Break dates for gross capital inflows and foreign capital components
| Break dates | Gross inflows | FDI | FPI | OFI |
|---|---|---|---|---|
| Break date 1 | 1991Q2 | 1991Q4 | 1992Q4 | 1991Q2 |
| Break date 2 | 1998Q3 | 1997Q4 | 1997Q4 | 1998Q3 |
| Break date 3 | 2003Q2 | 2002Q3 | 2004Q2 | 2004Q1 |
| Break date 4 | 2008Q3 | 2007Q2 | 2009Q2 | 2008Q4 |
| Break date 5 | 2013Q2 | 2013Q3 | 2014Q1 | 2014Q1 |
| F-statistic | 9.646622 | 21.19465 | 6.795987 | 9.327519 |
| Scaled F-statistic | 9.646622 | 21.19465 | 6.795987 | 9.327519 |
| Weighted F-statistic | 21.16829 | 46.50898 | 14.91293 | 20.46806 |
| Critical value | 3.91* | 3.91* | 3.91* | 3.91* |
| Break dates | Gross inflows | FDI | FPI | OFI |
|---|---|---|---|---|
| Break date 1 | 1991Q2 | 1991Q4 | 1992Q4 | 1991Q2 |
| Break date 2 | 1998Q3 | 1997Q4 | 1997Q4 | 1998Q3 |
| Break date 3 | 2003Q2 | 2002Q3 | 2004Q2 | 2004Q1 |
| Break date 4 | 2008Q3 | 2007Q2 | 2009Q2 | 2008Q4 |
| Break date 5 | 2013Q2 | 2013Q3 | 2014Q1 | 2014Q1 |
| 9.646622 | 21.19465 | 6.795987 | 9.327519 | |
| Scaled | 9.646622 | 21.19465 | 6.795987 | 9.327519 |
| Weighted | 21.16829 | 46.50898 | 14.91293 | 20.46806 |
| Critical value | 3.91* | 3.91* | 3.91* | 3.91* |
Note:
The asterisk * denotes statistical significance at the 5% level