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.