Dependent variable:
models
(1)(2)(3)(4)(5)(6)(7)(8)(9)
lag(yoy3)0.898***0.891***0.898***
(0.008)(0.008)(0.009)
lag(creditgap, 1)0.962***0.974***0.972***
(0.006)(0.006)(0.006)
lag(creditgdpgap, 1)0.957***0.962***0.947***
(0.008)(0.009)(0.009)
lag(hmci, 1)0.501***0.442***-0.109**
(0.061)(0.045)(0.055)
lag(hmciAE, 1)0.349***0.343***-0.129**
(0.062)(0.047)(0.057)
lag(hmciEME, 1)1.457***1.139***0.065
(0.137)(0.109)(0.145)
lag(hmciAE1, 1)0.246*0.308***-0.021
(0.135)(0.104)(0.125)
lag(hmciAE2, 1)0.419***0.344***-0.298***
(0.099)(0.077)(0.093)
lag(hmciEME1, 1)1.033***1.346***1.022***
(0.256)(0.174)(0.212)
lag(hmciEME2, 1)1.757***0.937***-0.984***
(0.208)(0.171)(0.223)
lag(ROA, 1)0.078-0.029-0.0630.229***0.154***0.164***0.167***0.157***0.200***
(0.062)(0.062)(0.064)(0.046)(0.047)(0.047)(0.058)(0.058)(0.058)
lag(NPL, 1)-0.024-0.039**-0.035**-0.085***-0.089***-0.091***-0.102***-0.105***-0.101***
(0.016)(0.016)(0.017)(0.012)(0.011)(0.012)(0.014)(0.014)(0.014)
lag(CA, 1)-0.0090.0320.021-0.104***-0.053-0.040-0.153***-0.137***-0.099**
(0.048)(0.047)(0.047)(0.036)(0.036)(0.037)(0.044)(0.045)(0.045)
Observations1,0951,0951,0951,1061,1061,1061,1061,1061,106
R20.9560.9580.9580.9700.9710.9710.9490.9490.951
Adjusted R20.9550.9570.9570.9690.9700.9700.9480.9480.950
F Statistic4,605.115*** (df = 5; 1070)4,059.360*** (df = 6; 1069)3,051.117*** (df = 8; 1067)6,929.508*** (df = 5; 1081)6,038.858*** (df = 6; 1080)4,531.764*** (df = 8; 1078)4,041.415*** (df = 5; 1081)3,370.206*** (df = 6; 1080)2,616.197*** (df = 8; 1078)
Note:*p<0.1; **p<0.05; ***p<0.01