I'm analyzing economic data in emerging markets such as Asia, And I found that many indicators are following incumbent markets such as U.S. or E.U.

And the basis for that is the p-value in simple regression analysis between focal variables is significantly decreasing under 0.001 as the graph below.

It could be intuitively understandable, and too natural to make questions about it.

But I failed to find out articles that this kind of decreasing p-value can be interpreted as getting meaningful over time, especially in social science.

If you know anything about it such as the possibility for those interpretations or some related articles, I sincerely ask you to let me know.

With my best regards, Lee.