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Fully Modified OLS results.
| Variable | Coefficient | Std.Error | Prob. |
|---|---|---|---|
| TR | -0.05 | 0.02 | 0.01 |
| RE | -0.15 | 0.01 | 0.00 |
| Y | 1.48 | 0.01 | 0.00 |
| Y2 | -0.09 | 0.02 | 0.00 |
| Adj. R2 | 0.98 | Mean dependent var | -2.19 |
| S.E. of regression | 0.04 | S.D. dependent var | 0.35 |
| Long-run variance | 0.00 | ||
Source: Authors’ estimations using EVIEWS 9.0
