Johansen normalization restriction imposed | |||||
beta | Coef. | Std. Err. | z | P > |z| | [95% Conf. Interval] |
_ce1 |
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LnPrice | 1 |
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lnM1 | −0.7943048 | 0.2619517 | −3.03 | 0.002 | −1.307721 −0.280889 |
Inflation | −0.1039464 | 0.046796 | −2.22 | 0.026 | −0.1956649 −0.012228 |
nominalGrowth | 0.0407573 | 0.0338132 | 1.21 | 0.228 | −0.0255155 0.10703 |
SearchIndex | −0.2027504 | 0.0179313 | −11.31 | 0.000 | −0.2378951 −0.1676056 |
Cons | 2.403011 |
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