Table 11 Generalized forecast error... | Emerald Publishing

Table 11

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

Period (month)	m0_neg	ltir	exr	loan	cpi	gdp
1	1.98	2.88	1.52	0.00	4.40	89.22
2	3.98	4.48	5.17	0.09	9.33	76.94
3	4.80	4.82	7.29	0.06	12.21	70.82
4	5.19	5.03	8.49	0.06	13.94	67.30
5	5.40	5.15	9.22	0.07	15.06	65.10
6	5.54	5.23	9.67	0.09	15.81	63.66
7	5.63	5.29	9.98	0.11	16.34	62.66
8	5.69	5.33	10.19	0.12	16.73	61.94
9	5.74	5.36	10.35	0.13	17.01	61.40
10	5.78	5.39	10.46	0.14	17.23	61.00
11	5.80	5.41	10.55	0.14	17.41	60.69
12	5.82	5.43	10.62	0.15	17.54	60.44

Period (month)	m0_neg	ltir	exr	loan	cpi	gdp
1	1.98	2.88	1.52	0.00	4.40	89.22
2	3.98	4.48	5.17	0.09	9.33	76.94
3	4.80	4.82	7.29	0.06	12.21	70.82
4	5.19	5.03	8.49	0.06	13.94	67.30
5	5.40	5.15	9.22	0.07	15.06	65.10
6	5.54	5.23	9.67	0.09	15.81	63.66
7	5.63	5.29	9.98	0.11	16.34	62.66
8	5.69	5.33	10.19	0.12	16.73	61.94
9	5.74	5.36	10.35	0.13	17.01	61.40
10	5.78	5.39	10.46	0.14	17.23	61.00
11	5.80	5.41	10.55	0.14	17.41	60.69
12	5.82	5.43	10.62	0.15	17.54	60.44

Source(s): Authors’ own work