Table 20. Fevd for diff LN INDBOMB_2 vs... | Emerald Publishing

Table 20.

Fevd for diff LN INDBOMB_2 vs diff LN index AL_2

Decomposition of variance for diff LN IND BOMB				Decomposition of variance for diff LN Index AL
Period	Std err	diff LN IBOVESPA	diff LN index AL	Std err	diff LN IBOVESPA	diff LN index AL
1	0.015	100.000	0.000	0.024	1.775	98.225
2	0.015	99.993	0.007	0.025	1.761	98.239
3	0.015	99.993	0.007	0.025	1.761	98.239
4	0.015	99.993	0.007	0.025	1.761	98.239
5	0.015	99.993	0.007	0.025	1.761	98.239
6	0.015	99.993	0.007	0.025	1.761	98.239
7	0.015	99.993	0.007	0.025	1.761	98.239
8	0.015	99.993	0.007	0.025	1.761	98.239
9	0.015	99.993	0.007	0.025	1.761	98.239
10	0.015	99.993	0.007	0.025	1.761	98.239

Decomposition of variance for diff LN IND BOMB				Decomposition of variance for diff LN Index AL
Period	Std err	diff LN IBOVESPA	diff LN index AL	Std err	diff LN IBOVESPA	diff LN index AL
1	0.015	100.000	0.000	0.024	1.775	98.225
2	0.015	99.993	0.007	0.025	1.761	98.239
3	0.015	99.993	0.007	0.025	1.761	98.239
4	0.015	99.993	0.007	0.025	1.761	98.239
5	0.015	99.993	0.007	0.025	1.761	98.239
6	0.015	99.993	0.007	0.025	1.761	98.239
7	0.015	99.993	0.007	0.025	1.761	98.239
8	0.015	99.993	0.007	0.025	1.761	98.239
9	0.015	99.993	0.007	0.025	1.761	98.239
10	0.015	99.993	0.007	0.025	1.761	98.239

Note:

Table reports the forecast error variance decomposition values calculated for impulse-response analysis

Source: Personal elaboration on Datastream (2021)