| Inflation Concept | Fixed | Cr. Peg | Cr. Band | Float |
|---|---|---|---|---|
| Consumption Deflator Growth | -0.19*** | -0.21*** | -0.07 | 0.3*** |
| Core Inflation | -0.79** | -0.55*** | -0.1 | 0.32*** |
| GDP Deflator Growth | -0.23*** | -0.23*** | -0.06 | 0.28*** |
| Harmonized Core Inflation | -0.1*** | -0.29** | 0.37** | 0.07 |
| Harmonized Headline Inflation | -0.09*** | -0.12 | 0.15 | 0.26 |
| Headline Inflation | -0.4** | -0.49*** | -0.04 | 0.35*** |
\pagenumbering{gobble}
| ERregime_desc | variable | Variable | r.squared | adj.r.squared | nobs |
|---|---|---|---|---|---|
| Crawling Band | PCP_YTYPCT | Consumption Deflator Growth | 0.0019493 | -0.0004157 | 424 |
| Crawling Peg | PCP_YTYPCT | Consumption Deflator Growth | 0.0242575 | 0.0213273 | 335 |
| Fixed / Peg | PCP_YTYPCT | Consumption Deflator Growth | 0.1076754 | 0.1060321 | 545 |
| Floating | PCP_YTYPCT | Consumption Deflator Growth | 0.0677690 | 0.0605424 | 131 |
| Crawling Band | PCORE_YTYPCT | Core Inflation | 0.0043117 | 0.0012098 | 323 |
| Crawling Peg | PCORE_YTYPCT | Core Inflation | 0.0800604 | 0.0723298 | 121 |
| Fixed / Peg | PCORE_YTYPCT | Core Inflation | 0.1462751 | 0.1243848 | 41 |
| Floating | PCORE_YTYPCT | Core Inflation | 0.0935435 | 0.0853030 | 112 |
| Crawling Band | PGDP_ANNPCT | GDP Deflator Growth | 0.0013570 | -0.0010038 | 425 |
| Crawling Peg | PGDP_ANNPCT | GDP Deflator Growth | 0.0266004 | 0.0236236 | 329 |
| Fixed / Peg | PGDP_ANNPCT | GDP Deflator Growth | 0.1331461 | 0.1315438 | 543 |
| Floating | PGDP_ANNPCT | GDP Deflator Growth | 0.0547369 | 0.0474092 | 131 |
| Crawling Band | PCOREH_YTYPCT | Harmonized Core Inflation | 0.2341048 | 0.1976336 | 23 |
| Crawling Peg | PCOREH_YTYPCT | Harmonized Core Inflation | 0.1608268 | 0.1346026 | 34 |
| Fixed / Peg | PCOREH_YTYPCT | Harmonized Core Inflation | 0.0813937 | 0.0786434 | 336 |
| Floating | PCOREH_YTYPCT | Harmonized Core Inflation | 0.0280661 | -0.0799265 | 11 |
| Crawling Band | CPIH_YTYPCT | Harmonized Headline Inflation | 0.0331578 | -0.0026512 | 29 |
| Crawling Peg | CPIH_YTYPCT | Harmonized Headline Inflation | 0.0379538 | 0.0088009 | 35 |
| Fixed / Peg | CPIH_YTYPCT | Harmonized Headline Inflation | 0.0499356 | 0.0470911 | 336 |
| Floating | CPIH_YTYPCT | Harmonized Headline Inflation | 0.0942292 | -0.0064120 | 11 |
| Crawling Band | CPI_YTYPCT | Headline Inflation | 0.0004450 | -0.0022638 | 371 |
| Crawling Peg | CPI_YTYPCT | Headline Inflation | 0.0572645 | 0.0517514 | 173 |
| Fixed / Peg | CPI_YTYPCT | Headline Inflation | 0.0617043 | 0.0490247 | 76 |
| Floating | CPI_YTYPCT | Headline Inflation | 0.0721363 | 0.0639971 | 116 |
