Descriptive statistics
| Mean | Maximum | Minimum | Skewness | Kurtosis | Jarque-Bera | ||
|---|---|---|---|---|---|---|---|
| Japan | UNC | −0.0006 | 1.2115 | −0.7435 | 0.9654 | 6.8052 | 91.0355 |
| R | −0.0032 | 0.0290 | −0.0710 | −2.2976 | 12.5762 | 564.0943 | |
| M1 | 0.0054 | 0.0304 | −0.0005 | 3.2775 | 21.6016 | 1944.9440 | |
| CPI | 0.0005 | 0.0207 | −0.0080 | 2.3878 | 19.1251 | 1414.1350 | |
| IPI | −0.0007 | 0.0626 | −0.1065 | −1.2163 | 8.7834 | 196.8274 | |
| Canada | UNC | −0.0006 | 1.2115 | −0.7435 | 0.9654 | 6.8052 | 91.0355 |
| R | −0.0058 | 0.2944 | −0.7844 | −4.1498 | 30.6310 | 4161.7740 | |
| M1 | 0.0082 | 0.0374 | −0.0042 | 1.3401 | 5.6388 | 70.7343 | |
| CPI | 0.0015 | 0.0115 | −0.0072 | 0.0382 | 2.8715 | 0.1118 | |
| IPI | 0.0009 | 0.0434 | −0.1384 | −3.7994 | 29.9953 | 3932.4470 | |
| Mexico | UNC | −0.0006 | 1.2115 | −0.7435 | 0.9654 | 6.8052 | 91.0355 |
| R | 0.0089 | 0.4700 | −0.5500 | −0.2060 | 4.6516 | 14.4874 | |
| M1 | 0.0097 | 0.0686 | −0.0471 | 0.4918 | 3.6346 | 6.8512 | |
| CPI | 0.0034 | 0.0169 | −0.0102 | −0.3054 | 4.8635 | 19.2276 | |
| IPI | 0.0002 | 0.1744 | −0.2903 | −4.5085 | 58.0765 | 15573.6100 | |
| Eurozone | UNC | −0.0006 | 1.2115 | −0.7435 | 0.9654 | 6.8052 | 91.0355 |
| R | −0.0149 | 0.1626 | −0.1898 | −1.5414 | 11.2602 | 388.6693 | |
| M1 | 0.0071 | 0.0327 | −0.0115 | 0.4716 | 5.7169 | 41.3545 | |
| CPI | 0.0012 | 0.0128 | −0.0156 | −0.6097 | 4.1887 | 14.4984 | |
| IPI | 0.0006 | 0.1315 | −0.2137 | −2.8388 | 31.9611 | 4354.8970 |
| Mean | Maximum | Minimum | Skewness | Kurtosis | Jarque-Bera | ||
|---|---|---|---|---|---|---|---|
| Japan | UNC | −0.0006 | 1.2115 | −0.7435 | 0.9654 | 6.8052 | 91.0355 |
| R | −0.0032 | 0.0290 | −0.0710 | −2.2976 | 12.5762 | 564.0943 | |
| M1 | 0.0054 | 0.0304 | −0.0005 | 3.2775 | 21.6016 | 1944.9440 | |
| CPI | 0.0005 | 0.0207 | −0.0080 | 2.3878 | 19.1251 | 1414.1350 | |
| IPI | −0.0007 | 0.0626 | −0.1065 | −1.2163 | 8.7834 | 196.8274 | |
| Canada | UNC | −0.0006 | 1.2115 | −0.7435 | 0.9654 | 6.8052 | 91.0355 |
| R | −0.0058 | 0.2944 | −0.7844 | −4.1498 | 30.6310 | 4161.7740 | |
| M1 | 0.0082 | 0.0374 | −0.0042 | 1.3401 | 5.6388 | 70.7343 | |
| CPI | 0.0015 | 0.0115 | −0.0072 | 0.0382 | 2.8715 | 0.1118 | |
| IPI | 0.0009 | 0.0434 | −0.1384 | −3.7994 | 29.9953 | 3932.4470 | |
| Mexico | UNC | −0.0006 | 1.2115 | −0.7435 | 0.9654 | 6.8052 | 91.0355 |
| R | 0.0089 | 0.4700 | −0.5500 | −0.2060 | 4.6516 | 14.4874 | |
| M1 | 0.0097 | 0.0686 | −0.0471 | 0.4918 | 3.6346 | 6.8512 | |
| CPI | 0.0034 | 0.0169 | −0.0102 | −0.3054 | 4.8635 | 19.2276 | |
| IPI | 0.0002 | 0.1744 | −0.2903 | −4.5085 | 58.0765 | 15573.6100 | |
| Eurozone | UNC | −0.0006 | 1.2115 | −0.7435 | 0.9654 | 6.8052 | 91.0355 |
| R | −0.0149 | 0.1626 | −0.1898 | −1.5414 | 11.2602 | 388.6693 | |
| M1 | 0.0071 | 0.0327 | −0.0115 | 0.4716 | 5.7169 | 41.3545 | |
| CPI | 0.0012 | 0.0128 | −0.0156 | −0.6097 | 4.1887 | 14.4984 | |
| IPI | 0.0006 | 0.1315 | −0.2137 | −2.8388 | 31.9611 | 4354.8970 |
Source(s): Author’s own calculation
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