Variables | Statistics |
---|---|
Real GDP (RGDP) Volatility | 5.757% |
Agricultural Value Added (AGV) | Pro-cyclical |
Contemporaneous correlation Volatility Relative Volatility Phase Shift |
0.281 6.871% 1.194 Lagging |
Household final consumption (HCON) | Pro-cyclical |
Contemporaneous correlation Volatility Relative Volatility Phase Shift |
0.692 9.756% 1.694 Lagging |
Government expenditure (GEX) | Pro-cyclical |
Contemporaneous correlation Volatility Relative Volatility Phase Shift |
0.683 31.87% 5.536 Leading |
Total Exports (EXM) | Pro-cyclical |
Contemporaneous correlation Volatility Relative Volatility Phase Shift |
0.310 14.14% 2.465 Leading |
Total Imports (IMP) | Pro-cyclical |
Contemporaneous correlation Volatility Relative Volatility Phase Shift |
0.454 24.71% 4.293 Leading |