Table 1 Estimated parameters of the... | Emerald Publishing

Table 1

Estimated parameters of the model

	Estimate	Std. Error	t value	Pr(>\|t\|)
∆lnY_uk,t−1	0.1254	0.0809	1.55	0.1230
∆lnY_fr,t−1	0.4302	0.1313	3.28	0.0013
β₀	0.0049	0.0010	4.79	0.0000
∆lnFX_t	−0.0179	0.0179	−1.00	0.3207
∆ruk,t	−0.0004	0.0006	−0.74	0.4621
∆πuk,t	−0.0042	0.0011	−3.71	0.0003
∆lnY_uk,t−1	0.1720	0.0402	4.28	0.0000
∆lnY_fr,t−1	0.4266	0.0670	6.37	0.0000
θ₀	0.0019	0.0005	3.83	0.0002
∆lnFX_t	−0.0137	0.0091	−1.51	0.1330
∆rfr,t	0.0006	0.0003	2.04	0.0429
∆π_fr,t	−0.0006	0.0007	−0.82	0.4151

	Estimate	Std. Error	t value	Pr(>\|t\|)
∆lnY_uk,t−1	0.1254	0.0809	1.55	0.1230
∆lnY_fr,t−1	0.4302	0.1313	3.28	0.0013
β₀	0.0049	0.0010	4.79	0.0000
∆lnFX_t	−0.0179	0.0179	−1.00	0.3207
∆ruk,t	−0.0004	0.0006	−0.74	0.4621
∆πuk,t	−0.0042	0.0011	−3.71	0.0003
∆lnY_uk,t−1	0.1720	0.0402	4.28	0.0000
∆lnY_fr,t−1	0.4266	0.0670	6.37	0.0000
θ₀	0.0019	0.0005	3.83	0.0002
∆lnFX_t	−0.0137	0.0091	−1.51	0.1330
∆rfr,t	0.0006	0.0003	2.04	0.0429
∆π_fr,t	−0.0006	0.0007	−0.82	0.4151