Table 6.
Groups | Parameters | X1 | X2 | X3 | X4 | Constant |
---|---|---|---|---|---|---|
Group 1 | ARDL coefficient | 0.0412 | 0.0933 | 0.3638 | −0.0214 | −2.7583 |
ARDL t-stat | 2.1187 | 2.8695 | 1.3274 | 2.9730 | −1.1813 | |
FMOLS coefficient | 0.0358 | 0.0390 | 0.3836 | 0.0112 | −2.3624 | |
FMOLS t-stat | 1.8692 | 2.0291 | 1.3168 | 2.5642 | −1.2765 | |
DOLS coefficient | 0.0364 | 0.0497 | 0.3895 | −0.0207 | −2.6475 | |
DOLS t-stat | 1.9093 | 2.4646 | 1.3746 | 2.6088 | −1.0205 | |
Group 2 | ARDL coefficient | 0.2192 | 0.2348 | 0.1627 | 0.2510 | 0.5579 |
ARDL t-stat | 1.9379 | 1.7600 | 1.6597 | 0.9202 | 0.5980 | |
FMOLS coefficient | 0.2211 | 0.2542 | 0.1783 | 0.2551 | 0.4373 | |
FMOLS t-stat | 1.9656 | 1.6926 | 1.2906 | 1.7336 | 0.8624 | |
DOLS coefficient | 0.2209 | 0.2348 | 0.1630 | 0.2507 | 0.3867 | |
DOLS t-stat | 1.8771 | 1.7220 | 1.5830 | 0.9665 | 0.6168 | |
Group 3 | ARDL coefficient | 0.0411 | 0.3182 | −0.0331 | 0.2105 | 1.0449 |
ARDL t-stat | 2.9831 | 3.0380 | 0.6251 | 0.5951 | 0.4289 | |
FMOLS coefficient | 0.0505 | 0.3349 | −0.0066 | 0.2321 | 1.1124 | |
FMOLS t-stat | 2.8097 | 3.0461 | 0.6724 | 0.5461 | 0.4539 | |
DOLS coefficient | 0.0460 | 0.3196 | −0.0213 | 0.2173 | 1.0031 | |
DOLS t-stat | 2.9605 | 3.0479 | 0.6242 | 0.6168 | 0.4228 |
X1 = number of confirmed COVID-19 cases; X2 = balance of food trade; X3 = food inflation; X4 = currency exchange. Source: Authors’ development.