bsvarPost is a companion post-estimation package for
bsvars and bsvarSIGNs. It does not estimate
models. Instead it provides:
- tidy extraction of impulse responses, CDMs, FEVD, and forecasts
- model comparison utilities across lag specifications or identifying assumptions
-
ggplot2plot methods and publication-oriented styling - reporting helpers for
knitr,gt,flextable, and CSV
The core question answered in this vignette is: How do fiscal
spending shocks propagate through the US economy? We use the
us_fiscal_lsuw dataset from bsvars, which
contains quarterly US data on three variables — ttr
(tax-to-revenue), gs (government spending), and
gdp — to estimate a structural VAR and post-process the
results with bsvarPost.
Estimation setup
The code below produces two posterior objects. We use pre-computed
results for build speed — the readRDS() calls in the hidden
setup chunk have already loaded them.
library(bsvars)
library(bsvarPost)
data(us_fiscal_lsuw)
# Variables: ttr (tax-to-revenue), gs (government spending), gdp
# Baseline: p = 1 lag
set.seed(123)
spec <- specify_bsvar$new(us_fiscal_lsuw, p = 1)
post <- estimate(spec, S = 200, thin = 1, show_progress = FALSE)
# Alternative: p = 3 lags
set.seed(456)
spec_alt <- specify_bsvar$new(us_fiscal_lsuw, p = 3)
post_alt <- estimate(spec_alt, S = 200, thin = 1, show_progress = FALSE)Extracting impulse responses
tidy_irf() returns a tidy table with posterior summaries
(median, credible interval bounds) for every variable-shock pair at each
horizon. The column variable names the responding variable
and shock names the structural shock.
irf_tbl <- tidy_irf(post, horizon = 20)
head(irf_tbl)
#> # A tibble: 6 × 10
#> model object_type variable shock horizon mean median sd lower upper
#> <chr> <chr> <chr> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 model1 irf ttr ttr 0 0.0291 0.0286 0.00666 0.0265 0.0308
#> 2 model1 irf ttr ttr 1 0.0260 0.0268 0.0119 0.0248 0.0291
#> 3 model1 irf ttr ttr 2 0.0226 0.0249 0.0350 0.0228 0.0277
#> 4 model1 irf ttr ttr 3 0.0189 0.0233 0.0643 0.0205 0.0267
#> 5 model1 irf ttr ttr 4 0.0148 0.0217 0.101 0.0186 0.0260
#> 6 model1 irf ttr ttr 5 0.0100 0.0202 0.147 0.0168 0.0251ggplot2::autoplot() produces a faceted fan chart — one
panel per variable-shock pair, with shaded credible bands:
ggplot2::autoplot(irf_tbl)
The gs shock column shows how a one-standard-deviation
increase in government spending affects ttr,
gs, and gdp over 20 quarters.
Cumulative dynamic multipliers
Cumulative dynamic multipliers (CDMs) integrate the impulse responses over the horizon, making them the natural quantity for fiscal multiplier analysis.
cdm_obj <- cdm(post, horizon = 20)
summary(cdm_obj)
#> # A tibble: 189 × 10
#> model object_type variable shock horizon mean median sd lower upper
#> <chr> <chr> <chr> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 model1 cdm ttr ttr 0 0.0291 0.0286 0.00666 0.0265 0.0308
#> 2 model1 cdm ttr ttr 1 0.0551 0.0553 0.00581 0.0514 0.0595
#> 3 model1 cdm ttr ttr 2 0.0778 0.0804 0.0404 0.0746 0.0872
#> 4 model1 cdm ttr ttr 3 0.0967 0.104 0.105 0.0957 0.113
#> 5 model1 cdm ttr ttr 4 0.111 0.125 0.206 0.115 0.138
#> 6 model1 cdm ttr ttr 5 0.121 0.145 0.352 0.132 0.163
#> 7 model1 cdm ttr ttr 6 0.126 0.165 0.555 0.146 0.187
#> 8 model1 cdm ttr ttr 7 0.124 0.183 0.828 0.160 0.211
#> 9 model1 cdm ttr ttr 8 0.115 0.199 1.19 0.173 0.235
#> 10 model1 cdm ttr ttr 9 0.0960 0.213 1.65 0.184 0.257
#> # ℹ 179 more rowsThe pre-rendered figure below, generated from the same posterior at a longer horizon, gives a cleaner view of the multiplier path:

The gdp row of the CDM table answers the
fiscal-multiplier question directly: by horizon 20, how much has
cumulative GDP responded to the gs spending shock?
