1. Table 6. Vector Error Correction Estimates
D(LGDP)
D(LINT)
D(LINF)
CointEq1
0.0200
0.2115
Std. Error
(0.0067)
(0.0289)
(0.0268)
t-statistic
[ ]
[ ]
[ ]
probability
0.0245
0.0000
0.5010
D(LGDP(-1))
0.4762
3.2536
(0.2724)
(1.1692)
(1.0881)
[ ]
[ ]
[ ]
0.1039
0.0838
0.0155
D(LGDP(-2))
0.2516
0.6459
(0.3265)
(1.4015)
(1.3043)
[ ]
[ ]
[ ]
0.4547
0.6287
0.6771
D(LINT(-1))
(0.0579)
(0.2486)
(0.2314)
[ ]
[ ]
[ ]
0.5564
0.4644
0.1811
D(LINT(-2))
0.0100
(0.0544)
(0.2335)
(0.2173)
[ ]
[ ]
[ ]
0.8557
0.1299
0.7295
D(LINF(-1))
(0.0262)
(0.1126)
(0.1048)
[ ]
[ ]
[ ]
0.2119
0.0010
0.7298
D(LINF(-2))
0.0413
(0.0272)
(0.1170)
(0.1089)
[ ]
[ ]
[ ]
0.3866
0.3437
0.1436 C
0.0311
0.1389
(0.0422)
(0.1811)
(0.1686)
[ ]
[ ]
[ ]
0.4739
0.4250
0.0622
R-squared
0.6247
0.8208
0.6698
Adjusted R-squared
0.5831
0.7819
0.6402
Amalendu Bhunia et al. How Inflation and Interest Rates Are Related to Economic Growth? A Case of India. Journal of
Finance and Accounting, 2016, Vol. 4, No. 1, doi: /jfa-4-1-3
© The Author(s) Published by Science and Education Publishing.