Table 5 Stability tests of the inflation VAR equation
Chow | F-statistic | P value |
|---|---|---|
| Â | 1.127 | 0.345 |
Bai–Perron | Scaled F-statistic 0 versus 1 break | 5% critical value |
All coefficient | 14.44 | 25.77 |
Only RMG coefficients | 5.62 | 5.62 |
Chow | F-statistic | P value |
|---|---|---|
| Â | 1.127 | 0.345 |
Bai–Perron | Scaled F-statistic 0 versus 1 break | 5% critical value |
All coefficient | 14.44 | 25.77 |
Only RMG coefficients | 5.62 | 5.62 |