Table 7.
Cross-correlation exponents considering the GDP per capita and nominal interest rates (NIR).
Method/time-series | Region I | Region II | Region III |
---|---|---|---|
DFA/GDP | 0.23 ± 0.01 | 0.049 ± 0.003 | 0.58 ± 0.02 |
DFA/NIR | 0.418 ± 0.003 | 0.27 ± 0.01 | 0.021 ± 0.004 |
DFA/GDP | 0.292 ± 0.007 | 0.80 ± 0.01 | 0.999 ± 0.003 |
DFA/NIR | 0.368 ± 0.005 | 0.139 ± 0.006 | 0.21 ± 0.02 |
DCCA | 0.296 ± 0.004 | 0.298 ± 0.004 | 0.50 ± 0.01 |
DCCA | 0.432 ± 0.008 | 0.5735 ± 0.0004 | 0.81 ± 0.01 |