Dependent Variable: LKF Sample (adjusted): 1965 2010 Included observations: 46 after adjustments | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
LKF (−2) | 0.649 | 0.131 | 4.937 | 0.000 |
∆LGDP (−1) | −1.786 | 0.560 | −3.187 | 0.004 |
∆LTD | −0.278 | 0.112 | −2.474 | 0.020 |
∆LTD (−1) | −0.437 | 0.159 | −2.745 | 0.011 |
LITD | 1.117 | 0.408 | 2.737 | 0.011 |
LITD (−1) | −1.199 | 0.520 | −2.304 | 0.030 |
LITD (−2) | −0.666 | 0.422 | −1.579 | 0.127 |
LINFDF (−2) | 0.369 | 0.213 | 1.729 | 0.096 |
∆LREER | −1.934 | 0.637 | −3.035 | 0.005 |
∆LREER (−1) | 1.790 | 0.557 | 3.209 | 0.003 |
∆LREER (−2) | 2.056 | 0.622 | 3.305 | 0.003 |
∆∆LFD (−1) | −2.330 | 0.559 | −4.163 | 0.000 |
∆∆LFD (−2) | −6.771 | 1.270 | −5.331 | 0.000 |
∆LPMP | −1.416 | 0.457 | −3.097 | 0.004 |
∆LPMP (−1) | 0.538 | 0.408 | 1.316 | 0.200 |
∆LPMP (−2) | 1.074 | 0.396 | 2.712 | 0.012 |
LKC | −0.315 | 0.045 | −6.875 | 0.000 |
LKC (−2) | 0.435 | 0.066 | 6.510 | 0.000 |
∆LED | 0.569 | 0.201 | 2.831 | 0.009 |
∆LED (−2) | −0.412 | 0.219 | −1.877 | 0.072 |
DMR | −0.516 | 0.196 | −2.634 | 0.014 |
C | 5.777 | 2.153 | 2.682 | 0.013 |
R-squared | 0.860 |
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Adjusted R-squared | 0.738 |
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