Dependent variable:
models
(1)(2)(3)(4)(5)(6)
lag(yoy3)0.900***0.897***
(0.008)(0.009)
lag(creditgap)0.962***0.973***
(0.006)(0.006)
lag(creditgdpgap)0.953***0.949***
(0.008)(0.009)
lag(hmcicci1, 1)0.423***0.529***0.195*
(0.123)(0.089)(0.107)
lag(hmcicci2, 1)0.0310.216*-0.087
(0.165)(0.127)(0.152)
lag(hmcicci3, 1)0.652***0.431***-0.347***
(0.092)(0.073)(0.088)
lag(hmcicci1ae, 1)0.301**0.350***-0.040
(0.131)(0.100)(0.121)
lag(hmcicci2ae, 1)-0.0110.125-0.180
(0.166)(0.129)(0.156)
lag(hmcicci3ae, 1)0.462***0.373***-0.267***
(0.096)(0.074)(0.090)
lag(hmcicci1eme, 1)1.176***1.293***0.832***
(0.247)(0.172)(0.211)
lag(hmcicci2eme, 1)0.5601.287***0.961*
(0.596)(0.455)(0.550)
lag(hmcicci3eme, 1)1.726***1.000***-0.855***
(0.198)(0.164)(0.214)
lag(ROA, 1)0.055-0.0590.231***0.159***0.189***0.192***
(0.063)(0.063)(0.047)(0.047)(0.058)(0.058)
lag(NPL, 1)-0.024-0.035**-0.083***-0.089***-0.095***-0.100***
(0.016)(0.017)(0.012)(0.012)(0.014)(0.014)
lag(CA, 1)-0.0210.015-0.108***-0.049-0.152***-0.107**
(0.048)(0.048)(0.036)(0.037)(0.043)(0.046)
Observations1,0951,0951,1061,1061,1061,106
R20.9560.9580.9700.9710.9500.951
Adjusted R20.9550.9570.9690.9700.9490.950
F Statistic3,320.093*** (df = 7; 1068)2,452.529*** (df = 10; 1065)4,959.606*** (df = 7; 1079)3,626.783*** (df = 10; 1076)2,915.643*** (df = 7; 1079)2,084.244*** (df = 10; 1076)
Note:*p<0.1; **p<0.05; ***p<0.01