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Table 2. Partial Correlations
| In Levels |
UninsDep |
UninsDep_L1 |
UninsIntMarg |
Equity_L1 |
Size |
NonCL_L1 |
| UninsDep |
1 |
... |
... |
... |
... |
... |
| UninsDep_L1 |
0.9063 |
1 |
... |
... |
... |
... |
| UninsIntMarg |
0.0869 |
0.0954 |
1 |
... |
... |
... |
| Equity_L1 |
0.0519 |
0.043 |
-0.0419 |
1 |
... |
... |
| Size |
0.4467 |
0.4457 |
0.0123 |
-0.0971 |
1 |
... |
| NonCurrLoans_L1 |
0.0915 |
0.1059 |
0.0193 |
-0.071 |
0.0484 |
1 |
| ResidLoans_L1 |
-0.4021 |
-0.4092 |
-0.1164 |
0.1458 |
-0.1586 |
-0.1674 |
| In First Differences |
D.UninsDep |
D.UninsDep_L1 |
D.UninsIntMarg |
D.Equity_L1 |
D.Size |
D.NonCL_L1 |
| D.UninsDep |
1 |
... |
... |
... |
... |
... |
| D.UninsDep_L1 |
-0.2761 |
1 |
... |
... |
... |
... |
| D.UninsIMarg |
-0.019 |
0.0377 |
1 |
... |
... |
... |
| D.Equity_L1 |
0.0427 |
-0.0541 |
0.0419 |
1 |
... |
... |
| D.Size |
0.1677 |
0.0114 |
-0.0231 |
-0.0224 |
1 |
... |
| D.NonCurrLoans_L1 |
-0.019 |
-0.013 |
-0.0015 |
-0.0015 |
-0.0467 |
1 |
| D.ResidLoans_L1 |
0.0144 |
-0.0207 |
0.0081 |
0.0095 |
-0.0367 |
-0.0261 |
1/ L1 = with one-period lag; D = in first difference
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