Table A2: Cointegration between US interest rate and interest rate expenditure on debt/GDP (emerging
markets)
|
Argentina | |||||
|
P-r |
r |
Eig.Value |
Trace |
Frac95 |
P-Value |
|
2 |
0 |
0.738 |
25.812 |
16.186 |
0.001 |
|
1 |
1 |
0.556 |
9.747 |
7.583 |
0.018 |
|
Brazil | |||||
|
P-r |
r |
Eig.Value |
Trace |
Frac95 |
P-Value |
|
2 |
0 |
0.947 |
43.545 |
16.417 |
0 |
|
1 |
1 |
0.496 |
8.229 |
7.843 |
0.039 |
|
Bulgaria | |||||
|
P-r |
r |
Eig.Value |
Trace |
Frac95 |
P-Value |
|
2 |
0 |
0.998 |
77.199 |
16.579 |
0 |
|
1 |
1 |
0.456 |
6.704 |
7.736 |
0.078 |
|
China | |||||
|
P-r |
r |
Eig.Value |
Trace |
Frac95 |
P-Value |
|
2 |
0 |
0.922 |
36.012 |
16.665 |
0 |
|
1 |
1 |
0.365 |
5.455 |
7.598 |
0.144 |
|
Jamaica | |||||
|
P-r |
r |
Eig.Value |
Trace |
Frac95 |
P-Value |
|
2 |
0 |
0.681 |
22.52 |
15.998 |
0.004 |
|
1 |
1 |
0.52 |
8 |
985 7. |
695 0. |
|
Malaysia | |||||
|
P-r |
r |
Eig.Value |
Trace |
Frac95 |
P-Value |
|
2 |
0 |
0.854 |
26.957 |
16.311 |
0.001 |
|
1 |
1 |
0.277 |
3.895 |
7.559 |
0.284 |
|
Mexico | |||||
|
P-r |
r |
Eig.Value |
Trace |
Frac95 |
P-Value |
|
2 |
0 |
0.618 |
19.033 |
16.408 |
0.018 |
|
1 |
1 |
0.464 |
7.491 |
7.425 |
0.054 |
43