Period | DLOG (VNCPI) | DLOG (VNGOLD) | DLOG (INTERGOLD) | DLOG (VCBXRATE) | DLOG (FRES) | DLOG (INTEREST) |
1 | -0.007728 | 0.006767 | -2.00E-05 | -0.002572 | 0.045291 | 0.000000 |
(0.00537) | (0.00530) | (0.00527) | (0.00527) | (0.00372) | (0.00000) | |
2 | 0.001014 | 0.004704 | -0.004509 | -0.000876 | 0.028383 | -0.001509 |
(0.00550) | (0.00656) | (0.00644) | (0.00624) | (0.00508) | (0.00549) | |
3 | 0.003819 | 0.003401 | -0.003573 | -0.000528 | 0.016597 | -0.000311 |
(0.00568) | (0.00401) | (0.00398) | (0.00345) | (0.00575) | (0.00338) | |
4 | 0.004460 | 0.002369 | -0.002572 | -0.000469 | 0.009314 | 9.63E-05 |
(0.00526) | (0.00250) | (0.00248) | (0.00199) | (0.00519) | (0.00196) | |
5 | 0.004092 | 0.001580 | -0.001776 | -0.000348 | 0.004991 | 0.000234 |
(0.00446) | (0.00159) | (0.00161) | (0.00122) | (0.00414) | (0.00131) | |
6 | 0.003353 | 0.001028 | -0.001198 | -0.000249 | 0.002505 | 0.000268 |
(0.00357) | (0.00107) | (0.00110) | (0.00075) | (0.00308) | (0.00088) | |
7 | 0.002571 | 0.000657 | -0.000790 | -0.000174 | 0.001127 | 0.000242 |
(0.00275) | (0.00073) | (0.00078) | (0.00048) | (0.00221) | (0.00060) | |
8 | 0.001883 | 0.000410 | -0.000509 | -0.000118 | 0.000400 | 0.000197 |
(0.00206) | (0.00051) | (0.00055) | (0.00032) | (0.00156) | (0.00042) | |
9 | 0.001332 | 0.000250 | -0.000321 | -7.80E-05 | 4.50E-05 | 0.000150 |
(0.00151) | (0.00036) | (0.00039) | (0.00022) | (0.00109) | (0.00030) | |
10 | 0.000915 | 0.000149 | -0.000198 | -5.06E-05 | -0.000107 | 0.000110 |
(0.00109) | (0.00025) | (0.00028) | (0.00015) | (0.00077) | (0.00021) |
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Period | DLOG (VNCPI) | DLOG (VNGOLD) | DLOG (INTERGOLD) | DLOG (VCBXRATE) | DLOG (FRES) | DLOG (INTEREST) |
1 | -0.003410 | 0.026293 | 0.005551 | -0.010674 | -0.007997 | 0.098137 |
(0.01193) | (0.01173) | (0.01152) | (0.01148) | (0.01143) | (0.00807) | |
2 | 0.024823 | 0.011903 | 0.000320 | -0.011368 | -0.008283 | -0.010224 |
(0.01007) | (0.01262) | (0.01234) | (0.01183) | (0.01006) | (0.01215) | |
3 | 0.013478 | -0.000848 | -0.002118 | 0.001269 | -0.005700 | 0.001424 |
(0.00681) | (0.00464) | (0.00477) | (0.00448) | (0.00683) | (0.00539) | |
4 | 0.008294 | 0.000823 | -0.001352 | -0.000431 | -0.004624 | 0.001666 |
(0.00518) | (0.00223) | (0.00233) | (0.00167) | (0.00488) | (0.00226) | |
5 | 0.005298 | 0.000430 | -0.000632 | -0.000274 | -0.003578 | 0.000683 |
(0.00417) | (0.00145) | (0.00148) | (0.00106) | (0.00370) | (0.00121) | |
6 | 0.003202 | 0.000134 | -0.000333 | -0.000118 | -0.002612 | 0.000489 |
(0.00330) | (0.00099) | (0.00104) | (0.00073) | (0.00278) | (0.00083) | |
