|
Dependent variable |
Regressors |
||
|
sample: Jan 1990 - May 2001 |
|
||
|
SNRIRT |
WRRIRP(-12) |
SNRIRT(-1) |
SNRIRT(-10) |
| |
0.22 |
0.48 |
0.42 |
| |
2.15 |
2.37 |
1.96 |
|
WRRIRP |
WRRIRP(-1) |
|
|
| |
1.00 |
|
|
| |
4.59 |
|
|
|
sample: Jan 1988 - May 2001 |
|||
|
SNMZRT |
WRMZRP(-1) |
SNMZRT(-1) |
|
| |
0.08 |
0.86 |
|
| |
2.06 |
22.29 |
|
|
WRMZRP |
WRMZRP(-1) |
|
|
| |
0.95 |
|
|
| |
35.48 |
|
|
see Table 1 for variables' names
source: own calculation on ESCB price data
