Assessment of causality in socio-economic, scientific and innovative development of territories using the Granger causality test

Relevance. In modern conditions, the problem of ensuring sustainable socio-economic development of the regions of the Russian Federation is aggravated. One of the tools for its solution is the dynamization of scientific and innovative growth, but various possibilities of the regions in the field under consideration should be taken into account. On the one hand, the active development of science and innovation should contribute to accelerating the pace of socio-economic growth, on the other hand ‒ in regions with an insufficiently high level of economic development, the development and launch of innovative projects is not possible due to the lack of the required amount of investment. Thus, the problem arises of analyzing the interdependence of socio-economic and scientificinnovative development.
The purpose of the study ‒ to assess causality between innovative and socioeconomic growth using the Granger Casuality Test, which allows processes to be assessed with time lags in mind.
Objectives: identification of causal relationships between current and capital investments in research and development and the value of the gross regional product; classification of regions by types of causality; determining optimal time lags between variable changes.
Methodology. The Grainger test is applied to analyze the causal relationships between the gross regional product and investments in research and development with the determination of optimal time lags, provided that the time series of the studied indicators are stationary.
Results. The study made it possible to determine that for most subjects of the district, it is the current investments in research and development that act as the reason for the change in the gross regional product, in some regions there is a dependence on capital expenditures in research and development activities.
Conclusions. Based on the calculation results, it can be concluded that it is impossible to identify the causes among the factors under consideration, since there is mutual autocorrelation, which indicates the presence of other parameters that affect the change in the variables under consideration. The proposed approach is universal and can be used by regional authorities in building strategies for managing the socio-economic growth of territories, taking into account the lags that ensure the maximum return on innovation in the scientific and innovation sphere.

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