal Relationship between Banking, Capital Markets and Economic Growth in the European UnionTeodora Palcau0Monica Ioana Pop Silaghi1Babes-Bolyai University, Faculty of Economics and Business Administration, ClujBabes-Bolyai University, Faculty of Economics and Business Administration, ClujThe current paper investigates the causal relationship between financial development and economic growth in 27 European Union (EU) countries. Granger causality tests are applied, using the cointegration and Vector Error-Correction (VEC) methodology. Through the empirical analysis, we found evidence of the presence of Granger causality between finance and growth, sometimes even bi-directional causality, but the nature of the relationship is far from uniform across EU countries. Therefore, a one-size-fits-all approach of policymakers may not be effective for the financial sector to drive economic growth. The results suggest that there are different interactions between the financial sector and economic expansion, based on country specifics, as the causality is sustained by the banking sub-sector in some cases, especially in the case of countries that were part of the former communist bloc, and it is driven by the capital market in other cases. There are also cases in which both financial sectors Granger cause economic growth mostly in the countries that succeeded to better diversify their sources of funding. These findings highlight the presence of financial structural differences among EU countries, and, at the same time, the importance of tailored policies to support further economic expansion.https://saeb.feaa.uaic.ro/index.php/saeb/article/view/3135economic growthfinancial developmenttime-seriesgranger causality
spellingShingle Teodora Palcau
Monica Ioana Pop Silaghi
The Causal Relationship between Banking, Capital Markets and Economic Growth in the European Union
Scientific Annals of Economics and Business
economic growth
financial development
time-series
granger causality
title The Causal Relationship between Banking, Capital Markets and Economic Growth in the European Union
title_full The Causal Relationship between Banking, Capital Markets and Economic Growth in the European Union
title_fullStr The Causal Relationship between Banking, Capital Markets and Economic Growth in the European Union
title_full_unstemmed The Causal Relationship between Banking, Capital Markets and Economic Growth in the European Union
title_short The Causal Relationship between Banking, Capital Markets and Economic Growth in the European Union
title_sort causal relationship between banking capital markets and economic growth in the european union
topic economic growth
financial development
time-series
granger causality
url https://saeb.feaa.uaic.ro/index.php/saeb/article/view/3135
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