Table 4

Result of VAR order Lag selection of the model

Lag lengthAICSICHQC
04.4513144.7046464.542911
1−15.44106*−13.66774*−14.79988*
2−15.13417−11.84086−13.94341
3−15.22188−10.40857−13.48154

Note(s): * indicates lag order selected by the respective criteria

Source(s): Authors’ calculation

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