Eigenvalue stability condition
| Low FI level group | High FI level group | ||||
|---|---|---|---|---|---|
| Eigenvalue | Eigenvalue | ||||
| Real | Imaginary | Modulus | Real | Imaginary | Modulus |
| 0.9986204 | 0 | 0.9986204 | 0.9554152 | 0.0381895 | 0.9561781 |
| 0.874434 | −0.0241578 | 0.8747676 | 0.9554152 | −0.0381895 | 0.9561781 |
| 0.874434 | 0.0241578 | 0.8747676 | 0.9043196 | 0 | 0.9043196 |
| 0.5811525 | −0.3611747 | 0.6842408 | 0.7165484 | −0.2688763 | 0.7653339 |
| 0.5811525 | 0.3611747 | 0.6842408 | 0.7165484 | 0.2688763 | 0.7653339 |
| 0.1548274 | 0 | 0.1548274 | 0.0650641 | 0 | 0.0650641 |
| Low FI level group | High FI level group | ||||
|---|---|---|---|---|---|
| Eigenvalue | Eigenvalue | ||||
| Real | Imaginary | Modulus | Real | Imaginary | Modulus |
| 0.9986204 | 0 | 0.9986204 | 0.9554152 | 0.0381895 | 0.9561781 |
| 0.874434 | −0.0241578 | 0.8747676 | 0.9554152 | −0.0381895 | 0.9561781 |
| 0.874434 | 0.0241578 | 0.8747676 | 0.9043196 | 0 | 0.9043196 |
| 0.5811525 | −0.3611747 | 0.6842408 | 0.7165484 | −0.2688763 | 0.7653339 |
| 0.5811525 | 0.3611747 | 0.6842408 | 0.7165484 | 0.2688763 | 0.7653339 |
| 0.1548274 | 0 | 0.1548274 | 0.0650641 | 0 | 0.0650641 |
Source: Calculated by the authors using PVAR on Stata 14