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  • Interpreting panel ARDL results

    Hello!

    I have got the following results using DFE estimator for panel ARDL. Intress and income variables are by default in percentages. Rest of the variables are logs.

    Code:
    Dynamic Fixed Effects Regression: Estimated Error Correction Form
    (Estimate results saved as DFE)
    ------------------------------------------------------------------------------
    ------------------------------------------------------------------------------
                 | Coefficient  Std. err.      z    P>|z|     [95% conf. interval]
    -------------+----------------------------------------------------------------
    __ec         |
         intress |  -8.558874   1.450959    -5.90   0.000     -11.4027   -5.715047
       logincome |  -.1993858   .4142678    -0.48   0.630    -1.011336    .6125641
          logTHI |  -3.994531   .5882577    -6.79   0.000    -5.147494   -2.841567
           unemp |  -1.346267   .3109265    -4.33   0.000    -1.955672   -.7368621
    -------------+----------------------------------------------------------------
    SR           |
            __ec |  -.0326585   .0049416    -6.61   0.000    -.0423438   -.0229732
                 |
          logHPI |
             D7. |   .0123935   .0053893     2.30   0.021     .0018308    .0229562
             D8. |  -.0061253   .0028117    -2.18   0.029    -.0116361   -.0006145
                 |
       logincome |
             D7. |  -.0173469    .009304    -1.86   0.062    -.0355825    .0008887
                 |
          logTHI |
             D8. |  -.0133749   .0049324    -2.71   0.007    -.0230422   -.0037077
                 |
           unemp |
             D1. |  -.1716152    .057643    -2.98   0.003    -.2845935   -.0586369
                 |
           _cons |   .3646695   .0313257    11.64   0.000     .3032721    .4260668
    ------------------------------------------------------------------------------
    How do i interpret the long and short run coefficients? Are they all as percentage changes?
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