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The Significant Cointegrating Vectors of Tables 56
Significance of the Main Cointegrating Vector
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actual inflation Analysis of Equation barter broad money aggregates Brouwer and Ericsson characterized cointegrating relationship Committee of Ukraine consumer price consumer price index depreciation determinants of inflation domestic Eigenvalues Equation 11 estimated exchange rate stabilized exchange restrictions factors Feedback Coefficients fiscal foreign exchange framework high inflation indicate inflation process inflows interbank rates interest rates Johansen VAR procedure lags late long-run long-term coefficient low inflation macroeconomic markup equation markup model monetary aggregates money and prices money growth nominal exchange rate Normalized Matrix output gap overall price level percent of GDP possible cointegrating vectors Pserv real output remonetization restricted cointegration analysis robust role Russian financial crisis Russian ruble sample period seasonal pattern services prices short-term significant cointegrating vectors stabilization effort stationary processes Statistics Committee StdErr stylized facts substantial tests theoretical transition economies transmission mechanism U.S. dollar unrestricted variables wages weak exogeneity assumption Xtrace 95