Comparing model specifications
Different lag orders can shift the estimated multiplier meaningfully. The comparison helpers place two posteriors side by side in a single tidy table.
cmp_irf <- compare_irf(baseline = post, alternative = post_alt, horizon = 20)
head(cmp_irf)
#> # A tibble: 6 × 10
#> model object_type variable shock horizon mean median sd lower upper
#> <chr> <chr> <chr> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 baseli… irf ttr ttr 0 0.0291 0.0286 0.00666 0.0265 0.0308
#> 2 baseli… irf ttr ttr 1 0.0260 0.0268 0.0119 0.0248 0.0291
#> 3 baseli… irf ttr ttr 2 0.0226 0.0249 0.0350 0.0228 0.0277
#> 4 baseli… irf ttr ttr 3 0.0189 0.0233 0.0643 0.0205 0.0267
#> 5 baseli… irf ttr ttr 4 0.0148 0.0217 0.101 0.0186 0.0260
#> 6 baseli… irf ttr ttr 5 0.0100 0.0202 0.147 0.0168 0.0251The named arguments baseline and
alternative become the model column labels in
the output. ggplot2::autoplot() overlays both posterior
bands:

CDMs can be compared the same way:
cmp_cdm <- compare_cdm(baseline = post, alternative = post_alt, horizon = 20)
head(cmp_cdm)
#> # A tibble: 6 × 10
#> model object_type variable shock horizon mean median sd lower upper
#> <chr> <chr> <chr> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 baseli… cdm ttr ttr 0 0.0291 0.0286 0.00666 0.0265 0.0308
#> 2 baseli… cdm ttr ttr 1 0.0551 0.0553 0.00581 0.0514 0.0595
#> 3 baseli… cdm ttr ttr 2 0.0778 0.0804 0.0404 0.0746 0.0872
#> 4 baseli… cdm ttr ttr 3 0.0967 0.104 0.105 0.0957 0.113
#> 5 baseli… cdm ttr ttr 4 0.111 0.125 0.206 0.115 0.138
#> 6 baseli… cdm ttr ttr 5 0.121 0.145 0.352 0.132 0.163The p = 3 alternative typically shows a slower decay in
the gdp multiplier, reflecting richer lag dynamics.
Forecast error variance decomposition
FEVD measures which structural shocks account for most of the
forecast error variance in each variable. For fiscal analysis, the key
question is: what share of gdp volatility is explained by
the gs shock?
fevd_tbl <- tidy_fevd(post, horizon = 20)
head(fevd_tbl)
#> # A tibble: 6 × 10
#> model object_type variable shock horizon mean median sd lower upper
#> <chr> <chr> <chr> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 model1 fevd ttr ttr 0 100 100 0 100 100
#> 2 model1 fevd ttr ttr 1 99.3 99.5 2.05 98.8 99.9
#> 3 model1 fevd ttr ttr 2 98.1 98.4 2.01 96.1 99.7
#> 4 model1 fevd ttr ttr 3 96.2 96.7 2.83 92.1 99.4
#> 5 model1 fevd ttr ttr 4 93.6 94.4 4.81 86.9 98.9
#> 6 model1 fevd ttr ttr 5 90.5 91.6 7.02 80.9 98.3The share column sums to 100 within each
variable-horizon cell (FEVD values are on a 0-100 percentage scale).
Plot styling
bsvarPost ships three layered styling helpers. They all
accept any tidy output object and apply theme and color presets.
# Apply a publication theme to an existing autoplot
style_bsvar_plot(
ggplot2::autoplot(irf_tbl),
preset = "paper",
palette = c("#1b9e77", "#d95f02")
)
# Apply a family-aware template (adds axis labels, titles, etc.)
template_bsvar_plot(
ggplot2::autoplot(irf_tbl),
family = "irf",
preset = "paper"
)
# One-shot publication-ready export
publish_bsvar_plot(irf_tbl, preset = "paper")A pre-rendered representative-response showcase:

Historical decomposition plots
Historical decomposition is split into two complementary workflows:
- full-sample contribution paths with
tidy_hd(),plot_hd_stacked(),plot_hd_overlay(),plot_hd_total(), andplot_hd_lines(); - event-window summaries with
tidy_hd_event(),plot_hd_event(),plot_hd_event_share(),plot_hd_event_cumulative(), andplot_hd_event_distribution().
