| Beta | Coef. | Std. Err. | Z | P > |z| | [95% Conf. Interval] |
| _ce1 |
|
|
|
|
|
| lnrm2 | 1 |
|
|
|
|
| Lnrgdp | −1.438684 | 0.1715597 | −8.39 | 0.000 | −1.774935 −1.102433 |
| Infl | −0.030274 | 0.0117391 | −2.58 | 0.010 | −0.0532822 −0.0072657 |
| lnExch | 0.0486902 | 0.2272216 | 0.21 | 0.830 | −0.3966559 0.4940362 |
| lnLibor | −0.8055793 | 0.1134232 | −7.10 | 0.000 | −1.027885 −0.5832739 |
| ln91days | −0.0658378 | 0.2746348 | −0.24 | 0.811 | −0.6041121 0.4724366 |
| _cons | 12.3099 |
|
|
|
|