Table 6 Summary of the results for the sectors with significant long-run relationship

L.LF

0.88*

−2.80***

11.33

2.99

0.07

3.60

−2.35

−0.39

3.27**

3.81

6.32

12.12

(1.68)

(−2.87)

(0.26)

(1.57)

(0.01)

(1.34)

(−0.72)

(−0.25)

(2.21)

(0.51)

(0.59)

(0.92)

L.v

−3.94***

−0.83

−5.84*

−4.90**

−5.59**

−5.89*

8.44*

0.51

−5.05

−20.25

−1.53*

−3.06

(−2.71)

(−1.34)

(−1.90)

(−2.59)

(−2.42)

(−1.81)

(1.86)

(0.07)

(−1.40)

(−0.40)

(−1.86)

(−0.86)

Crisis

0.00

0.00***

0.01

0.01**

0.02***

0.01**

0.02*

0.01

0.01

0.03

0.02

0.03*

(1.39)

(6.01)

(1.53)

(1.99)

(3.18)

(2.02)

(1.70)

(1.32)

(1.44)

(0.39)

(1.50)

(1.69)

ξ

−0.34

–

−0.21

−0.21

−0.53

−0.25

–

–

–

–

−0.08

–

θ

−0.10***

−0.32***

−0.10**

−0.45***

−0.06**

−0.07

−0.03

−0.02

−0.04

−0.01

−0.08 *

−0.04

(−2.78)

(−3.88)

(−2.36)

(−6.81)

(−4.36)

(−1.63)

(−1.58)

(−0.77)

(−1.08)

(−0.34)

(−1.76)

(−1.27)