|
Dependent variable |
Regressors |
||||||||
|
sample: Jan 1995 - May 2001 |
|||||||||
|
CRPMWS |
= |
CRPMWS(-1) |
CRPMWS(-2) |
CRPMWS(-5) |
WRPMRP(-4) |
WRPMRP(-5) |
WRPMRP(-6) |
||
| |
|
1.04 |
-0.66 |
-0.54 |
0.25 |
-0.26 |
0.20 |
||
| |
|
7.78 |
-3.28 |
-3.06 |
2.13 |
-2.29 |
2.02 |
||
| |
|
WRPMRP(-8) |
WRPMRP(-9) |
WRPMRP(-10) |
|
|
|
||
| |
|
0.24 |
-0.28 |
0.24 |
|
|
|
||
| |
|
2.45 |
-2.93 |
2.47 |
|
|
|
||
|
WRPMRP |
= |
CRPMWS(-1) |
CRPMWS(-3) |
WRPMRP(-1) |
WRPMRP(-2) |
WRPMRP(-3) |
|
||
| |
|
0.55 |
0.82 |
1.03 |
-0.53 |
0.71 |
|
||
| |
|
2.00 |
1.93 |
6.98 |
-2.43 |
3.20 |
|
||
|
sample: Jan 1995 - May 2001 |
|||||||||
|
CRPMRT |
= |
CRPMWS(-1) |
CRPMRT(-1) |
|
|
|
|
||
| |
|
0.31 |
0.44 |
|
|
|
|
||
| |
|
2.09 |
2.77 |
|
|
|
|
||
|
CRPMWS |
= |
CRPMWS(-1) |
CRPMRT(-1) |
|
|
|
|
||
| |
|
0.44 |
0.37 |
|
|
|
|
||
| |
|
2.86 |
2.23 |
|
|
|
|
||
see Table 1 for variables' names
source: own calculation on ESCB price data
