(Luận văn thạc sĩ) nghiên cứu tác động của các cú sốc chính sách tiền tệ đến các biến kinh tế vĩ mô của việt nam

1 10 11 12 0.346334 0.438017 0.470504 0.481299 0.484787 0.485950 0.486399 0.486599 0.486690 0.486728 0.486744 0.486750 7.621031 18.78030 23.71637 25.04943 25.23538 25.22679 25.21192 25.20637 25.20594 25.20668 25.20714 25.20728 0.000000 0.182194 0.285458 0.605940 0.776252 0.814290 0.816479 0.815812 0.815578 0.815464 0.815412 0.815394 0.000000 0.372790 0.911360 1.357795 1.591718 1.676368 1.700031 1.706048 1.707851 1.708613 1.709003 1.709196 Period S.E Shock1 Shock6 Shock7 10 11 12 0.009685 0.010221 0.010242 0.010257 0.010265 0.010268 0.010270 0.010270 0.010271 0.010271 0.010271 0.010271 0.427826 1.105773 1.112100 1.108802 1.110333 1.117394 1.123073 1.125669 1.126531 1.126791 1.126883 1.126925 0.000000 0.192454 0.229554 0.255712 0.276998 0.286697 0.289010 0.289418 0.289506 0.289550 0.289584 0.289606 0.000000 0.919367 0.945847 0.957025 0.956853 0.956688 0.956906 0.957244 0.957479 0.957590 0.957632 0.957647 Period S.E Shock1 Shock6 Shock7 10 11 0.011476 0.015407 0.017387 0.018287 0.018651 0.018784 0.018833 0.018854 0.018863 0.018868 0.018870 11.08650 13.14062 12.57166 11.58004 11.14022 11.03408 11.01192 11.00176 10.99528 10.99178 10.99023 7.90E-31 8.388353 13.30704 15.72369 16.57999 16.79102 16.82501 16.82612 16.82431 16.82335 16.82292 5.01E-31 0.179783 0.157523 0.201776 0.214699 0.212408 0.212680 0.214979 0.216674 0.217475 0.217812 0.000000 0.720081 1.852071 2.163482 2.176649 2.162412 2.156732 2.154867 2.154574 2.154749 2.154879 2.154914 0.000000 1.352605 2.959362 3.743059 3.948061 3.976494 3.978444 3.979802 3.981587 3.982977 3.983746 3.984076 0.000000 1.795952 2.431275 2.399937 2.417356 2.475986 2.504763 2.511681 2.512615 2.512690 2.512723 2.512776 VARiance Decomposition of D(LIBOR_SA): Shock2 Shock3 Shock4 Shock5 92.37897 78.73403 72.97254 70.91094 70.30780 70.17717 70.15873 70.15569 70.15311 70.15116 70.15014 70.14972 0.000000 0.093311 0.080924 0.107562 0.147290 0.168069 0.174404 0.175767 0.176051 0.176149 0.176210 0.176249 0.000000 0.403477 0.495271 0.484114 0.478621 0.481145 0.483085 0.483653 0.483770 0.483816 0.483859 0.483896 0.000000 1.433892 1.538075 1.484220 1.462940 1.456165 1.455359 1.456665 1.457701 1.458118 1.458237 1.458269 VARiance Decomposition of D(LGDP_SA): Shock2 Shock3 Shock4 Shock5 0.000000 0.242490 0.404648 0.572466 0.666875 0.707519 0.722442 0.727921 0.730177 0.731232 0.731754 0.732008 99.57217 97.19753 96.82878 96.56916 96.42652 96.35868 96.33176 96.32153 96.31747 96.31570 96.31487 96.31447 0.000000 0.317347 0.449328 0.497739 0.511262 0.515164 0.516673 0.517457 0.517894 0.518120 0.518224 0.518269 0.000000 0.025037 0.029743 0.039098 0.051155 0.057864 0.060137 0.060756 0.060939 0.061015 0.061056 0.061080 VARiance Decomposition of D(LCPI_SA): Shock2 Shock3 Shock4 Shock5 1.71E-32 2.840565 6.093854 8.128587 9.066430 9.440641 9.591210 9.659395 9.694243 9.712831 9.722454 1.306617 2.985930 2.914852 2.691511 2.595432 2.563084 2.554838 2.553852 2.554018 2.554015 2.553901 87.60688 71.89407 63.56230 59.61056 58.00737 57.44761 57.26056 57.19072 57.15872 