Table 9 Generalized forecast error... | Emerald Publishing

Table 9

Generalized forecast error variance decomposition of GDP (asymmetric VARX: M0(+))

Period (month)	m0_pos	ltir	exr	loan	cpi	gdp
1	4.15	2.28	4.01	0.29	5.35	83.91
2	8.44	3.52	7.54	0.11	9.14	71.25
3	8.76	4.61	10.32	0.08	11.97	64.26
4	8.27	5.11	12.26	0.11	14.04	60.21
5	7.76	5.39	13.53	0.15	15.49	57.69
6	7.36	5.55	14.35	0.20	16.50	56.04
7	7.07	5.66	14.89	0.24	17.21	54.92
8	6.86	5.74	15.26	0.27	17.72	54.14
9	6.71	5.80	15.52	0.30	18.10	53.57
10	6.60	5.84	15.71	0.32	18.39	53.15
11	6.51	5.87	15.85	0.33	18.60	52.83
12	6.44	5.90	15.96	0.34	18.77	52.58

Period (month)	m0_pos	ltir	exr	loan	cpi	gdp
1	4.15	2.28	4.01	0.29	5.35	83.91
2	8.44	3.52	7.54	0.11	9.14	71.25
3	8.76	4.61	10.32	0.08	11.97	64.26
4	8.27	5.11	12.26	0.11	14.04	60.21
5	7.76	5.39	13.53	0.15	15.49	57.69
6	7.36	5.55	14.35	0.20	16.50	56.04
7	7.07	5.66	14.89	0.24	17.21	54.92
8	6.86	5.74	15.26	0.27	17.72	54.14
9	6.71	5.80	15.52	0.30	18.10	53.57
10	6.60	5.84	15.71	0.32	18.39	53.15
11	6.51	5.87	15.85	0.33	18.60	52.83
12	6.44	5.90	15.96	0.34	18.77	52.58

Source(s): Authors’ own work