Short-run dynamics
| Using D(NII) as the dependent variable | ||||
|---|---|---|---|---|
| Variable | Coefficient | Standard error | t-statistic | Prob. |
| D(BTA) | 117.7690* | 20.09481 | 5.860671 | 0.0000 |
| D(COR_DD) | 1.172145** | 0.394650 | 2.970087 | 0.0389 |
| D(COR_SD) | −1.265662 | 1.147496 | −1.102978 | 0.2729 |
| D(COR_FD) | 0.305801* | 0.098221 | 3.113390 | 0.0025 |
| D(BTLA) | 123.5837* | 6.204006 | 19.91999 | 0.0000 |
| D(TFA) | −6.666734* | 1.408940 | −4.731737 | 0.0050 |
| ECT(−1) | −0.078272** | 0.034693 | −2.25613 | 0.0424 |
| C | 180673.0 | 135725.2 | 1.331168 | 0.1865 |
| Using D(NII) as the dependent variable | ||||
|---|---|---|---|---|
| Variable | Coefficient | Standard error | Prob. | |
| D(BTA) | 117.7690* | 20.09481 | 5.860671 | 0.0000 |
| D(COR_DD) | 1.172145** | 0.394650 | 2.970087 | 0.0389 |
| D(COR_SD) | −1.265662 | 1.147496 | −1.102978 | 0.2729 |
| D(COR_FD) | 0.305801* | 0.098221 | 3.113390 | 0.0025 |
| D(BTLA) | 123.5837* | 6.204006 | 19.91999 | 0.0000 |
| D(TFA) | −6.666734* | 1.408940 | −4.731737 | 0.0050 |
| ECT(−1) | −0.078272** | 0.034693 | −2.25613 | 0.0424 |
| C | 180673.0 | 135725.2 | 1.331168 | 0.1865 |
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