57.14196 57.13306 9.83E-34 0.570684 1.392776 2.063828 2.395854 2.511155 2.543781 2.553174 2.556748 2.558594 2.559625 12 0.018871 10.98968 9.727159 Period S.E Shock1 10 11 12 0.034662 0.037215 0.037769 0.038116 0.038273 0.038339 0.038366 0.038378 0.038383 0.038385 0.038386 0.038387 Period 2.553808 16.82264 0.217968 VARiance Decomposition of D(LM2_SA): Shock2 Shock3 Shock4 Shock5 Shock6 Shock7 0.728751 0.632669 0.680566 0.881503 1.038679 1.119831 1.151359 1.162224 1.166112 1.167725 1.168490 1.168868 0.001133 2.695516 4.904681 6.020158 6.465420 6.635259 6.703580 6.733716 6.747851 6.754537 6.757617 6.758992 0.126149 0.176705 0.212868 0.334241 0.374199 0.383230 0.385087 0.385808 0.386319 0.386685 0.386898 0.387000 0.397140 0.384106 0.399590 0.427092 0.445080 0.458539 0.466645 0.470603 0.472247 0.472882 0.473132 0.473237 S.E Shock1 VARiance Decomposition of D(R_SA): Shock2 Shock3 Shock4 Shock5 Shock6 Shock7 10 11 12 1.129738 1.309295 1.376305 1.405864 1.415102 1.417753 1.418527 1.418728 1.418781 1.418805 1.418817 1.418823 20.05639 24.20211 22.20486 21.87626 22.35283 22.56121 22.58738 22.58465 22.58306 22.58239 22.58219 22.58222 0.124815 8.359113 13.64562 15.02876 15.15798 15.13231 15.11959 15.11815 15.12039 15.12247 15.12350 15.12386 13.89310 10.59085 11.55983 11.85936 11.73414 11.71239 11.73028 11.73645 11.73640 11.73602 11.73589 11.73581 43.73798 33.95807 30.80694 29.57880 29.19387 29.10328 29.09104 29.09097 29.09071 29.09005 29.08959 29.08938 Period S.E Shock1 Shock6 Shock7 10 11 12 0.020810 0.021924 0.022213 0.022294 0.022318 0.022327 0.022330 0.022331 0.022331 0.022331 0.022331 0.022331 2.293937 3.987727 3.884675 4.177935 4.330245 4.351027 4.350008 4.350680 4.351165 4.351213 4.351212 4.351220 76.59388 71.77128 70.56450 70.13196 69.99481 69.97027 69.96585 69.96433 69.96394 69.96386 69.96383 69.96380 17.22804 15.60462 15.55143 15.47549 15.44251 15.43496 15.43384 15.43355 15.43346 15.43345 15.43345 15.43345 0.341071 4.847257 4.722613 4.667110 4.634240 4.622315 4.618495 4.617264 4.616734 4.616447 4.616294 4.616220 5.415975 9.038831 8.246373 7.996266 7.923923 7.894503 7.888573 7.888918 7.889154 7.889015 7.888884 7.888822 57.12859 10.79034 11.64117 11.77310 11.68612 11.63328 11.61278 11.60657 11.60486 11.60427 11.60397 11.60379 11.60371 6.634506 6.302574 5.707422 5.542671 5.519182 5.506444 5.500453 5.499460 5.499469 5.499399 5.499316 5.499274 2.560154 87.61541 79.62258 77.30658 75.98377 75.40910 75.16805 75.06826 75.02553 75.00647 74.99776 74.99377 74.99198 10.13723 7.548463 7.828956 8.117883 8.118078 8.089873 8.082685 8.081405 8.080826 8.080647 8.080631 8.080625 VARiance Decomposition of D(LNEER_SA): Shock2 Shock3 Shock4 Shock5 1.047446 2.953252 3.568110 3.610210 3.604543 3.612402 3.615761 3.616049 3.616025 3.616034 3.616034 3.616034 1.452105 4.311125 4.691535 4.705975 4.704907 4.701196 4.700811 4.700884 4.700872 4.700872 4.700879 4.700881 0.246931 0.253159 0.349998 0.441053 0.468415 0.471563 0.471555 0.471530 0.471533 0.471560 0.471588 0.471602 Factorization: Structural 1.137669 1.118838 1.389752 1.457370 1.454574 1.458577 1.462172 1.462974 1.463009 1.463010 1.463013 1.463013