7 | 0.001897 | 3.96E-05 | -0.000147 | -6.96E-05 | -0.001846 | 0.000303 |
(0.00255) | (0.00069) | (0.00073) | (0.00048) | (0.00204) | (0.00056) | |
8 | 0.001091 | -1.22E-05 | -5.07E-05 | -3.53E-05 | -0.001269 | 0.000183 |
(0.00193) | (0.00047) | (0.00051) | (0.00032) | (0.00147) | (0.00038) | |
9 | 0.000604 | -3.15E-05 | -4.07E-06 | -1.61E-05 | -0.000850 | 0.000108 |
(0.00143) | (0.00032) | (0.00036) | (0.00021) | (0.00103) | (0.00026) | |
10 | 0.000318 | -3.48E-05 | 1.57E-05 | -6.11E-06 | -0.000557 | 6.20E-05 |
(0.00103) | (0.00022) | (0.00025) | (0.00013) | (0.00072) | (0.00018) | |
Cholesky Ordering: DLOG (VNCPI) DLOG (VNGOLD) DLOG (INTERGOL D) DLOG (VCBXRAT E) DLOG (FRES) DLOG (INTEREST) | ||||||
Standard Errors: Analytic |
Giai đoạn 2
Period | DLOG (VNCPI) | DLOG (VNGOLD) | DLOG (INTERGOLD) | DLOG (VCBXRATE) | DLOG (FRES) | DLOG (INTEREST) |
1 | 0.003645 | 0.000000 | 0.000000 | 0.000000 | 0.000000 | 0.000000 |
(0.00034) | (0.00000) | (0.00000) | (0.00000) | (0.00000) | (0.00000) | |
2 | 0.001946 | 0.001741 | 0.000260 | -0.000317 | 0.001192 | -0.000255 |
(0.00057) | (0.00055) | (0.00053) | (0.00053) | (0.00053) | (0.00024) | |
3 | 0.000706 | 0.000367 | 0.000134 | -0.000238 | 0.000718 | 5.74E-05 |
(0.00054) | (0.00042) | (0.00036) | (0.00041) | (0.00054) | (0.00017) | |
4 | 0.000327 | 0.000238 | 3.58E-05 | -8.91E-05 | 0.000395 | -3.64E-06 |
(0.00037) | (0.00023) | (0.00012) | (0.00017) | (0.00035) | (6.2E-05) | |
5 | 0.000136 | 8.75E-05 | 2.50E-05 | -4.65E-05 | 0.000189 | 7.07E-06 |
(0.00022) | (0.00013) | (7.5E-05) | (9.6E-05) | (0.00022) | (3.4E-05) | |
6 | 6.07E-05 | 4.06E-05 | 8.16E-06 | -1.99E-05 | 8.75E-05 | 2.20E-06 |
(0.00013) | (7.6E-05) | (3.2E-05) | (4.8E-05) | (0.00013) | (1.5E-05) | |
7 | 2.66E-05 | 1.79E-05 | 4.36E-06 | -9.11E-06 | 3.98E-05 | 1.21E-06 |
(7.0E-05) | (4.1E-05) | (1.7E-05) | (2.5E-05) | (7.4E-05) | (7.0E-06) | |
8 | 1.18E-05 | 7.79E-06 | 1.77E-06 | -4.06E-06 | 1.79E-05 | 5.63E-07 |
(3.7E-05) | (2.2E-05) | (7.9E-06) | (1.3E-05) | (4.1E-05) | (3.1E-06) | |
9 | 5.23E-06 | 3.51E-06 | 8.15E-07 | -1.80E-06 | 8.00E-06 | 2.44E-07 |
(1.9E-05) | (1.1E-05) | (3.8E-06) | (6.3E-06) | (2.2E-05) | (1.4E-06) | |
10 | 2.32E-06 | 1.54E-06 | 3.58E-07 | -8.05E-07 | 3.57E-06 | 1.14E-07 |
(9.6E-06) | (5.8E-06) | (1.9E-06) | (3.2E-06) | (1.1E-05) | (6.6E-07) |
Period | DLOG (VNCPI) | DLOG (VNGOLD) | DLOG (INTERGOLD) | DLOG (VCBXRATE) | DLOG (FRES) | DLOG (INTEREST) |
1 | 0.013311 | 0.046974 | 0.000000 | 0.000000 | 0.000000 | 0.000000 |
(0.00640) | (0.00444) | (0.00000) | (0.00000) | (0.00000) | (0.00000) | |
