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Financial Innovation

Table 2 Unit root tests results for the MP, SRISK, IMAPP, and WIP variables

From: A global perspective on macroprudential policy interaction with systemic risk, real economic activity, and monetary intervention

 

MP

SRISK

IMAPP

WIP

ADF

I(0)***

I(1)***

I(1)***

I(0)***

DF GLS

I(1)***

I(1)***

I(1)***

I(0)***

Phillips-Perron

I(0)**

I(0)*

I(0)***

I(1)***

KPSS

I(0)***

I(0)**

I(0)***

I(0)***

Elliott-Rothenberg-Stock

I(0)***

I(0)***

I(0)***

I(1)***

  1. *** significant at 1%, ** significant at 5%, * significant at 10%
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