Table 3 Descriptive statistics and...

Table 3

Descriptive statistics and correlation matrix

	GDPVOL	INFVOL	DCP	MRK	OILS	EXC	RES
Mean	982242.8	3.145	11.792	12.397	−0.430	156.548	22.990
Median	43363.59	1.853	8.465	9.151	−0.002	175.140	23.016
Maximum	11,013,422	23.342	20.866	41.535	27.368	442.648	24.852
Minimum	25.917	0.004	5.930	3.035	−63.089	1.229	19.172
Std. dev.	2,013,445	4.449	5.372	8.926	8.573	129.535	1.437
Skewness	2.879	2.569	0.628	0.999	−2.951	0.575	−0.440
Kurtosis	11.576	9.753	1.630	3.716	24.147	2.535	1.927
GDPVOL	1	0.317	0.5102	0.534	−0.077	0.670	0.469
INFVOL		1	0.332	0.460	0.050	0.575	0.479
DCP			1	0.656	−0.115	0.259	0.529
MRK				1	0.020	0.451	0.637
OILS					1	0.016	−0.022
EXC						1	0.621
RES							1

	GDPVOL	INFVOL	DCP	MRK	OILS	EXC	RES
Mean	982242.8	3.145	11.792	12.397	−0.430	156.548	22.990
Median	43363.59	1.853	8.465	9.151	−0.002	175.140	23.016
Maximum	11,013,422	23.342	20.866	41.535	27.368	442.648	24.852
Minimum	25.917	0.004	5.930	3.035	−63.089	1.229	19.172
Std. dev.	2,013,445	4.449	5.372	8.926	8.573	129.535	1.437
Skewness	2.879	2.569	0.628	0.999	−2.951	0.575	−0.440
Kurtosis	11.576	9.753	1.630	3.716	24.147	2.535	1.927
GDPVOL	1	0.317	0.5102	0.534	−0.077	0.670	0.469
INFVOL		1	0.332	0.460	0.050	0.575	0.479
DCP			1	0.656	−0.115	0.259	0.529
MRK				1	0.020	0.451	0.637
OILS					1	0.016	−0.022
EXC						1	0.621
RES							1

Note(s): Where GDPVOL is output volatility, INFVOL is inflation volatility, DCP is domestic credit to private sector, MRK is market capitalisation, OILS is oil price shock, EXC is exchange rate and RES is international reserve

Source(s): Authors' own work

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