Dependent variable:
models
(1)(2)(3)(4)(5)(6)
lag(yoy3)0.910***0.904***
(0.006)(0.006)
lag(creditgap)0.971***0.985***
(0.006)(0.006)
lag(creditgdpgap)0.946***0.946***
(0.008)(0.009)
lag(hmcicci1, 1)0.381***0.658***0.321***
(0.103)(0.082)(0.097)
lag(hmcicci2, 1)-0.0180.263**-0.061
(0.154)(0.127)(0.151)
lag(hmcicci3, 1)0.626***0.517***-0.369***
(0.079)(0.070)(0.086)
lag(hmcicci1ae, 1)0.308***0.517***0.133
(0.107)(0.087)(0.105)
lag(hmcicci2ae, 1)-0.0700.107-0.214
(0.155)(0.127)(0.155)
lag(hmcicci3ae, 1)0.391***0.395***-0.301***
(0.085)(0.071)(0.087)
lag(hmcicci1eme, 1)1.023***1.422***1.055***
(0.218)(0.164)(0.200)
lag(hmcicci2eme, 1)0.5632.048***1.767***
(0.571)(0.457)(0.557)
lag(hmcicci3eme, 1)1.704***1.410***-0.629***
(0.172)(0.154)(0.210)
Observations1,2181,2181,2291,2291,2291,229
R20.9560.9580.9650.9680.9460.947
Adjusted R20.9550.9570.9650.9670.9440.946
F Statistic6,433.151*** (df = 4; 1193)3,890.496*** (df = 7; 1190)8,378.842*** (df = 4; 1204)5,161.417*** (df = 7; 1201)5,227.922*** (df = 4; 1204)3,064.958*** (df = 7; 1201)
Note:*p<0.1; **p<0.05; ***p<0.01