Causal relationship between energy consumption (EC) and GDP: A Markov-switching (MS) causality

► We examine the causal relationship between energy use and economic growth in the US.► We use Markov switching (MS) causality to test for nonlinear causal relationships.► The causality relationships between these variables are time or regime dependent.► Two regimes are found and regime one covers the recession and energy crises periods.► A bidirectional and no causalities are found in regime one and two, respectively.