hd_tbl <- tidy_hd(post)
plot_hd_overlay(post, variables = "gdp", top_n = 3)
plot_hd_stacked(post, variables = "gdp", top_n = 3)
plot_hd_total(post, variables = "gdp", shocks = c("gs", "ttr"))
plot_hd_lines(post, variables = "gdp", top_n = 3)
hd_times <- unique(as.character(tidy_hd(post, draws = TRUE)$time))
plot_hd_event(post, start = hd_times[1], end = hd_times[2])
plot_hd_event_share(post, start = hd_times[1], end = hd_times[2], top_n = 3)
plot_hd_event_cumulative(post, start = hd_times[1], end = hd_times[2], top_n = 3)
plot_hd_event_distribution(post, start = hd_times[1], end = hd_times[2], top_n = 3)
shock_ranking(post, start = hd_times[1], end = hd_times[2], ranking = "absolute")Use plot_hd_overlay() first to compare the main
contribution paths within one variable over time:

Then use plot_hd_stacked() for the composition view. It
stacks the structural shock contributions over time, with
include_baseline = TRUE available when you want the
explicit non-shock reconstruction term as well.

plot_hd_total() then checks the same decomposition
against the observed path, while plot_hd_lines() provides
the detailed component-by-component inspection view when the combined
plots are too compressed.
Once the full-sample plots have identified a period worth
summarizing, move to the event-window helpers.
tidy_hd_event(), plot_hd_event(),
plot_hd_event_share(),
plot_hd_event_cumulative(),
plot_hd_event_distribution(), and
shock_ranking() summarize and rank the same HD information
over a selected window.
Reporting helpers
Most bsvarPost outputs are tidy data frames and render
directly to any table format. The preset = "compact"
argument selects a narrower publication column set.
| Model | Variable | Shock | Horizon | Mean | Median | Lower | Upper |
|---|---|---|---|---|---|---|---|
| model1 | ttr | ttr | 0 | 0.029 | 0.029 | 0.027 | 0.031 |
| model1 | ttr | ttr | 1 | 0.055 | 0.055 | 0.051 | 0.060 |
| model1 | ttr | ttr | 2 | 0.078 | 0.080 | 0.075 | 0.087 |
| model1 | ttr | ttr | 3 | 0.097 | 0.104 | 0.096 | 0.113 |
| model1 | ttr | ttr | 4 | 0.111 | 0.125 | 0.115 | 0.138 |
| model1 | ttr | ttr | 5 | 0.121 | 0.145 | 0.132 | 0.163 |
| model1 | ttr | ttr | 6 | 0.126 | 0.165 | 0.146 | 0.187 |
| model1 | ttr | ttr | 7 | 0.124 | 0.183 | 0.160 | 0.211 |
| model1 | ttr | ttr | 8 | 0.115 | 0.199 | 0.173 | 0.235 |
| model1 | ttr | ttr | 9 | 0.096 | 0.213 | 0.184 | 0.257 |
| model1 | ttr | ttr | 10 | 0.066 | 0.228 | 0.193 | 0.278 |
| model1 | ttr | ttr | 11 | 0.022 | 0.240 | 0.203 | 0.299 |
| model1 | ttr | ttr | 12 | -0.039 | 0.253 | 0.211 | 0.318 |
| model1 | ttr | ttr | 13 | -0.122 | 0.264 | 0.219 | 0.337 |
| model1 | ttr | ttr | 14 | -0.235 | 0.276 | 0.225 | 0.355 |
