|
Dependent variable |
Regressors |
||||
|
sample: Jan 1979 - May 2001 |
|||||
|
ISCFWS |
= |
WRCFRP(-1) |
ISCFWS(-1) |
ISCFWS(-2) |
ISCFWS(-4) |
| |
|
0.08 |
0.69 |
0.29 |
-0.16 |
| |
|
3.01 |
10.48 |
3.69 |
-2.50 |
|
sample: Jan 1979 - May 2001 |
|||||
|
WRCFRP |
= |
WRCFRP(-1) |
|
|
|
| |
|
1.00 |
|
|
|
| |
|
63.12 |
|
|
|
|
sample: Jan 1979 - May 2001 |
|||||
|
ISRIWS |
|
WRRIRP(-1) |
ISRIWS(-1) |
|
|
| |
|
-0.10 |
0.31 |
|
|
| |
|
-2.71 |
12.38 |
|
|
|
sample: Jan 1979 - May 2001 |
|||||
|
WRRIRP |
|
WRRIRP(-1) |
|
|
|
| |
|
0.97 |
|
|
|
| |
|
62.53 |
|
|
|
see Table 1 for variables' names
source: own calculation on ESCB price data