2 | -0.007122 | -0.010283 | 0.002008 | -0.000856 | -0.002567 | 0.002211 |
(0.00630) | (0.00670) | (0.00670) | (0.00681) | (0.00687) | (0.00318) | |
3 | -0.001079 | 2.83E-05 | -0.001207 | 0.000842 | -0.001452 | -0.000474 |
(0.00264) | (0.00422) | (0.00309) | (0.00207) | (0.00220) | (0.00140) | |
4 | -0.000755 | -0.000530 | 0.000170 | 0.000137 | -0.000801 | 5.39E-05 |
(0.00071) | (0.00106) | (0.00075) | (0.00047) | (0.00093) | (0.00037) | |
5 | -0.000293 | -0.000225 | -0.000109 | 0.000102 | -0.000411 | -1.21E-05 |
(0.00038) | (0.00042) | (0.00025) | (0.00020) | (0.00046) | (0.00013) | |
6 | -0.000126 | -6.92E-05 | -7.25E-06 | 4.43E-05 | -0.000182 | -8.47E-06 |
(0.00021) | (0.00016) | (7.6E-05) | (9.7E-05) | (0.00024) | (4.4E-05) | |
7 | -5.85E-05 | -4.39E-05 | -1.07E-05 | 1.85E-05 | -8.61E-05 | -9.80E-07 |
(0.00012) | (7.3E-05) | (3.1E-05) | (4.5E-05) | (0.00013) | (1.7E-05) | |
8 | -2.47E-05 | -1.52E-05 | -3.78E-06 | 9.00E-06 | -3.79E-05 | -1.69E-06 |
(6.3E-05) | (3.8E-05) | (1.7E-05) | (2.3E-05) | (6.9E-05) | (7.0E-06) | |
9 | -1.13E-05 | -7.84E-06 | -1.66E-06 | 3.76E-06 | -1.72E-05 | -3.96E-07 |
(3.3E-05) | (2.0E-05) | (7.1E-06) | (1.1E-05) | (3.7E-05) | (3.0E-06) | |
10 | -4.93E-06 | -3.23E-06 | -8.00E-07 | 1.74E-06 | -7.61E-06 | -2.71E-07 |
(1.7E-05) | (1.0E-05) | (3.7E-06) | (5.8E-06) | (2.0E-05) | (1.4E-06) |
Period | DLOG (VNCPI) | DLOG (VNGOLD) | DLOG (INTERGOLD) | DLOG (VCBXRATE) | DLOG (FRES) | DLOG (INTEREST) |
1 | 0.009505 | 0.037567 | 0.037985 | 0.000000 | 0.000000 | 0.000000 |
(0.00720) | (0.00619) | (0.00359) | (0.00000) | (0.00000) | (0.00000) | |
2 | -0.002739 | -0.012870 | -0.006238 | -0.001342 | -0.004365 | 0.002351 |
(0.00707) | (0.00752) | (0.00748) | (0.00759) | (0.00765) | (0.00353) | |
3 | 0.001257 | 0.003995 | 0.000695 | 0.000725 | 0.000335 | -0.001107 |
(0.00298) | (0.00477) | (0.00353) | (0.00241) | (0.00247) | (0.00160) | |
4 | -0.000267 | -0.000953 | 5.97E-05 | -0.000219 | -0.000238 | 0.000310 |
(0.00097) | (0.00149) | (0.00136) | (0.00083) | (0.00107) | (0.00062) | |
5 | 9.19E-05 | 0.000223 | -6.14E-05 | 5.80E-05 | 1.82E-05 | -8.11E-05 |
(0.00046) | (0.00066) | (0.00039) | (0.00021) | (0.00053) | (0.00020) | |
6 | -1.02E-05 | -3.40E-05 | 2.58E-05 | -1.40E-05 | -3.75E-06 | 1.62E-05 |
(0.00017) | (0.00021) | (0.00012) | (8.3E-05) | (0.00024) | (6.7E-05) | |
7 | 4.90E-06 | 5.96E-06 | -7.15E-06 | 1.96E-06 | 1.38E-06 | -2.84E-06 |
(7.8E-05) | (7.4E-05) | (2.5E-05) | (2.7E-05) | (0.00011) | (1.9E-05) | |
8 | 6.69E-07 | 8.24E-07 | 2.01E-06 | -5.87E-07 | 1.16E-06 | 2.81E-07 |
(3.4E-05) | (2.9E-05) | (9.1E-06) | (1.2E-05) | (5.0E-05) | (5.6E-06) | |
