Discrete Dynamics in Nature and Society / 2015 / Article / Tab 2

Research Article

Asymmetric Procyclicality of Chinese Banking and the Countercyclical Buffer of Basel III

Table 2

Results for the marginal distributions.

Loan growth rateGrowth rate of industrial added value
CoefficientStd errorCoefficientStd error

Mean equationC
AR(1)
AR(2)
MA(1)
MA(2)

Variance equationC
ARCH
GARCH

GED parameter