Dependent variable |
Regressors |
|||
sample: Jan 1995 - May 2001 |
||||
dCRPMWS |
= |
dWRBMRP |
dDPMWS |
ecm(-1) |
|
|
0.07 |
0.95 |
-0.18 |
|
|
2.41 |
76.74 |
-2.71 |
see Table 1 for variables' names
d = differences; 1, 2, 3,... = differences lagged 1, 2, 3,...
source: own calculation on ESCB price data