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Table 4 Results from the ZA unit root tests with a structural break

From: Defence expenditure and economic growth in Latin American countries: evidence from linear and nonlinear causality tests

 

Variable

Level

Break

1st diff.

Break

Argentina

lnGDP

−7.67***

2009

−11.19***

1975

 

lnMGDP

−7.67***

2009

−11.19***

1975

 

lnINV

−3.70

1981

−6.81***

1963

Bolivia

lnGDP

−7.02***

1978

−11.05***

1970

 

lnMGDP

−5.99***

1975

−C10.61***

1976

 

lnINV

−4.36

2003

−8.69***

2004

Brazil

lnGDP

−6.57***

1977

−10.64***

2013

 

lnMGDP

−5.03*

1987

−8.88***

1981

 

lnINV

−4.21

1995

−8.12***

1989

Chile

lnGDP

−8.94***

1998

−14.02***

1965

 

lnMGDP

−5.36**

1970

−9.56***

1969

 

lnINV

−5.54**

1987

−9.90***

1983

Colombia

lnGDP

−6.50***

1981

−11.72***

1998

 

lnMGDP

−5.03*

1972

−8.37***

1977

 

lnINV

−5.29**

1999

−7.58***

1995

Dominican Republic

lnGDP

−6.69***

2003

−10.24***

1970

 

lnMGDP

−4.60

1987

−9.31***

1991

 

lnINV

−4.75

1981

−9.36***

1964

Ecuador

lnGDP

−8.16***

1982

−12.68***

1983

 

lnMGDP

−5.04*

1980

−9.64***

1984

 

lnINV

−6.49***

1965

−9.63***

1966

El Salvador

lnGDP

−4.82*

1990

−10.54***

1986

 

lnMGDP

−3.41

1979

−7.41***

1985

 

lnINV

−4.38

1979

−7.07***

1978

Guatemala

lnGDP

−9.82***

1992

−9.24***

1993

 

lnMGDP

−5.39**

1992

−8.18***

1995

 

lnINV

−4.49

2006

−8.49***

1975

Mexico

lnGDP

−6.05***

2001

−9.50***

2002

 

lnMGDP

−4.83*

2004

−9.90***

2006

 

lnINV

−5.16***

1982

−8.16***

1995

Paraguay

lnGDP

−8.34***

1998

−12.44***

2002

 

lnMGDP

−3.45

2002

−13.59***

2005

Peru

lnGDP

−6.56***

1979

−10.62***

1978

 

lnMGDP

−5.37**

1975

−10.64***

2008

 

lnINV

−3.54

1968

−7.42***

1982

Venezuela

lnGDP

−8.28***

2002

−14.41***

1985

 

lnMGDP

−7.52***

2010

−10.66***

2011

 

lnINV

−5.19**

1983

−8.26***

1990

  1. Break denotes the time of the structure change
  2. ***, **, and * Significant at the 1, 5, and 10 levels, respectively