Table 4.

Statistical properties of GDP and industrial production for the selected countries

GDP – quarterly dataIndustrial production – monthly data
MeanSt. dev.SkewnessKurtosisJBMeanSt. dev.SkewnessKurtosisJB
CZE0.6420.883−0.9287.28787.30.3061.605−0.1793.2872.0
POL1.0351.1470.5145.48328.90.4451.799−0.0655.20846.3
HUN0.6230.897−2.64212.903504.00.3622.541−0.5156.06098.6
SLK0.9831.633−1.83219.9301,200.10.5153.1252.33722.5023,804.1
LIT1.0501.908−4.21232.7993,835.70.5165.1330.0824.77730.1
LAT0.9802.016−0.4855.01520.00.3381.970−0.4594.32324.5
EST1.0071.994−1.7689.670228.00.4582.608−0.3324.38322.3
SLO0.6791.089−1.75810.018246.50.2402.244−1.11010.183534.6

Note:

JB stands for Jarque-Bera test of normality

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