9 | 3.56E-07 | -9.07E-08 | -3.42E-07 | -1.18E-07 | 3.87E-07 | 5.01E-08 |
(1.5E-05) | (9.9E-06) | (2.6E-06) | (5.3E-06) | (2.2E-05) | (1.7E-06) | |
10 | 2.04E-07 | 2.60E-07 | 9.59E-08 | -3.82E-08 | 2.68E-07 | -2.79E-08 |
(6.6E-06) | (4.7E-06) | (1.1E-06) | (2.2E-06) | (1.0E-05) | (4.2E-07) |
Period | DLOG (VNCPI) | DLOG (VNGOLD) | DLOG (INTERGOLD) | DLOG (VCBXRATE) | DLOG (FRES) | DLOG (INTEREST) |
1 | 0.000111 | 8.71E-05 | -0.000313 | 0.005736 | 0.000000 | 0.000000 |
(0.00077) | (0.00077) | (0.00077) | (0.00054) | (0.00000) | (0.00000) | |
2 | -0.001004 | -0.000988 | 0.000211 | -0.000134 | -0.000500 | -0.000222 |
(0.00074) | (0.00079) | (0.00079) | (0.00080) | (0.00081) | (0.00037) | |
3 | -0.000145 | -0.000118 | -0.000148 | 8.82E-05 | -0.000331 | 2.78E-05 |
(0.00042) | (0.00044) | (0.00029) | (0.00023) | (0.00038) | (0.00014) | |
4 | -9.01E-05 | -3.17E-05 | 1.45E-05 | 3.22E-05 | -0.000122 | -1.47E-05 |
(0.00019) | (0.00015) | (8.1E-05) | (7.8E-05) | (0.00019) | (4.0E-05) | |
5 | -4.25E-05 | -3.92E-05 | -1.11E-05 | 1.18E-05 | -6.32E-05 | 2.02E-06 |
(9.7E-05) | (6.5E-05) | (2.6E-05) | (3.4E-05) | (0.00010) | (1.3E-05) | |
6 | -1.66E-05 | -7.94E-06 | -2.28E-06 | 6.85E-06 | -2.62E-05 | -2.06E-06 |
(5.1E-05) | (3.2E-05) | (1.3E-05) | (1.9E-05) | (5.7E-05) | (5.9E-06) | |
7 | -8.14E-06 | -6.19E-06 | -1.11E-06 | 2.48E-06 | -1.22E-05 | -4.48E-08 |
(2.6E-05) | (1.6E-05) | (5.1E-06) | (8.7E-06) | (3.0E-05) | (2.1E-06) | |
8 | -3.40E-06 | -2.12E-06 | -6.09E-07 | 1.27E-06 | -5.33E-06 | -2.48E-07 |
(1.3E-05) | (8.0E-06) | (2.8E-06) | (4.5E-06) | (1.5E-05) | (1.1E-06) | |
9 | -1.56E-06 | -1.06E-06 | -2.12E-07 | 5.24E-07 | -2.39E-06 | -5.95E-08 |
(6.6E-06) | (4.0E-06) | (1.2E-06) | (2.2E-06) | (7.9E-06) | (4.4E-07) | |
10 | -6.83E-07 | -4.54E-07 | -1.14E-07 | 2.41E-07 | -1.06E-06 | -3.61E-08 |
(3.3E-06) | (2.0E-06) | (6.1E-07) | (1.1E-06) | (4.0E-06) | (2.1E-07) |
Period | DLOG (VNCPI) | DLOG (VNGOLD) | DLOG (INTERGOLD) | DLOG (VCBXRATE) | DLOG (FRES) | DLOG (INTEREST) |
1 | 0.006769 | 0.000560 | 0.004534 | -0.004659 | 0.045987 | 0.000000 |
(0.00624) | (0.00621) | (0.00619) | (0.00616) | (0.00435) | (0.00000) | |
2 | 0.006206 | 0.003736 | 0.000121 | -0.002966 | 0.015166 | 0.000935 |
(0.00626) | (0.00669) | (0.00675) | (0.00685) | (0.00675) | (0.00305) | |
3 | 0.002943 | 0.002224 | 0.000650 | -0.001167 | 0.006026 | 0.000185 |
(0.00491) | (0.00321) | (0.00157) | (0.00244) | (0.00465) | (0.00091) | |
4 | 0.001308 | 0.000793 | 0.000186 | -0.000527 | 0.002401 | 0.000121 |
(0.00292) | (0.00169) | (0.00093) | (0.00121) | (0.00281) | (0.00043) | |
