The name is absent



Table 7. Vector error correction model coefficientsa and diagnostic tests

Cointegrating
Equations

CointEq 1

CointEq2

CointEq3

lnPPIt-ι

1.000000

0.000000

0.000000

lnIPIt-ι

0.000000

1.000000

0.000000

lnXREUROt-1

0.000000

0.000000

1.000000

lnM1At-ι

0.100722

[ 0.24636]b

0.432500

[ 3.36114]

-0.648281

[-4.99590]

TREND

0.000237

[ 0.04329]

-0.003577

[-2.07654]

0.008627

[ 4.96603]

C

-5.465342

-7.872801

-0.869331

Error Correction:

∆lnPPIt

∆lnIPIt

∆lnXREUROt

∆lnM1At

Coint.Eq1

-0.479967

[-3.09890]

0.013393

[ 0.43138]

-0.086666

[-1.96655]

0.047808

[ 0.69695]

CointEq2

0.906589

[ 1.72319]

-0.121941

[-1.15627]

0.435903

[ 2.91188]

-0.180480

[-0.77456]

CointEq3

0.093395

[ 0.41178]

-0.020625

[-0.45366]

-0.298322

[-4.62266]

-0.171357

[-1.70589]

∆lnPPIt-1

-0.113174

[-0.72505]

-0.025751

[-0.82301]

0.037446

[ 0.84312]

0.042338

[ 0.61243]

∆lnPPIt-2

0.200775

[ 1.46324]

-0.023857

[-0.86737]

-0.028477

[-0.72940]

0.053514

[ 0.88060]

∆lnPPIt-3

0.331507

[ 2.60738]

0.017568

[ 0.68931]

0.018086

[ 0.49994]

0.050697

[ 0.90032]

∆lnIPIt-1

0.011583

[ 0.01520]

0.448452

[ 2.93546]

0.010429

[ 0.04809]

-0.409869

[-1.21430]

∆lnIPIt-2

-0.113043

[-0.16562]

-0.003211

[-0.02347]

-0.468083

[-2.41025]

-0.293916

[-0.97231]

∆lnIPIt-3

-0.036470

[-0.05327]

0.019099

[ 0.13916]

0.105485

[ 0.54147]

0.299201

[ 0.98670]

∆lnXREUROt-1

-0.521604

[-1.18082]

-0.172611

[-1.94938]

0.162462

[ 1.29258]

0.257264

[ 1.31500]

13



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