Coef. | St.Err | t-value | p-value | Sig. |
|
L._ce1 | −0.359 | 0.143 | −2.50 | 0.012 | ** |
LD.lnrm2 | −1.817 | 0.881 | −2.06 | 0.039 | ** |
LD.lnrgdp | 1.778 | 0.978 | 1.82 | 0.069 | * |
LD.Infl | −0.002 | 0.007 | −0.32 | 0.746 |
|
LD.lnExch | 0.551 | 0.277 | 1.99 | 0.047 | ** |
LD.lnLibor | −0.524 | 0.192 | −2.73 | 0.006 | *** |
LD.ln91days | −0.549 | 0.277 | −1.98 | 0.048 | ** |
_cons | 0.482 | 0.182 | 2.64 | 0.008 | *** |
L._ce1 | −0.287 | 0.122 | −2.36 | 0.018 | ** |
LD.lnrm2 | −1.820 | 0.746 | −2.44 | 0.015 | ** |
LD.lnrgdp | 1.845 | 0.828 | 2.23 | 0.026 | ** |
LD.Infl | 0.000 | 0.006 | −0.07 | 0.948 |
|
LD.lnExch | 0.467 | 0.235 | 1.99 | 0.047 | ** |
LD.lnLibor | −0.400 | 0.163 | −2.46 | 0.014 | ** |
LD.ln91days | −0.472 | 0.235 | −2.01 | 0.044 | ** |
_cons | 0.417 | 0.155 | 2.70 | 0.007 | *** |
L._ce1 | 12.697 | 4.445 | 2.86 | 0.004 | *** |
LD.lnrm2 | 64.611 | 27.304 | 2.37 | 0.018 | ** |
LD.lnrgdp | −82.535 | 30.302 | −2.72 | 0.006 | *** |
LD.Infl | −0.425 | 0.217 | −1.96 | 0.050 | ** |