5 | 0.000612 | 0.000430 | 9.52E-05 | -0.000216 | 0.001026 | 2.78E-05 |
(0.00163) | (0.00096) | (0.00038) | (0.00058) | (0.00164) | (0.00017) | |
6 | 0.000269 | 0.000175 | 4.36E-05 | -9.87E-05 | 0.000440 | 1.71E-05 |
(0.00086) | (0.00051) | (0.00019) | (0.00030) | (0.00092) | (7.9E-05) | |
7 | 0.000122 | 8.21E-05 | 1.82E-05 | -4.25E-05 | 0.000193 | 5.85E-06 |
(0.00044) | (0.00027) | (9.0E-05) | (0.00015) | (0.00050) | (3.4E-05) | |
8 | 5.39E-05 | 3.59E-05 | 8.57E-06 | -1.90E-05 | 8.48E-05 | 2.84E-06 |
(0.00022) | (0.00014) | (4.4E-05) | (7.4E-05) | (0.00026) | (1.6E-05) | |
9 | 2.41E-05 | 1.60E-05 | 3.67E-06 | -8.39E-06 | 3.75E-05 | 1.19E-06 |
(0.00011) | (6.8E-05) | (2.1E-05) | (3.7E-05) | (0.00013) | (7.1E-06) | |
10 | 1.07E-05 | 7.14E-06 | 1.67E-06 | -3.73E-06 | 1.66E-05 | 5.30E-07 |
(5.5E-05) | (3.4E-05) | (1.0E-05) | (1.8E-05) | (6.8E-05) | (3.3E-06) |
Period | DLOG (VNCPI) | DLOG (VNGOLD) | DLOG (INTERGOLD) | DLOG (VCBXRATE) | DLOG (FRES) | DLOG (INTEREST) |
1 | 0.009118 | 0.000612 | 0.003976 | 0.001703 | -0.000136 | 0.028016 |
(0.00389) | (0.00379) | (0.00377) | (0.00375) | (0.00374) | (0.00265) | |
2 | -0.003415 | 0.001718 | -0.000104 | 0.001323 | 0.003771 | -0.004161 |
(0.00381) | (0.00411) | (0.00415) | (0.00422) | (0.00424) | (0.00197) | |
3 | -0.001248 | -0.002191 | -9.84E-05 | -0.000247 | -0.000627 | 0.000923 |
(0.00180) | (0.00242) | (0.00165) | (0.00111) | (0.00150) | (0.00076) | |
4 | -0.000258 | 0.000176 | -0.000133 | 0.000208 | -0.000190 | -0.000184 |
(0.00062) | (0.00075) | (0.00061) | (0.00046) | (0.00072) | (0.00028) | |
5 | -0.000193 | -0.000199 | 1.49E-05 | 1.68E-05 | -0.000185 | 3.88E-05 |
(0.00029) | (0.00031) | (0.00015) | (0.00010) | (0.00034) | (8.3E-05) | |
6 | -6.15E-05 | -2.99E-05 | -2.36E-05 | 2.75E-05 | -8.58E-05 | -9.75E-06 |
(0.00013) | (0.00011) | (7.0E-05) | (6.5E-05) | (0.00017) | (3.5E-05) | |
7 | -3.09E-05 | -2.13E-05 | -8.27E-07 | 8.70E-06 | -4.15E-05 | 7.82E-08 |
(6.6E-05) | (4.8E-05) | (1.5E-05) | (2.4E-05) | (8.1E-05) | (1.0E-05) | |
8 | -1.30E-05 | -8.98E-06 | -2.90E-06 | 4.53E-06 | -1.93E-05 | -6.41E-07 |
(3.3E-05) | (2.1E-05) | (9.1E-06) | (1.3E-05) | (4.0E-05) | (4.3E-06) | |
9 | -5.74E-06 | -3.65E-06 | -7.07E-07 | 1.98E-06 | -8.62E-06 | -2.95E-07 |
(1.7E-05) | (1.0E-05) | (3.6E-06) | (6.1E-06) | (2.0E-05) | (1.6E-06) | |
10 | -2.57E-06 | -1.78E-06 | -4.24E-07 | 8.70E-07 | -3.91E-06 | -1.02E-07 |
(8.6E-06) | (5.3E-06) | (1.8E-06) | (2.9E-06) | (1.0E-05) | (7.2E-07) | |
Cholesky Ordering: DLOG (VNCPI) DLOG (VNGOLD) DLOG (INTERGOL D) DLOG (VCBXRAT E) DLOG (FRES) DLOG (INTEREST) | ||||||
Standard Errors: Analytic |