Granger causality test
| Coef. | |
|---|---|
| H0: X does not Granger-cause Y. | |
| H1: X does Granger-cause Y | |
| EPU → Loan price | |
| EPU SCMP median | 12.1183*** |
| EPU SCMP mean | 11.7586*** |
| EPU mainland median | 13.2068*** |
| Global EPU median | 5.6714*** |
| Global EPU mean | 6.6278*** |
| Inflation → loan price | −2.0016** |
| Coef. | |
|---|---|
| 12.1183*** | |
| 11.7586*** | |
| 13.2068*** | |
| 5.6714*** | |
| 6.6278*** | |
| −2.0016** |
Note(s):
** and *** indicate 5 and 1% levels of significance, respectively
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