Table 22 SVAR normality test.

From: Cyclical dynamics and co-movement of business, credit, and investment cycles: empirical evidence from India

Components

Skewness

Kurtosis

Jarque-Bera

1

−0.7800*

5.4463**

14.0311***

2

0.2460

2.1466

1.6172

3

−0.5498

4.0030

3.6926

Joint

6.4763*

12.8647**

19.3410**

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