The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 5 Results of the normalized cointegrating vector
DV: LCPI | Normalized cointegrating coefficients (std error in parentheses) | ||||
|---|---|---|---|---|---|
LBD | LM2 | LNER | GDPG | LTB | |
Coefficient | 0.268639 | 0.727232 | − 0.036301 | − 0.42564 | 3.780809 |
Std. errors | (0.0362) | (0.52112) | (0.00085) | (0.1558) | (0.53306) |
t-statistic | 7.27519 | 1.395517 | − 42.7059 | − 2.7312 | 7.092635 |