Period | S.E. | PPP | EX | INT | CPI | MONEY SUPPLY |
1 | 0.011771 | 100.0000 | 0.000000 | 0.000000 | 0.000000 | 0.000000 |
2 | 0.021883 | 97.24894 | 1.192626 | 0.105186 | 1.359665 | 0.093588 |
3 | 0.033215 | 95.89054 | 1.780430 | 0.072373 | 1.827515 | 0.429138 |
4 | 0.044909 | 95.42376 | 1.994794 | 0.069944 | 2.012782 | 0.498720 |
5 | 0.056832 | 95.48071 | 1.978663 | 0.057430 | 2.014446 | 0.468751 |
6 | 0.068641 | 95.56408 | 1.934840 | 0.044794 | 2.024154 | 0.432128 |
7 | 0.080268 | 95.64474 | 1.874451 | 0.036044 | 2.034320 | 0.410445 |
8 | 0.091660 | 95.73541 | 1.801313 | 0.030271 | 2.040942 | 0.392065 |
9 | 0.102778 | 95.82667 | 1.728676 | 0.025580 | 2.047668 | 0.371405 |
10 | 0.113585 | 95.90824 | 1.663811 | 0.021713 | 2.055018 | 0.351215 |
Variance Decomposition of EX: | ||||||
Period | S.E. | PPP | EX | INT | CPI | MONEY SUPPLY |
1 | 0.072982 | 12.78404 | 87.21596 | 0.000000 | 0.000000 | 0.000000 |
2 | 0.146770 | 15.36788 | 68.77804 | 0.290822 | 0.929939 | 14.63331 |
3 | 0.216343 | 14.37984 | 60.48713 | 1.839867 | 2.555188 | 20.73797 |
4 | 0.271016 | 12.85242 | 59.76473 | 2.398366 | 4.174601 | 20.80989 |
5 | 0.318714 | 11.85761 | 60.81669 | 2.355189 | 5.505064 | 19.46545 |
6 | 0.360523 | 11.24967 | 61.28364 | 2.376589 | 6.142977 | 18.94712 |
7 | 0.396370 | 10.87794 | 61.18421 | 2.505754 | 6.483060 | 18.94904 |
8 | 0.428307 | 10.61453 | 61.11770 | 2.561969 | 6.874790 | 18.83101 |