Table 4

Nonlinearity tests. Data in first difference

With Thai 5% and Arborio as transition variables
LaggedThai 5%Arborio
PriceLevelLaggedCurrentLagged
ArborioLSTR 1LinearLinearn/an/a
BalillaLinearLinearLSTR 1LSTR 2LSTR 1
BaldoLinearLSTR 2LSTR 2LSTR 2Linear
LotoLinearLSTR 1LSTR 2LSTR 2Linear
RomaLinearLinearLSTR 2LSTR 2LSTR 1
S. AndreaLinearLSTR 1LSTR 2LSTR 1Linear
ThaibonetteLSTR 1LSTR 2LSTR 2LSTR 2Linear
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