Impulse variable | |||||||
Trade balance | Trade balance | Money supply (M2) | Real exchange rate | Income | Inflation | Investment | Household consumption expenditure |
Response variable and forecast | |||||||
1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
2 | 0.84 | 0.05 | 0.04 | 0.01 | 0.008 | 0.0003 | 0.02 |
3 | 0.81 | 0.05 | 0.04 | 0.03 | 0.009 | 0.006 | 0.03 |
4 | 0.79 | 0.05 | 0.05 | 0.04 | 0.009 | 0.007 | 0.03 |
5 | 0.78 | 0.05 | 0.06 | 0.04 | 0.009 | 0.008 | 0.03 |
6 | 0.77 | 0.05 | 0.06 | 0.04 | 0.009 | 0.008 | 0.03 |
7 | 0.76 | 0.05 | 0.07 | 0.04 | 0.01 | 0.009 | 0.03 |
8 | 0.76 | 0.05 | 0.07 | 0.04 | 0.01 | 0.008 | 0.03 |
9 | 0.76 | 0.05 | 0.08 | 0.04 | 0.01 | 0.008 | 0.03 |
10 | 0.75 | 0.05 | 0.08 | 0.04 | 0.01 | 0.008 | 0.03 |
FEVD standard errors and confidence intervals based on 200 Monte Carlo simulations |