| model1 | ttr | ttr | 15 | -0.387 | 0.286 | 0.230 | 0.372 |
| model1 | ttr | ttr | 16 | -0.594 | 0.295 | 0.234 | 0.388 |
| model1 | ttr | ttr | 17 | -0.876 | 0.304 | 0.236 | 0.404 |
| model1 | ttr | ttr | 18 | -1.271 | 0.312 | 0.238 | 0.421 |
| model1 | ttr | ttr | 19 | -1.833 | 0.320 | 0.239 | 0.434 |
| model1 | ttr | ttr | 20 | -2.649 | 0.326 | 0.240 | 0.449 |
| model1 | ttr | gs | 0 | 0.000 | 0.000 | 0.000 | 0.000 |
| model1 | ttr | gs | 1 | 0.000 | 0.000 | -0.001 | 0.000 |
| model1 | ttr | gs | 2 | 0.001 | 0.000 | -0.002 | 0.001 |
| model1 | ttr | gs | 3 | 0.002 | 0.000 | -0.003 | 0.003 |
| model1 | ttr | gs | 4 | 0.004 | -0.001 | -0.005 | 0.004 |
| model1 | ttr | gs | 5 | 0.007 | -0.001 | -0.007 | 0.006 |
| model1 | ttr | gs | 6 | 0.011 | -0.001 | -0.010 | 0.008 |
| model1 | ttr | gs | 7 | 0.016 | -0.002 | -0.013 | 0.010 |
| model1 | ttr | gs | 8 | 0.023 | -0.003 | -0.016 | 0.012 |
| model1 | ttr | gs | 9 | 0.031 | -0.003 | -0.020 | 0.014 |
| model1 | ttr | gs | 10 | 0.041 | -0.004 | -0.023 | 0.016 |
| model1 | ttr | gs | 11 | 0.054 | -0.005 | -0.028 | 0.018 |
| model1 | ttr | gs | 12 | 0.069 | -0.006 | -0.032 | 0.020 |
| model1 | ttr | gs | 13 | 0.087 | -0.007 | -0.037 | 0.023 |
| model1 | ttr | gs | 14 | 0.106 | -0.008 | -0.041 | 0.026 |
| model1 | ttr | gs | 15 | 0.124 | -0.009 | -0.046 | 0.029 |
| model1 | ttr | gs | 16 | 0.139 | -0.010 | -0.051 | 0.031 |
| model1 | ttr | gs | 17 | 0.145 | -0.011 | -0.056 | 0.033 |
| model1 | ttr | gs | 18 | 0.130 | -0.013 | -0.061 | 0.035 |
| model1 | ttr | gs | 19 | 0.073 | -0.014 | -0.066 | 0.037 |
| model1 | ttr | gs | 20 | -0.058 | -0.016 | -0.071 | 0.039 |
| model1 | ttr | gdp | 0 | 0.000 | 0.000 | 0.000 | 0.000 |
| model1 | ttr | gdp | 1 | 0.000 | 0.001 | 0.000 | 0.001 |
| model1 | ttr | gdp | 2 | -0.002 | 0.003 | 0.001 | 0.004 |
| model1 | ttr | gdp | 3 | -0.004 | 0.005 | 0.002 | 0.008 |
| model1 | ttr | gdp | 4 | -0.008 | 0.009 | 0.004 | 0.014 |
| model1 | ttr | gdp | 5 | -0.015 | 0.013 | 0.006 | 0.020 |
| model1 | ttr | gdp | 6 | -0.024 | 0.018 | 0.008 | 0.027 |
| model1 | ttr | gdp | 7 | -0.037 | 0.024 | 0.011 | 0.036 |
| model1 | ttr | gdp | 8 | -0.054 | 0.030 | 0.014 | 0.045 |
| model1 | ttr | gdp | 9 | -0.075 | 0.036 | 0.017 | 0.054 |
| model1 | ttr | gdp | 10 | -0.101 | 0.044 | 0.021 | 0.065 |
| model1 | ttr | gdp | 11 | -0.131 | 0.052 | 0.025 | 0.076 |
| model1 | ttr | gdp | 12 | -0.162 | 0.060 | 0.029 | 0.087 |
| model1 | ttr | gdp | 13 | -0.190 | 0.069 | 0.034 | 0.100 |
| model1 | ttr | gdp | 14 | -0.206 | 0.078 | 0.039 | 0.113 |
| model1 | ttr | gdp | 15 | -0.191 | 0.088 | 0.044 | 0.126 |
| model1 | ttr | gdp | 16 | -0.116 | 0.098 | 0.050 | 0.140 |
| model1 | ttr | gdp | 17 | 0.074 | 0.108 | 0.056 | 0.153 |
