Journal of Mathematical Finance, 2017, 7, 39-53
http://www.scirp.org/journal/jmf
ISSN Online: 2162-2442
ISSN Print: 2162-2434
DOI: 10.4236/jmf.2017.71002 January 11, 2017
Causality between Non-Oil Export, Financial
Sector Development and Economic Growth:
Evidence from Nigeria
Emmanuel S. Akpan
1
, Eleazar C. Nwosu
2
, Gamaliel O. Eweke
1
1
Department of Accounting & Finance, Federal University Otuoke, Yenagoa, Nigeria
2
Internal Audit Unit, Federal Polytechnic, Ukana, Nigeria
Abstract
This study examined the causality between non-oil export, financial sector
development and economic growth in Nigeria. The study employed credit to
private sector, total bank deposit, prime lending rate, market capitalization,
money market instruments as proxy to measure financial sector development,
while GDP was used to capture economic growth, using annual data from
1985 to 2015. All the variables were stationary at first difference using the
Augmented Dickey Fuller (ADF) and Phillip Perron (PP) tests. The Johansen
Cointegration test result showed that a long-run relationship between non-oil
export, financial sector development and economic growth existed. The
Granger causality test indicates that a bi-directional causality runs from total
bank deposit, credit to the private sector and market capitalization to eco-
nomic growth. Also, a unidirectional causality existed between prime lending
rate and economic growth. The study shows that out of the five proxy for finan-
cial sector development, three showed significant causality with economic
growth. These findings therefore imply that a bi-directional relationship exists
between financial sector development and economic growth, indicating that a
growth in the financial sector will cause same in the economy and vice versa.
Finally, the study recommends that the government formulate policies that will
enhance credit to the private sector, such as not operating the Treasury Single
Account (TSA) Policy in a holistic manner, so that banks will have fund to pro-
pel their credit delivery function effectively; considering the fact that the public
sector drives the Nigerian economy as it stands now. However for capital mar-
ket development, investors protection policies should be enhanced in order to
strengthen and improve public confidence in the capital market, such as reduc-
ing charges for the purchase and sale of securities and reduction of listing re-
quirements for new companies on the exchange.
How to cite this paper: Akpan, E.S.,
Nwosu, E.C. and Eweke, G.O. (2017) Cau-
sality between Non-Oil Export, Financial
Sector Development and Economic
Growth: Evidence from Nigeria. Journal of
Mathematical Finance, 7, 39-53.
http://dx.doi.org/10.4236/jmf.2017.71002
Received: November 27, 2016
Accepted: January 8, 2017
Published: January 11, 2017
Copyright © 2017 by authors and
Scientific Research Publishing Inc.
This work is licensed under the Creative
Commons Attribution International
License (CC BY 4.0).
http://creativecommons.org/licenses/by/4.0/
Open Access