Table 5 Estimation including structural break.
From: Do capital inflows affect domestic bank credit? Empirical evidence from India
Long-run estimations | Short-run estimations | ||
|---|---|---|---|
Variables | Coefficients | Variables | Coefficients |
LnFDI | 0.183** (0.084) | D(LnBcredit)-(1) | − 0.287*** (0.084) |
LnFPI | 0.042 (0.062) | D(LnFDI) | 0.006 (0.005) |
LnLoan | 0.312** (0.131) | D(LnFPI) | 0.001 (0.003) |
LnREER | − 0.490 (0.373) | D(LnLoan) | 0.021*** (0.007) |
LnCAB | − 0.142** (0.068) | D(LnREER) | − 0.087** (0.042) |
Dummy | 0.857** (0.388) | D(LnCAB) | 0.004 (0.004) |
@Trend | 0.016** (0.006) | Dummy | 0.029*** (0.025) |
Constant | 0.639*** (0.102) | ||
ECT (-1) | − 0.053*** (0.009) | ||