This paper examines the causal relationship between governance indicators and economic growth in Afghanistan. We use a set of quarterly time series data from 2003Q1 to 2018Q4 to test our hypothesis. Following Toda and Yamamoto’s (J Econom 66(1–2):225–250, 1995. https://doi.org/10.1016/0304-4076(94)01616-8) vector autoregressive model and the modified Wald test, our empirical results show a unidirectional causality between the government effectiveness, rule of law, and the economic growth. Our findings exhibit significant causal relationships running from economic growth to the eradication of corruption, the establishment of the rule of law, quality of regulatory measures, government effectiveness, and political stability. More interestingly, we support the significant multidimensional causality hypothesis among the governance indicators. Overall, our findings not only reveal causality between economic growth and governance indicators, but they also show interdependencies among the governance indicators.

本文研究了阿富汗的治理指标与经济增长之间的因果关系。我们使用一组2003Q1至2018Q4的季度时间序列数据来检验我们的假设。遵循Toda和Yamamoto（J Econom 66（1-2）：225-250，1995.https：//doi.org/10.1016/0304-4076（94）01616-8）的向量自回归模型和改进的Wald检验，实证结果表明，政府效力，法治和经济增长之间存在单向因果关系。我们的发现显示出从经济增长到消除腐败，法治的建立，监管措施的质量，政府效力和政治稳定等重要因果关系。更有趣的是，我们支持治理指标中重要的多维因果关系假设。总体，