Short-run coefficient estimates
| Dependent variable: CAD | Dependent variable: BD | ||||
|---|---|---|---|---|---|
| Variables | Lag order | Variables | Lag order | ||
| 0 | 1 | 0 | 1 | ||
| ΔCAD | – | −0.2546 (0.102) | ΔCAD | – | – |
| ΔBD | 0.04944 (0.010) | −0.2529 (0.159) | ΔBD | – | −0.07298 (0.652) |
| ΔINF | – | – | ΔINF | – | – |
| ΔRR | – | 0.144621 (0.013) | ΔRR | −0.2704 (0.287) | 0.040687 (0.416) |
| ΔGDP | – | −43.011 (0.015) | ΔlnGDP | 27.3691 (0.078) | −10.7713 (0.539) |
| ECTt−1 | −1.8683 (0.000) | ECTt−1 | −1.357705 (0.00) | ||
| Dependent variable: CAD | Dependent variable: BD | ||||
|---|---|---|---|---|---|
| Variables | Lag order | Variables | Lag order | ||
| 0 | 1 | 0 | 1 | ||
| ΔCAD | – | −0.2546 (0.102) | ΔCAD | – | – |
| ΔBD | 0.04944 (0.010) | −0.2529 (0.159) | ΔBD | – | −0.07298 (0.652) |
| ΔINF | – | – | ΔINF | – | – |
| ΔRR | – | 0.144621 (0.013) | ΔRR | −0.2704 (0.287) | 0.040687 (0.416) |
| ΔGDP | – | −43.011 (0.015) | ΔlnGDP | 27.3691 (0.078) | −10.7713 (0.539) |
| ECTt−1 | −1.8683 (0.000) | ECTt−1 | −1.357705 (0.00) | ||
Source(s): Table by authors
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