표 7 예금은행 주택담보대출과 정책모기지(보금자리론) VARX 모형 분석결과
| (1) Bankt | (2) Bogeumt | (3) Bankt(△+) | (4) Bankt(△–) | (5) Bogeumt(△+) | (6) Bogeumt(△–) |
Constant | 0.362*** (0.103) | 0.599 (0.553) | 0.344*** (0.107) | 0.005 (0.028) | 0.976 (0.527) | 0.176 (0.201) |
Bankt–1 | 0.273*** (0.100) | 0.384 (0.542) | | | | |
Bank(△+)t–1 | | | *** (0.105) | 0.056* (0.028) | 0.375 (0.519) | 0.068 (0.198) |
Bank(△–)t–1 | | | 0.010 (0.376) | 0.099 (0.100) | –0.460 (1.856) | 0.915 (0.708) |
Bogeumt–1 | –0.038** (0.019) | 0.403*** (0.100) | | | | |
Bogeum(△+)t–1 | | | –0.027 (0.022) | 0.010* (0.006) | 0.329*** (0.107) | –0.046 (0.041) |
Bogeum(△–)t–1 | | | 0.046 (0.051) | 0.008 (0.014) | 0.049* (0.254) | 0.551*** (0.097) |
Exogenous variable | Include | Include | Include | Include | Include | Include |
Observations | 117 | 117 | 117 | 117 | 117 | 117 |
R-squared | 0.2070 | 0.1870 | 0.2520 | 0.1300 | 0.1480 | 0.3880 |
주 : 1) ***, **, *는 각각 1%, 5%, 10%에서 유의함을 의미함.
2) ( )는 회귀계수의 표준오차(standard error)를 나타냄.