CEEC economies

1. 2000-2007
Descriptive Statistics
Mean
5.9007
10.1550

Std. Deviation
1.53046
9.11750

Analysis N
14
14

41.6136
212975.73
07
35.8221

12.56340

14

550722.95369

14

41.73972

14

PIB_cr
Inflatia
Dom_credit
portofolio_equity
Stock_traded

Correlation Matrix

Correlation

PIB_cr
Inflatia

1.000
-.032

-.032
1.000

PIB_cr
-.052
-.422

Inflatia
-.023
.774

Dom_credit

-.052

-.422

1.000

-.150

portofolio_equity

-.023

.774

-.150

1.000

Stock_traded

-.389

.363

.274

.728

Dom_credit

Communalities
Initial
1.000
1.000

Extraction
.366
.871

Dom_credit

1.000

.712

portofolio_equity

1.000

.903

PIB_cr
Inflatia

Stock_traded

1.000
.915
Extraction Method: Principal Component Analysis.
Total Variance Explained
Initial Eigenvalues
Component
1
2

Extraction Sums of Squared Loadings

Total
2.326
1.441

% of Variance
46.510
28.816

Cumulative %
46.510
75.326

.910

18.200

93.526

.261

5.218

.063
1.256
Extraction Method: Principal Component Analysis.
Component Matrix(a)
Component
PIB_cr
Inflatia

1
-.259
.839

2
-.546
-.410

98.744
100.000

Total
2.326
1.441

% of Variance
46.510
28.816

Cumulative %
46.510
75.326

portofolio_equit
y

Sto

Dom_credit

C
o
m
p
n
e
t
P
l
o
10..50 D
om
_credit S
tock_rade
-.201

.819

.948

-.066

portofolio_equity
Stock_traded

.785
.547
Extraction Method: Principal Component Analysis.
a 2 components extracted.

C
om
pnet2

0-0..5 P
p
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Component Score Coefficient Matrix

Component
PIB_cr
Inflatia

1
-.111
.361

2
-.379
-.284

Dom_credit

-.086

.569

.408

-.046

portofolio_equity
Stock_traded

.337
.379
Extraction Method: Principal Component Analysis.
Component Scores.

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2. 2008-2013

Descriptive Statistics
Mean
.8529
5.0214

Std. Deviation
1.66009
2.35516

Analysis N
14
14

67.3179
437553.12
07
27.0957

16.11062
1008281.5167
5
41.60853

14

PIB_cr
Inflatia
Dom_credit
portofolio_equity
Stock_traded

14
14

Correlation Matrix

Correlation

PIB_cr
Inflatia

1.000
.236

.236
1.000

PIB_cr
-.660
.007

Inflatia
.564
.123

Dom_credit

portofolio_equit
y

Sto

Dom_credit

-.660

.007

1.000

.012

portofolio_equity

.564

.123

.012

1.000

Stock_traded

.307

.155

.106

.580

Communalities
Initial
1.000
1.000

Extraction
.935
.141

Dom_credit

1.000

.928

portofolio_equity

1.000

.775

PIB_cr
Inflatia

Stock_traded

1.000
.744
Extraction Method: Principal Component Analysis.
Total Variance Explained
Initial Eigenvalues
Component
1
2

Extraction Sums of Squared Loadings

Total
2.149
1.374

% of Variance
42.975
27.476

Cumulative %
42.975
70.451

.939

18.789

89.240

.428

8.552

.110
2.208
Extraction Method: Principal Component Analysis.
Component Matrix(a)
Component
1
PIB_cr
Inflatia
Dom_credit
portofolio_equity
Stock_traded

.887
.351

2
-.385
.135

-.440

.857

.794

.381

.645
.573
Extraction Method: Principal Component Analysis.
a 2 components extracted.

97.792
100.000

Total
2.149
1.374

% of Variance
42.975
27.476

Cumulative %
42.975
70.451

C
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om
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tock_rade

C
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pnet1
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