Table A1.
Vector Autoregression Estimates
| D (LRGDP) | D (LRGFDI) | D (LRMA) | |
|---|---|---|---|
| D (LRGDP (-1)) | 0.551655 | −95.74005 | −229.1830 |
| (0.49478) | (69.9347) | (333.267) | |
| [ 1.11496] | [-1.36899] | [-0.68768] | |
| D (LRGDP (-2)) | −0.922186 | 59.58990 | 39.96294 |
| (0.51126) | (72.2644) | (344.369) | |
| [-1.80376] | [ 0.82461] | [ 0.11605] | |
| D (LRGFDI (-1)) | −0.004245 | −1.024177 | −0.800544 |
| (0.00254) | (0.35969) | (1.71405) | |
| [-1.66833] | [-2.84742] | [-0.46705] | |
| D (LRGFDI (-2)) | −0.005818 | −0.375110 | −2.104389 |
| (0.00261) | (0.36850) | (1.75606) | |
| [-2.23159] | [-1.01793] | [-1.19836] | |
| D (LRMA (-1)) | 0.000580 | −0.025693 | −0.757786 |
| (0.00033) | (0.04664) | (0.22225) | |
| [ 1.75929] | [-0.55090] | [-3.40958] | |
| D (LRMA (-2)) | −4.69E-08 | −0.024456 | −0.693398 |
| (0.00031) | (0.04395) | (0.20944) | |
| [-0.00015] | [-0.55645] | [-3.31068] | |
| C | 0.084526 | 2.509456 | 12.42581 |
| (0.02441) | (3.45019) | (16.4416) | |
| [ 3.46284] | [ 0.72734] | [ 0.75576] | |
| R-squared | 0.557850 | 0.599926 | 0.767975 |
| Adj. R-squared | 0.226238 | 0.299871 | 0.593956 |
| Sum sq. Resids | 0.000723 | 14.44816 | 328.1046 |
| S.E. equation | 0.009508 | 1.343883 | 6.404145 |
| F-statistic | 1.682235 | 1.999385 | 4.413164 |
| Log likelihood | 53.26522 | −21.00296 | −44.42370 |
| Akaike AIC | −6.168696 | 3.733727 | 6.856493 |
| Schwarz SC | −5.838273 | 4.064151 | 7.186916 |
| Mean dependent | 0.061917 | −0.016448 | −1.18E-16 |
| S.D. dependent | 0.010809 | 1.606099 | 10.05019 |
| Determinant resid covariance (dof adj.) | 0.003935 | ||
| Determinant resid covariance | 0.000597 | ||
| Log likelihood | −8.173783 | ||
| Akaike information criterion | 3.889838 | ||
| Schwarz criterion | 4.881108 | ||