D (gdp(−2))

0.582206

−0.117172

−0.257797

−0.030260

0.30509**

[1.26544]

[−1.05041]

[−0.28482]

[−0.30553]

[2.15988]

D (tvtsr(−1))

−0.076564

−0.015325

0.161283

0.018375

−0.04449***

[−1.38942]

[−1.14701]

[1.48774]

[1.54905]

[−2.62988]

D (tvtsr(−2))

−0.035132

0.015447

−0.067288

0.015113

−0.027082

[−0.64733]

[1.17388]

[−0.63022]

[1.29357]

[−1.62530]

D (dctps(−1))

0.954952*

0.051083

−1.311182

0.007705

0.032698

[1.88682]

[0.41629]

[−1.31686]

[0.07072]

[0.21042]

D (dctps(−2))

−0.353492

−0.286275**

−0.514425

0.125461

−0.091890

[−0.73322]

[−2.44910]

[−0.54238]

[1.20889]

[−0.62080]

D (gfcf(−1))

−0.146210

0.152304*

−0.157167

−0.110330

−0.112532

[−0.40522]

[1.74097]

[−0.22141]

[−1.42046]

[−1.01583]

D (gfcf(−2))

−0.166917

0.186164**

−0.886642

0.023852

0.014269

[−0.45453]

[2.09088]

[−1.22728]

[0.30173]

[0.12655]

C

−0.027235

0.05587***

0.045162

0.015005

0.008015

[−0.41859]

[3.54164]

[0.35282]

[1.07133]

[0.40122]