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Table 1.

Short definition of variables.

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Table 2.

Description and measurement of variables.

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Table 3.

Descriptive statistics of variables without taking logarithm.

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Table 3 Expand

Table 4.

Outcomes of unit root test.

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Table 5.

VAR lag order selection criteria.

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Fig 1.

AR roots graphical verification of the optimal lag length.

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Table 6.

ARDL f bound test for cointegration.

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Table 7.

Long run estimation coefficient of ARDL model.

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Table 7 Expand

Fig 2.

Normality of the model.

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Table 8.

Serial correlation LM and heteroskedasticity BPG diagnostic tests.

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Fig 3.

CUSUM test.

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Fig 3 Expand

Fig 4.

CUSUMSQ test.

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Fig 4 Expand