Table C.
Results of FEVD for the four variables of the VAR(2) model (10 steps).
| Period | NCC | OMC | ONA | OMS | |
|---|---|---|---|---|---|
| NCC | 1 | 100.00% | 0.00% | 0.00% | 0.00% |
| 2 | 99.55% | 0.21% | 0.19% | 0.05% | |
| 3 | 73.08% | 22.99% | 0.14% | 3.78% | |
| 4 | 53.73% | 41.63% | 0.10% | 4.54% | |
| 5 | 52.22% | 42.06% | 0.18% | 5.54% | |
| 6 | 51.16% | 42.80% | 0.18% | 5.86% | |
| 7 | 50.78% | 43.10% | 0.20% | 5.93% | |
| 8 | 50.79% | 43.08% | 0.20% | 5.93% | |
| 9 | 50.76% | 43.09% | 0.21% | 5.95% | |
| 10 | 50.73% | 43.11% | 0.21% | 5.95% | |
| OMC | 1 | 0.08% | 99.92% | 0.00% | 0.00% |
| 2 | 0.94% | 98.64% | 0.41% | 0.00% | |
| 3 | 1.28% | 97.45% | 0.49% | 0.78% | |
| 4 | 1.36% | 96.63% | 0.58% | 1.43% | |
| 5 | 1.64% | 96.26% | 0.60% | 1.50% | |
| 6 | 1.65% | 96.24% | 0.61% | 1.49% | |
| 7 | 1.66% | 96.23% | 0.62% | 1.49% | |
| 8 | 1.65% | 96.24% | 0.62% | 1.49% | |
| 9 | 1.65% | 96.23% | 0.63% | 1.49% | |
| 10 | 1.65% | 96.23% | 0.63% | 1.49% | |
| OMA | 1 | 0.01% | 1.47% | 98.52% | 0.00% |
| 2 | 0.48% | 1.44% | 86.54% | 11.54% | |
| 3 | 0.47% | 1.84% | 81.43% | 16.26% | |
| 4 | 0.85% | 2.19% | 80.60% | 16.35% | |
| 5 | 0.86% | 2.33% | 80.35% | 16.47% | |
| 6 | 0.86% | 2.88% | 79.83% | 16.42% | |
| 7 | 0.86% | 2.94% | 79.74% | 16.46% | |
| 8 | 0.86% | 3.00% | 79.68% | 16.45% | |
| 9 | 0.86% | 3.03% | 79.65% | 16.45% | |
| 10 | 0.87% | 3.03% | 79.65% | 16.45% | |
| OMS | 1 | 0.45% | 2.21% | 2.43% | 94.91% |
| 2 | 0.47% | 10.82% | 3.53% | 85.18% | |
| 3 | 0.98% | 14.38% | 4.20% | 80.44% | |
| 4 | 1.40% | 14.35% | 4.18% | 80.07% | |
| 5 | 1.53% | 14.80% | 4.14% | 79.54% | |
| 6 | 1.55% | 15.13% | 4.14% | 79.18% | |
| 7 | 1.55% | 15.14% | 4.14% | 79.16% | |
| 8 | 1.55% | 15.14% | 4.14% | 79.17% | |
| 9 | 1.56% | 15.14% | 4.14% | 79.17% | |
| 10 | 1.56% | 15.14% | 4.14% | 79.16% |