From: Do capital inflows affect domestic bank credit? Empirical evidence from India
ADF | ADF-S | PP | KPSS | |||||
---|---|---|---|---|---|---|---|---|
Variables | I(0) | I(1) | I(0) | I(1) | I(0) | I(1) | I(0) | I(1) |
LnBcredit | − 1.390 (− 1.579) | − 2.606* (− 2.579) | − 3.783 (− 4.193) 2003− Q4 | − 4.562** (− 4.193) | − 1.686 (− 2.579) | − 2.606* (− 2.579) | 1.331 (0.347) | 0.417** 0.463 |
LnFDI | − 3.213* (− 3.148) | − | − 16.765*** (− 4.607) | – | − 5.942*** (− 3.148) | – | 0.233 (0.216) | 0.116* (0.119) |
LnFPI | − 7.680*** (-2.579) | – | − 10.385*** (-4.193) | – | − 7.285*** (-2.579) | – | 0.208* (0.347) | - |
LnLoan | − 6.929*** (− 2.579) | – | –7.581*** (− 4.193) | – | − 7.085*** (− 2.579) | – | 0.353** (0.463) | – |
LnCAB | − 7.339*** (-3.148) | – | − 10.181*** (− 4.193) | – | − 7.470 (− 3.148) | – | 0.068*** (0.119) | – |
LnREER | − 3.652** (− 3.148) | – | − 4.703* (− 4.607) | – | − 3.555** (− 3.148) | – | 0.097* (0.119) | – |