| model1 | ttr | gdp | 18 | 0.472 | 0.119 | 0.062 | 0.167 |
| model1 | ttr | gdp | 19 | 1.237 | 0.130 | 0.069 | 0.182 |
| model1 | ttr | gdp | 20 | 2.640 | 0.142 | 0.076 | 0.196 |
| model1 | gs | ttr | 0 | 0.000 | 0.000 | -0.002 | 0.003 |
| model1 | gs | ttr | 1 | -0.002 | -0.001 | -0.005 | 0.005 |
| model1 | gs | ttr | 2 | -0.007 | -0.002 | -0.009 | 0.006 |
| model1 | gs | ttr | 3 | -0.015 | -0.004 | -0.014 | 0.007 |
| model1 | gs | ttr | 4 | -0.026 | -0.006 | -0.019 | 0.008 |
| model1 | gs | ttr | 5 | -0.041 | -0.008 | -0.026 | 0.010 |
| model1 | gs | ttr | 6 | -0.061 | -0.011 | -0.032 | 0.010 |
| model1 | gs | ttr | 7 | -0.087 | -0.014 | -0.038 | 0.011 |
| model1 | gs | ttr | 8 | -0.119 | -0.018 | -0.046 | 0.012 |
| model1 | gs | ttr | 9 | -0.160 | -0.021 | -0.054 | 0.012 |
| model1 | gs | ttr | 10 | -0.211 | -0.025 | -0.063 | 0.013 |
| model1 | gs | ttr | 11 | -0.274 | -0.030 | -0.072 | 0.013 |
| model1 | gs | ttr | 12 | -0.352 | -0.034 | -0.082 | 0.014 |
| model1 | gs | ttr | 13 | -0.446 | -0.038 | -0.092 | 0.015 |
| model1 | gs | ttr | 14 | -0.560 | -0.043 | -0.103 | 0.015 |
| model1 | gs | ttr | 15 | -0.696 | -0.047 | -0.113 | 0.016 |
| model1 | gs | ttr | 16 | -0.859 | -0.052 | -0.124 | 0.017 |
| model1 | gs | ttr | 17 | -1.051 | -0.057 | -0.134 | 0.019 |
| model1 | gs | ttr | 18 | -1.272 | -0.062 | -0.143 | 0.019 |
| model1 | gs | ttr | 19 | -1.523 | -0.066 | -0.152 | 0.019 |
| model1 | gs | ttr | 20 | -1.796 | -0.070 | -0.163 | 0.019 |
| model1 | gs | gs | 0 | 0.026 | 0.025 | 0.024 | 0.027 |
| model1 | gs | gs | 1 | 0.051 | 0.050 | 0.046 | 0.054 |
| model1 | gs | gs | 2 | 0.075 | 0.073 | 0.068 | 0.079 |
| model1 | gs | gs | 3 | 0.099 | 0.095 | 0.088 | 0.102 |
| model1 | gs | gs | 4 | 0.123 | 0.116 | 0.107 | 0.125 |
| model1 | gs | gs | 5 | 0.147 | 0.136 | 0.126 | 0.147 |
| model1 | gs | gs | 6 | 0.171 | 0.155 | 0.143 | 0.168 |
| model1 | gs | gs | 7 | 0.196 | 0.173 | 0.159 | 0.190 |
| model1 | gs | gs | 8 | 0.223 | 0.190 | 0.173 | 0.209 |
| model1 | gs | gs | 9 | 0.251 | 0.207 | 0.188 | 0.229 |
| model1 | gs | gs | 10 | 0.281 | 0.223 | 0.201 | 0.248 |
| model1 | gs | gs | 11 | 0.315 | 0.237 | 0.214 | 0.267 |
| model1 | gs | gs | 12 | 0.352 | 0.251 | 0.226 | 0.285 |
| model1 | gs | gs | 13 | 0.395 | 0.264 | 0.238 | 0.302 |
| model1 | gs | gs | 14 | 0.445 | 0.276 | 0.249 | 0.318 |
| model1 | gs | gs | 15 | 0.503 | 0.288 | 0.259 | 0.335 |
| model1 | gs | gs | 16 | 0.573 | 0.300 | 0.267 | 0.351 |
| model1 | gs | gs | 17 | 0.658 | 0.311 | 0.276 | 0.366 |
| model1 | gs | gs | 18 | 0.763 | 0.321 | 0.284 | 0.381 |
| model1 | gs | gs | 19 | 0.897 | 0.332 | 0.291 | 0.396 |
| model1 | gs | gs | 20 | 1.071 | 0.341 | 0.297 | 0.410 |
