Dependent variable:
models
(1)(2)(3)(4)(5)(6)(7)(8)(9)
lag(yoy3)0.909***0.899***0.905***
(0.006)(0.006)(0.006)
lag(creditgap, 1)0.971***0.985***0.984***
(0.006)(0.006)(0.006)
lag(creditgdpgap, 1)0.952***0.963***0.943***
(0.008)(0.008)(0.009)
lag(hmci, 1)0.476***0.546***-0.056
(0.049)(0.041)(0.052)
lag(hmciAE, 1)0.321***0.411***-0.093*
(0.051)(0.042)(0.053)
lag(hmciEME, 1)1.396***1.435***0.334**
(0.120)(0.101)(0.138)
lag(hmciAE1, 1)0.263**0.498***0.170
(0.112)(0.091)(0.110)
lag(hmciAE2, 1)0.346***0.344***-0.358***
(0.088)(0.074)(0.090)
lag(hmciEME1, 1)0.898***1.506***1.302***
(0.227)(0.167)(0.202)
lag(hmciEME2, 1)1.733***1.369***-0.762***
(0.177)(0.160)(0.218)
Observations1,2181,2181,2181,2291,2291,2291,2291,2291,229
R20.9550.9580.9580.9650.9680.9680.9450.9450.947
Adjusted R20.9540.9570.9570.9640.9670.9670.9440.9440.946
F Statistic12,730.690*** (df = 2; 1195)8,995.712*** (df = 3; 1194)5,420.091*** (df = 5; 1192)16,688.970*** (df = 2; 1206)11,990.390*** (df = 3; 1205)7,190.423*** (df = 5; 1203)10,274.180*** (df = 2; 1206)6,899.497*** (df = 3; 1205)4,298.009*** (df = 5; 1203)
Note:*p<0.1; **p<0.05; ***p<0.01