| GZGDP | GZEIT | GZEDT |
GZGDP (−1) | −0.121024 | −0.684292 | −0.318713 |
| (0.44411) | (2.90355) | (1.76062) |
| [−0.27251] | [−0.23567] | [−0.18102] |
GZGDP (−2) | 0.087500 | −6.139782 | −2.257841 |
| (0.42586) | (2.78419) | (1.68824) |
| [0.20547] | [−2.20523] | [−1.33739] |
GZEIT (−1) | 0.061832 | −0.745881 | −0.088741 |
| (0.04603) | (0.30092) | (0.18247) |
| [1.34337] | [−2.47867] | [−0.48634] |
GZEIT (−2) | 0.035343 | −0.939752 | 0.094195 |
| (0.06860) | (0.44850) | (0.27196) |
| [0.51519] | [−2.09530] | [0.34636] |
GZEDT (−1) | −0.091986 | −0.112361 | −0.781388 |
| (0.08801) | (0.57537) | (0.34888) |
| [−1.04524] | [−0.19529] | [−2.23968] |
GZEDT (−2) | −0.045255 | 0.273594 | −0.580675 |
| (0.10194) | (0.66648) | (0.40413) |
| [−0.44394] | [0.41051] | [−1.43684] |
C | 0.003659 | 0.031010 | 0.035212 |
| (0.00686) | (0.04483) | (0.02718) |
| [0.53360] | [0.69174] | [1.29536] |