LD.lnExch | −24.179 | 8.594 | −2.81 | 0.005 | *** | |||
LD.lnLibor | 17.308 | 5.954 | 2.91 | 0.004 | *** | |||
LD.ln91days | 14.292 | 8.585 | 1.67 | 0.096 | * | |||
_cons | 0.035 | 5.653 | 0.01 | 0.995 |
| |||
L._ce1 | 0.009 | 0.051 | 0.18 | 0.859 |
| |||
LD.lnrm2 | −0.104 | 0.312 | −0.33 | 0.739 |
| |||
LD.lnrgdp | 0.357 | 0.346 | 1.03 | 0.302 |
| |||
LD.Infl | 0.008 | 0.002 | 3.23 | 0.001 | *** | |||
LD.lnExch | 0.486 | 0.098 | 4.96 | 0.000 | *** | |||
LD.lnLibor | −0.015 | 0.068 | −0.22 | 0.825 |
| |||
LD.ln91days | 0.198 | 0.098 | 2.03 | 0.043 | ** | |||
_cons | 0.025 | 0.065 | 0.39 | 0.693 |
| |||
L._ce1 | 0.380 | 0.086 | 4.41 | 0.000 | *** | |||
LD.lnrm2 | −0.994 | 0.529 | −1.88 | 0.060 | * | |||
LD.lnrgdp | 1.374 | 0.587 | 2.34 | 0.019 | ** | |||
LD.Infl | 0.008 | 0.004 | 1.93 | 0.054 | * | |||
LD.lnExch | 0.152 | 0.167 | 0.91 | 0.361 |
| |||
LD.lnLibor | 0.772 | 0.115 | 6.70 | 0.000 | *** | |||
LD.ln91days | −0.488 | 0.166 | −2.94 | 0.003 | *** | |||
_cons | −0.407 | 0.110 | −3.72 | 0.000 | *** | |||
L._ce1 | −0.030 | 0.099 | −0.30 | 0.762 |
| |||
LD.lnrm2 | −0.736 | 0.608 | −1.21 | 0.226 |
| |||
LD.lnrgdp | 0.809 | 0.674 | 1.20 | 0.230 |
| |||
LD.Infl | −0.003 | 0.005 | −0.69 | 0.493 |
| |||
LD.lnExch | −0.076 | 0.191 | −0.40 | 0.690 |
| |||
LD.lnLibor | 0.051 | 0.132 | 0.39 | 0.699 |
| |||
LD.ln91days | 0.075 | 0.191 | 0.40 | 0.693 |
| |||
_cons | 0.025 | 0.126 | 0.20 | 0.844 |
| |||
Mean dependent var | 3.041 | SD dependent var | 0.414 | |||||
Number of obs | 36.000 | Akaike crit. (AIC) | . | |||||