| model1 | gs | gdp | 0 | 0.000 | 0.000 | 0.000 | 0.000 |
| model1 | gs | gdp | 1 | -0.002 | 0.000 | 0.000 | 0.001 |
| model1 | gs | gdp | 2 | -0.005 | 0.001 | 0.000 | 0.002 |
| model1 | gs | gdp | 3 | -0.011 | 0.002 | 0.000 | 0.004 |
| model1 | gs | gdp | 4 | -0.020 | 0.004 | -0.001 | 0.007 |
| model1 | gs | gdp | 5 | -0.032 | 0.005 | -0.001 | 0.010 |
| model1 | gs | gdp | 6 | -0.049 | 0.007 | -0.001 | 0.014 |
| model1 | gs | gdp | 7 | -0.071 | 0.009 | -0.001 | 0.018 |
| model1 | gs | gdp | 8 | -0.100 | 0.011 | -0.002 | 0.023 |
| model1 | gs | gdp | 9 | -0.138 | 0.014 | -0.002 | 0.028 |
| model1 | gs | gdp | 10 | -0.187 | 0.017 | -0.003 | 0.033 |
| model1 | gs | gdp | 11 | -0.250 | 0.019 | -0.003 | 0.038 |
| model1 | gs | gdp | 12 | -0.330 | 0.022 | -0.003 | 0.044 |
| model1 | gs | gdp | 13 | -0.432 | 0.025 | -0.004 | 0.050 |
| model1 | gs | gdp | 14 | -0.562 | 0.028 | -0.005 | 0.056 |
| model1 | gs | gdp | 15 | -0.731 | 0.031 | -0.005 | 0.062 |
| model1 | gs | gdp | 16 | -0.951 | 0.034 | -0.006 | 0.068 |
| model1 | gs | gdp | 17 | -1.242 | 0.038 | -0.006 | 0.074 |
| model1 | gs | gdp | 18 | -1.635 | 0.041 | -0.007 | 0.081 |
| model1 | gs | gdp | 19 | -2.175 | 0.044 | -0.007 | 0.088 |
| model1 | gs | gdp | 20 | -2.936 | 0.047 | -0.008 | 0.095 |
| model1 | gdp | ttr | 0 | 0.006 | 0.004 | 0.003 | 0.005 |
| model1 | gdp | ttr | 1 | 0.012 | 0.008 | 0.006 | 0.010 |
| model1 | gdp | ttr | 2 | 0.016 | 0.011 | 0.008 | 0.014 |
| model1 | gdp | ttr | 3 | 0.019 | 0.015 | 0.009 | 0.019 |
| model1 | gdp | ttr | 4 | 0.021 | 0.017 | 0.010 | 0.023 |
| model1 | gdp | ttr | 5 | 0.020 | 0.020 | 0.011 | 0.027 |
| model1 | gdp | ttr | 6 | 0.017 | 0.022 | 0.012 | 0.031 |
| model1 | gdp | ttr | 7 | 0.011 | 0.024 | 0.012 | 0.035 |
| model1 | gdp | ttr | 8 | 0.000 | 0.025 | 0.011 | 0.039 |
| model1 | gdp | ttr | 9 | -0.018 | 0.027 | 0.011 | 0.042 |
| model1 | gdp | ttr | 10 | -0.046 | 0.028 | 0.010 | 0.046 |
| model1 | gdp | ttr | 11 | -0.089 | 0.029 | 0.009 | 0.050 |
| model1 | gdp | ttr | 12 | -0.156 | 0.030 | 0.008 | 0.054 |
| model1 | gdp | ttr | 13 | -0.259 | 0.031 | 0.006 | 0.057 |
| model1 | gdp | ttr | 14 | -0.422 | 0.031 | 0.002 | 0.061 |
| model1 | gdp | ttr | 15 | -0.679 | 0.032 | -0.001 | 0.065 |
| model1 | gdp | ttr | 16 | -1.091 | 0.032 | -0.004 | 0.068 |
| model1 | gdp | ttr | 17 | -1.756 | 0.033 | -0.007 | 0.072 |
| model1 | gdp | ttr | 18 | -2.839 | 0.033 | -0.013 | 0.075 |
| model1 | gdp | ttr | 19 | -4.612 | 0.034 | -0.018 | 0.079 |
| model1 | gdp | ttr | 20 | -7.531 | 0.034 | -0.022 | 0.083 |
| model1 | gdp | gs | 0 | 0.000 | 0.000 | -0.001 | 0.001 |
| model1 | gdp | gs | 1 | -0.001 | 0.000 | -0.002 | 0.002 |
| model1 | gdp | gs | 2 | -0.002 | -0.001 | -0.004 | 0.002 |
