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This paper uses panel Granger causality estimations with the approaches developed by Nair- Reichert and Weinhold (2001), and Bangake and Eggoh (2011) as well as the Dumitrescu and Hurlin (2012) test, with the algorithm developed by Lopez and Weber (2017), to analyse the causality relations between all the nine IMF financial development indices, and the real GDP growth considering a sample of 46各大洲在1990年至2017年间都传播的国家。获得的结果揭示了这些因果关系的动态特征，总体而言，将金融机构指数与金融市场指数的指数进行比较时，没有发现显着差异。结果证实了双向因果关系的存在，尽管对所有IMF指数没有相同的统计鲁棒性，从而解决了金融发展的相关方面：金融机构和市场的访问，深度和效率。
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