Table 10 Generalized forecast error... | Emerald Publishing

Table 10

Generalized forecast error variance decomposition of CPI < Asymmetric VARX: M0(−))>

Period (month)	m0_neg	ltir	exr	loan	cpi	gdp
1	1.62	0.62	21.00	6.19	67.25	3.32
2	1.93	3.58	18.33	8.72	63.33	4.12
3	2.13	3.83	17.57	9.40	62.54	4.53
4	2.20	3.98	17.27	9.55	62.14	4.87
5	2.24	4.04	17.13	9.55	61.89	5.15
6	2.26	4.07	17.06	9.52	61.70	5.39
7	2.28	4.09	17.01	9.48	61.53	5.60
8	2.30	4.10	16.98	9.45	61.39	5.79
9	2.31	4.11	16.96	9.42	61.26	5.95
10	2.32	4.11	16.94	9.39	61.15	6.08
11	2.33	4.12	16.93	9.37	61.05	6.20
12	2.34	4.12	16.92	9.35	60.97	6.30

Period (month)	m0_neg	ltir	exr	loan	cpi	gdp
1	1.62	0.62	21.00	6.19	67.25	3.32
2	1.93	3.58	18.33	8.72	63.33	4.12
3	2.13	3.83	17.57	9.40	62.54	4.53
4	2.20	3.98	17.27	9.55	62.14	4.87
5	2.24	4.04	17.13	9.55	61.89	5.15
6	2.26	4.07	17.06	9.52	61.70	5.39
7	2.28	4.09	17.01	9.48	61.53	5.60
8	2.30	4.10	16.98	9.45	61.39	5.79
9	2.31	4.11	16.96	9.42	61.26	5.95
10	2.32	4.11	16.94	9.39	61.15	6.08
11	2.33	4.12	16.93	9.37	61.05	6.20
12	2.34	4.12	16.92	9.35	60.97	6.30

Source(s): Authors’ own work