Table VI

Eigenvalue stability condition

Low FI level groupHigh FI level group
EigenvalueEigenvalue
RealImaginaryModulusRealImaginaryModulus
0.998620400.99862040.95541520.03818950.9561781
0.874434−0.02415780.87476760.9554152−0.03818950.9561781
0.8744340.02415780.87476760.904319600.9043196
0.5811525−0.36117470.68424080.7165484−0.26887630.7653339
0.58115250.36117470.68424080.71654840.26887630.7653339
0.154827400.15482740.065064100.0650641

Source: Calculated by the authors using PVAR on Stata 14

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