From: Heterogeneous effects of oil shocks on exchange rates: evidence from a quantile regression approach
None | With intercept | With trend and intercept | |
---|---|---|---|
∆prod | −24.2046 (0.0000) | −24.2363 (0.0000) | −24.2226 (0.0000) |
rea | −3.8291 (0.0001) | −3.8450 (0.0027) | −3.8980 (0.0128) |
rpo | −12.4438 (0.0000) | −12.4312 (0.0000) | −12.4191 (0.0000) |