The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Equations | The Regimes | Prob. (LR test) | Lags |
---|---|---|---|
INV (MSMH) | The Boom | 0.000 Not accepting H0 | Two |
The Recession | |||
CPI (MSMAH) | Very high | 0.000 Not accepting H0 | One |
High | |||
DEP (MSMA) | High | 0.000 Not accepting H0 | Two |
Low | |||
STO (MSMA) | Bull | 0.000 Not accepting H0 | Three |
Bear | |||
EX (MSMAH) | High Difference between foreign exchange rates (high speculation) | 0.000 Not accepting H0 | Two |
Low difference (low speculation) |