Table 1.

Markov regime-switching models for CPI growth (1998: Q1– 2019: Q2)

VariablesMSM1MSM2MSM3MSM4
Constant
(Regime 0)
0.0181815
[6.25]
(0.000)
0.0190146
[6.77]
(0.000)
0.0214956
[5.64]
(0.000)
0.0325443
[4.489]
(0.000)
Constant
(Regime 1)
0.0844184
[10.2]
(0.000)
0.0840974
[10.9]
(0.000)
0.0598313
[6.25]
0.000
0.0727235
[5.00]
(0.000)
Exchange_g
(Regime 0)
0.103916
[ 3.60]
(0.001)
0.0948989
[3.32]
(0.001)
0.0984918
[3.68]
(0.000)
0.0960139
[3.67]
(0.000)
Exchange_g
(Regime 1)
0.196280
[5.53]
(0.000)
0.192966
[5.17]
(0.000)
0.154293
[4.25]
0.000
0.154087
[4.40]
(0.000)
GDP_g
(Regime 0)
0.00177550
[2.32]
(0.023)
0.00229493
[2.81]
(0.006)
0.00255074
[3.32]
0.001
0.00230061
[3.04]
(0.003)
GDP_g
(Regime 1)
0.00703356
[4.42]
(0.000)
0.00704282
[4.54]
(0.000)
0.00870093
[6.03]
(0.000)
0.00897510
[6.28]
(0.000)
IP_g
(Regime 0)
−0.116800
[−1.66]
(0.102)
−0.132203
[−2.01]
(0.048)
−0.132315
[−2.00]
(0.049)
IP_g
(Regime 1)
−0.0416746
[−0.337]
( 0.737)
−0.142926
[−1.28]
(0.206)
−0.101737
[−0.911]
(0.365)
Econ-Uncertainty
(Regime 0)
−0.00991373
[−1.04]
(0.304)
0.00102752
[0.0914]
(0.927)
Econ-Uncertainty
(Regime 1)
0.0839755
[3.34]
( 0.001)
0.0855484
[3.50]
(0.001)
Geo-Risk
(Regime 0)
−0.000117223
–[1.77]
(0.082)
Geo-Risk
(Regime 1)
−0.000123795
[−1.20]
(0.235)

Notes:

The dependent variable is CPI growth. The independent variables are given in the first column. The values in brackets are t-values and the tprob. values are given in parentheses

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