| ERregime_desc | variable | Variable | estimate | std.error | statistic | p.value |
|---|---|---|---|---|---|---|
| Crawling Band | PCP_YTYPCT | Consumption Deflator Growth | -0.0730475 | 0.0804603 | -0.9078698 | 0.3644651 |
| Crawling Peg | PCP_YTYPCT | Consumption Deflator Growth | -0.2109396 | 0.0733130 | -2.8772468 | 0.0042705 |
| Fixed / Peg | PCP_YTYPCT | Consumption Deflator Growth | -0.1878436 | 0.0232060 | -8.0946261 | 0.0000000 |
| Floating | PCP_YTYPCT | Consumption Deflator Growth | 0.2988676 | 0.0975956 | 3.0623054 | 0.0026738 |
| Crawling Band | PCORE_YTYPCT | Core Inflation | -0.1023297 | 0.0867938 | -1.1789973 | 0.2392724 |
| Crawling Peg | PCORE_YTYPCT | Core Inflation | -0.5547952 | 0.1723971 | -3.2181239 | 0.0016628 |
| Fixed / Peg | PCORE_YTYPCT | Core Inflation | -0.7868162 | 0.3043790 | -2.5849884 | 0.0135935 |
| Floating | PCORE_YTYPCT | Core Inflation | 0.3198840 | 0.0949430 | 3.3692223 | 0.0010401 |
| Crawling Band | PGDP_ANNPCT | GDP Deflator Growth | -0.0595854 | 0.0785923 | -0.7581582 | 0.4487785 |
| Crawling Peg | PGDP_ANNPCT | GDP Deflator Growth | -0.2289175 | 0.0765785 | -2.9893176 | 0.0030079 |
| Fixed / Peg | PGDP_ANNPCT | GDP Deflator Growth | -0.2285500 | 0.0250721 | -9.1156990 | 0.0000000 |
| Floating | PGDP_ANNPCT | GDP Deflator Growth | 0.2762657 | 0.1010808 | 2.7331182 | 0.0071548 |
| Crawling Band | PCOREH_YTYPCT | Harmonized Core Inflation | 0.3651383 | 0.1441210 | 2.5335539 | 0.0193220 |
| Crawling Peg | PCOREH_YTYPCT | Harmonized Core Inflation | -0.2934109 | 0.1184808 | -2.4764431 | 0.0187453 |
| Fixed / Peg | PCOREH_YTYPCT | Harmonized Core Inflation | -0.1002490 | 0.0184279 | -5.4400623 | 0.0000001 |
| Floating | PCOREH_YTYPCT | Harmonized Core Inflation | 0.0710298 | 0.1393306 | 0.5097933 | 0.6224617 |
| Crawling Band | CPIH_YTYPCT | Harmonized Headline Inflation | 0.1532470 | 0.1592557 | 0.9622701 | 0.3444534 |
| Crawling Peg | CPIH_YTYPCT | Harmonized Headline Inflation | -0.1184381 | 0.1038018 | -1.1410030 | 0.2620816 |
| Fixed / Peg | CPIH_YTYPCT | Harmonized Headline Inflation | -0.0870866 | 0.0207850 | -4.1898829 | 0.0000358 |
| Floating | CPIH_YTYPCT | Harmonized Headline Inflation | 0.2620668 | 0.2708365 | 0.9676202 | 0.3585155 |
| Crawling Band | CPI_YTYPCT | Headline Inflation | -0.0350964 | 0.0865930 | -0.4053033 | 0.6854895 |
| Crawling Peg | CPI_YTYPCT | Headline Inflation | -0.4862381 | 0.1508701 | -3.2228931 | 0.0015198 |
| Fixed / Peg | CPI_YTYPCT | Headline Inflation | -0.3991806 | 0.1809529 | -2.2059916 | 0.0304890 |
| Floating | CPI_YTYPCT | Headline Inflation | 0.3533578 | 0.1186936 | 2.9770579 | 0.0035552 |