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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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