REXPREX-Performance-Index (German bond performance index)
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The degree of adjustment ([chi square]) for structure refinement was 2.1 with residues RWP = 6.01 and REXP = 5.10.
The coefficient of REXP is negative and statistically significant in both the models of Pakistan and India.
The change in REXP has negative effects on external debt liabilities of both the countries.
In addition to the Divisia monetary aggregates (in nominal terms) and the associated rental prices, the other variables included in the morley demand analysis are: Real GDP (RGDP), Real Personal Sector Disposable Income (RPSDI), Real Consumer Expenditure (REXP) (the latter two variables being alternative scale variables to Real GDP), and the GDP deflator (GDPDEF).
The VAR macroeconometric model estimated in this paper includes nine variables [i.e., real GDP (RGDP), consumer price index (P), unemployment rate (UEM), real investment (RINV), remittances (REM), real exports (REXP), real external resources (REXR), money stock (M) and real government expenditure (RGEX)].
(7) As in Kling, Richter, and Russ (2007), we used data of a German stock index (DAX) and a German bond index (REXP) of the years 1988 to 2003 to get estimates for drift, volatility, and correlation of stocks and bonds.