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Table 3 Causality test results

From: Impact of systemic risk in the real estate sector on banking return

Dependent variable: NIM

Excluded

Chi-sq

df

Prob.

WADD

16.54417

2

0.0003

IIE

24.43692

2

0.0000

RA

18.24806

2

0.0001

All

32.07118

6

0.0000