| model1 | gdp | gs | 3 | -0.003 | -0.001 | -0.006 | 0.003 |
| model1 | gdp | gs | 4 | -0.003 | -0.002 | -0.008 | 0.003 |
| model1 | gdp | gs | 5 | -0.004 | -0.003 | -0.010 | 0.004 |
| model1 | gdp | gs | 6 | -0.005 | -0.004 | -0.012 | 0.004 |
| model1 | gdp | gs | 7 | -0.007 | -0.005 | -0.014 | 0.005 |
| model1 | gdp | gs | 8 | -0.008 | -0.006 | -0.017 | 0.005 |
| model1 | gdp | gs | 9 | -0.011 | -0.007 | -0.020 | 0.005 |
| model1 | gdp | gs | 10 | -0.017 | -0.009 | -0.023 | 0.005 |
| model1 | gdp | gs | 11 | -0.026 | -0.010 | -0.027 | 0.005 |
| model1 | gdp | gs | 12 | -0.043 | -0.012 | -0.031 | 0.005 |
| model1 | gdp | gs | 13 | -0.073 | -0.014 | -0.035 | 0.006 |
| model1 | gdp | gs | 14 | -0.125 | -0.016 | -0.040 | 0.006 |
| model1 | gdp | gs | 15 | -0.215 | -0.017 | -0.044 | 0.006 |
| model1 | gdp | gs | 16 | -0.370 | -0.019 | -0.050 | 0.006 |
| model1 | gdp | gs | 17 | -0.636 | -0.021 | -0.054 | 0.006 |
| model1 | gdp | gs | 18 | -1.089 | -0.024 | -0.059 | 0.006 |
| model1 | gdp | gs | 19 | -1.855 | -0.026 | -0.064 | 0.006 |
| model1 | gdp | gs | 20 | -3.150 | -0.028 | -0.070 | 0.006 |
| model1 | gdp | gdp | 0 | 0.013 | 0.010 | 0.010 | 0.011 |
| model1 | gdp | gdp | 1 | 0.025 | 0.021 | 0.019 | 0.022 |
| model1 | gdp | gdp | 2 | 0.037 | 0.032 | 0.029 | 0.034 |
| model1 | gdp | gdp | 3 | 0.049 | 0.042 | 0.040 | 0.046 |
| model1 | gdp | gdp | 4 | 0.062 | 0.054 | 0.050 | 0.058 |
| model1 | gdp | gdp | 5 | 0.075 | 0.065 | 0.060 | 0.070 |
| model1 | gdp | gdp | 6 | 0.090 | 0.076 | 0.069 | 0.082 |
| model1 | gdp | gdp | 7 | 0.109 | 0.087 | 0.080 | 0.095 |
| model1 | gdp | gdp | 8 | 0.133 | 0.099 | 0.089 | 0.108 |
| model1 | gdp | gdp | 9 | 0.169 | 0.111 | 0.099 | 0.121 |
| model1 | gdp | gdp | 10 | 0.225 | 0.122 | 0.109 | 0.135 |
| model1 | gdp | gdp | 11 | 0.317 | 0.134 | 0.118 | 0.148 |
| model1 | gdp | gdp | 12 | 0.468 | 0.146 | 0.128 | 0.162 |
| model1 | gdp | gdp | 13 | 0.724 | 0.158 | 0.138 | 0.176 |
| model1 | gdp | gdp | 14 | 1.155 | 0.170 | 0.149 | 0.190 |
| model1 | gdp | gdp | 15 | 1.884 | 0.182 | 0.158 | 0.204 |
| model1 | gdp | gdp | 16 | 3.115 | 0.195 | 0.168 | 0.218 |
| model1 | gdp | gdp | 17 | 5.191 | 0.207 | 0.178 | 0.233 |
| model1 | gdp | gdp | 18 | 8.686 | 0.220 | 0.188 | 0.247 |
| model1 | gdp | gdp | 19 | 14.563 | 0.232 | 0.197 | 0.262 |
| model1 | gdp | gdp | 20 | 24.433 | 0.244 | 0.207 | 0.276 |
write_bsvar_csv(cmp_irf, tempfile(fileext = ".csv"), preset = "compact")
as_gt(cmp_irf, caption = "Impulse-response comparison", digits = 3,
preset = "compact")| Impulse-response comparison | |||||||
| Model | Variable | Shock | Horizon | Mean | Median | Lower | Upper |
|---|---|---|---|---|---|---|---|
| baseline | ttr | ttr | 0 | 0.029 | 0.029 | 0.027 | 0.031 |
