Vector auto-regression model
| Lagged variables | Variables | ||||
|---|---|---|---|---|---|
| CAD | BD | INF | RR | lnGDP | |
| C | 0.2715721 | 0.8220163 | −0.5919414 | 0.8073482 | 0.0089488 |
| (0.485) | (0.019) | (0.609) | (0.453) | (0.016) | |
| CAD(−1) | −0.2853575 | −0.0033017 | −0.9423281 | 0.7165516 | −0.0006423 |
| (0.046) | (0.980) | (0.027) | (0.070) | (0.639) | |
| BD(−1) | −0.2666256 | −0.1639733 | 0.4718627 | −0.4649474 | 0.0000157 |
| (0.028) | (0.298) | (0.364) | (0.337) | (0.993) | |
| INF (−1) | 0.6135692 | 0.0970193 | −0.5269666 | 0.7988036 | −0.0045099 |
| (0.020) | (0.682) | (0.500) | (0.272) | (0.073) | |
| RR(−1) | 0.8309809 | 0.1491216 | −0.0878217 | 0.4266733 | −0.0046837 |
| (0.003) | (0.554) | (0.916) | (0.581) | (0.080) | |
| lnGDP(−1) | 3.590413 | 2.677643 | −17.41036 | 28.95006 | 0.4797915 |
| (0.830) | (0.071) | (0.726) | (0.530) | (0.003) | |
| Lagged variables | Variables | ||||
|---|---|---|---|---|---|
| CAD | BD | INF | RR | lnGDP | |
| C | 0.2715721 | 0.8220163 | −0.5919414 | 0.8073482 | 0.0089488 |
| (0.485) | (0.019) | (0.609) | (0.453) | (0.016) | |
| CAD(−1) | −0.2853575 | −0.0033017 | −0.9423281 | 0.7165516 | −0.0006423 |
| (0.046) | (0.980) | (0.027) | (0.070) | (0.639) | |
| BD(−1) | −0.2666256 | −0.1639733 | 0.4718627 | −0.4649474 | 0.0000157 |
| (0.028) | (0.298) | (0.364) | (0.337) | (0.993) | |
| INF (−1) | 0.6135692 | 0.0970193 | −0.5269666 | 0.7988036 | −0.0045099 |
| (0.020) | (0.682) | (0.500) | (0.272) | (0.073) | |
| RR(−1) | 0.8309809 | 0.1491216 | −0.0878217 | 0.4266733 | −0.0046837 |
| (0.003) | (0.554) | (0.916) | (0.581) | (0.080) | |
| lnGDP(−1) | 3.590413 | 2.677643 | −17.41036 | 28.95006 | 0.4797915 |
| (0.830) | (0.071) | (0.726) | (0.530) | (0.003) | |
Source(s): Table by authors
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