Augmented Dickey-Fuller | Phillips-Perron | |||
No intercept No trend | No intercept No trend | No intercept No trend | No intercept No trend | |
Nominal interest | −0.150 (1) | −2.069 (1) | −0.026 (1) | −2.017 (1) |
D (Int. nominal) | −6.194*** (0) | −6.378*** (0) | −6.198*** (0) | −6.382*** (0) |
Neutre Interest | −3.377** (1) | −3.325* (1) | −3.183** (1) | −3,131 (1) |
Inflation gap | −3.580** (1) | −3.670** (1) | −3.228** (1) | −3.378* (1) |
Production gap | −2.987** (1) | −2.931 (1) | −2.651*(1) | −2.569 (1) |
Exchange gap | −1.917 (1) | −1.960 (1) | −1.977 (1) | −2.163 (1) |
D (Exchange gap) | −5.077*** (0) | −4.970*** (0) | −5.074*** (0) | −4.968*** (0) |