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The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Table 2 Summary statistics for the variables and JB, ADF test

From: Oil prices, labour market adjustment and dynamic quantile connectedness analysis: evidence from Greece during the crisis

Variable

obs

mean

median

standard deviation

skewness

kurtosis

Jarque–bera

ADF

hr

2802

5793

5232

4362.09

1.19

5.68

1508.4***

− 4.73***

fr

2802

5430

4684

4853.52

1.83

9.06

5872***

− 3.77***

ovx

2802

36.63

31.79

21.84

4.50

34.46

125028***

− 3.05***

oilcv

2802

361.60

153.63

491.80

2.75

13.05

15322***

− 4.87***

oil

2802

53.74

53.21

17.88

− 0.30

3.25

49.55***

− 2.70**

bnd

2802

0.061

0.062

0.03

− 0.031

2.03

110.9***

− 1.90**

  1. Table 2 provides the results of the Augmented Dickey-Fuller (ADF) test and it is conducted with an inteercept and lag length selected by Akaike Information Criterion (AIC)
  2. *, **, *** denote significance at 10%, 5% and 1% level, respectively