B | I | J | K | L | N | T | |
---|---|---|---|---|---|---|---|
dLF | 354.26*** | −8.04*** | −2.94*** | 0.17 | −3.98** | −3.10*** | −169.09*** |
(6.25) | (−6.93) | (−2.65) | (0.34) | (−2.29) | (−2.91) | (−4.31) | |
dv | 0.11 | −0.83*** | −0.41** | −0.02 | −0.03 | −0.49*** | 0.09 |
(0.12) | (−3.26) | (−2.32) | (−0.14) | (−0.15) | (−3.60) | (0.29) | |
Crisis | −0.00 | 0.00* | 0.00 | 0.00 | 0.00* | 0.00 | 0.00 |
(−0.52) | (1.80) | (1.66) | (1.27) | (1.91) | (1.54) | (1.39) | |
L.dU | −0.42*** | 0.03 | 0.19* | 0.16 | −0.31*** | ||
(−4.39) | (0.32) | (1.71) | (1.37) | (−3.20) | |||
L2.dU | 0.28*** | 0.11 | −0.13 | ||||
(2.82) | (0.94) | (−1.35) | |||||
L3.dU | −0.29*** | ||||||
(−2.66) | |||||||
L4.dU | 0.17 | ||||||
(1.67) | |||||||
L.dv | −1.03*** | −0.22 | −0.07 | −0.08 | −0.42*** | 0.43 | |
(−4.25) | (−1.14) | (−0.55) | (−0.39) | (−2.76) | (1.22) | ||
L2.dv | −0.88*** | −0.24 | −0.02 | −0.12 | 0.62** | ||
(−3.77) | (−1.28) | (−0.18) | (−0.79) | (2.00) | |||
L3.dv | −0.54** | −0.03 | −0.27* | ||||
(−2.31) | (−0.22) | (−1.89) | |||||
L.dLF | 2.09 | 1.73 | 0.31 | ||||
(1.49) | (1.48) | (0.28) | |||||
L2.dLF | 2.00 | 1.60 | |||||
(1.60) | (1.51) | ||||||
L3.dLF | 0.31 | ||||||
(0.30) | |||||||
Constant | 0.00 | −0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
(1.44) | (−0.05) | (0.39) | (1.31) | (0.51) | (0.52) | (0.47) | |
ξ | – | −0.20 | −0.02 | – | – | −0.07 | – |
Observations | 89 | 86 | 87 | 86 | 88 | 85 | 87 |