FTSE WGBI, US Balance Sheet Policy And Foreign Holdings Of Malaysia Government Securities
Table 2:
| Variables |
Intercept |
Trend & Intercept |
None |
Intercept |
Trend & Intercept |
None |
| Level |
First Difference |
| lnFHOMGS |
-1.2354(1) |
-1.2467(1) |
1.0045(1) |
-7.3231(0)*** |
-7.3191(0)*** |
-7.2453(0)*** |
| lnCPI |
-0.3941(4) |
-3.7022(4)** |
3.0831(4) |
-5.8363(3)*** |
-5.8107(3)*** |
-4.9371(2)*** |
| lnIPI |
-1.9854(12) |
-2.1622(12) |
0.6503(12) |
-4.0083(11)*** |
-3.8948(11)** |
-4.0048(11)*** |
| lnTB |
-4.2303(1)*** |
-4.9384(1)*** |
-0.3403(3) |
-6.3258(7)*** |
-5.7745(10)*** |
-6.3493(7)*** |
| MY10 |
-3.8899(0)*** |
-3.8929(0)** |
-0.5088(7) |
-10.3524(0)*** |
-10.3076(0)*** |
-10.3925(0)*** |
| WGBI |
-10.6118(0)*** |
-10.6088(0)*** |
-10.5430(0)*** |
-7.0214(9)*** |
-6.9869(9)*** |
-7.0588(9)*** |
| lnUSTA |
-2.2420(10) |
-0.8534(11) |
1.3347(11) |
-2.8170(10)* |
-5.7613(9)*** |
-2.4874(10)** |
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