Banking system factor

Coefficient

Std. Error

t value

Pr (>|t|)

Intercept

13.910

0.470

29.578

<2e−16***

Bank lending-deposit interest rate spread (BLIS)

−0.246

0.028

−8.699

2.02e−13***

R

R²

p-value

0.4681

0.462

2.02E−01