Results of Wald test (H0: long-run coefficient equal to 1)
| Variable | F-statistics | Prob > F | Conclusion |
|---|---|---|---|
| Conventional banks deposit rate | 215.32 | 0.000 | (Reject H0: long-run coefficient =1) |
| Conventional banks’ lending rate | 5.3 | 0.028 | (Reject H0: long-run coefficient =1) |
| Islamic banks’ deposit rate | 1.27 | 0.262 | Do not reject H0 |
| Islamic banks’ lending rate | 0.05 | 0.816 | Do not reject H0 |
| Overall banking deposit rate | 152.46 | 0.000 | (Reject H0: long-run coefficient =1) |
| Overall banking lending rate | 9.97 | 0.002 | (Reject H0: long-run coefficient =1) |
| Variable | Prob > | Conclusion | |
|---|---|---|---|
| Conventional banks deposit rate | 215.32 | 0.000 | (Reject |
| Conventional banks’ lending rate | 5.3 | 0.028 | (Reject |
| Islamic banks’ deposit rate | 1.27 | 0.262 | Do not reject |
| Islamic banks’ lending rate | 0.05 | 0.816 | Do not reject |
| Overall banking deposit rate | 152.46 | 0.000 | (Reject |
| Overall banking lending rate | 9.97 | 0.002 | (Reject |
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