| baseline | ttr | ttr | 1 | 0.026 | 0.027 | 0.025 | 0.029 |
| baseline | ttr | ttr | 2 | 0.023 | 0.025 | 0.023 | 0.028 |
| baseline | ttr | ttr | 3 | 0.019 | 0.023 | 0.020 | 0.027 |
| baseline | ttr | ttr | 4 | 0.015 | 0.022 | 0.019 | 0.026 |
| baseline | ttr | ttr | 5 | 0.010 | 0.020 | 0.017 | 0.025 |
| baseline | ttr | ttr | 6 | 0.005 | 0.019 | 0.015 | 0.024 |
| baseline | ttr | ttr | 7 | -0.002 | 0.018 | 0.014 | 0.023 |
| baseline | ttr | ttr | 8 | -0.009 | 0.016 | 0.012 | 0.023 |
| baseline | ttr | ttr | 9 | -0.019 | 0.015 | 0.011 | 0.022 |
| baseline | ttr | ttr | 10 | -0.030 | 0.014 | 0.009 | 0.021 |
| baseline | ttr | ttr | 11 | -0.044 | 0.013 | 0.008 | 0.020 |
| baseline | ttr | ttr | 12 | -0.061 | 0.013 | 0.007 | 0.020 |
| baseline | ttr | ttr | 13 | -0.084 | 0.012 | 0.006 | 0.019 |
| baseline | ttr | ttr | 14 | -0.113 | 0.011 | 0.005 | 0.018 |
| baseline | ttr | ttr | 15 | -0.152 | 0.010 | 0.004 | 0.018 |
| baseline | ttr | ttr | 16 | -0.206 | 0.009 | 0.004 | 0.017 |
| baseline | ttr | ttr | 17 | -0.283 | 0.009 | 0.003 | 0.016 |
| baseline | ttr | ttr | 18 | -0.395 | 0.008 | 0.003 | 0.015 |
| baseline | ttr | ttr | 19 | -0.561 | 0.007 | 0.002 | 0.015 |
| baseline | ttr | ttr | 20 | -0.817 | 0.007 | 0.002 | 0.014 |
| baseline | ttr | gs | 0 | 0.000 | 0.000 | 0.000 | 0.000 |
| baseline | ttr | gs | 1 | 0.000 | 0.000 | -0.001 | 0.000 |
| baseline | ttr | gs | 2 | 0.001 | 0.000 | -0.001 | 0.001 |
| baseline | ttr | gs | 3 | 0.001 | 0.000 | -0.001 | 0.001 |
| baseline | ttr | gs | 4 | 0.002 | 0.000 | -0.002 | 0.001 |
| baseline | ttr | gs | 5 | 0.003 | 0.000 | -0.002 | 0.002 |
| baseline | ttr | gs | 6 | 0.004 | 0.000 | -0.003 | 0.002 |
| baseline | ttr | gs | 7 | 0.005 | -0.001 | -0.003 | 0.002 |
| baseline | ttr | gs | 8 | 0.007 | -0.001 | -0.003 | 0.002 |
| baseline | ttr | gs | 9 | 0.008 | -0.001 | -0.004 | 0.002 |
| baseline | ttr | gs | 10 | 0.010 | -0.001 | -0.004 | 0.002 |
| baseline | ttr | gs | 11 | 0.013 | -0.001 | -0.004 | 0.002 |
| baseline | ttr | gs | 12 | 0.015 | -0.001 | -0.004 | 0.002 |
| baseline | ttr | gs | 13 | 0.017 | -0.001 | -0.004 | 0.002 |
| baseline | ttr | gs | 14 | 0.019 | -0.001 | -0.005 | 0.002 |
| baseline | ttr | gs | 15 | 0.019 | -0.001 | -0.005 | 0.002 |
| baseline | ttr | gs | 16 | 0.015 | -0.001 | -0.005 | 0.002 |
| baseline | ttr | gs | 17 | 0.006 | -0.001 | -0.005 | 0.002 |
| baseline | ttr | gs | 18 | -0.015 | -0.001 | -0.005 | 0.002 |
| baseline | ttr | gs | 19 | -0.056 | -0.002 | -0.005 | 0.002 |
| baseline | ttr | gs | 20 | -0.131 | -0.002 | -0.006 | 0.002 |
| baseline | ttr | gdp | 0 | 0.000 | 0.000 | 0.000 | 0.000 |
| baseline | ttr | gdp | 1 | 0.000 | 0.001 | 0.000 | 0.001 |
| baseline | ttr | gdp | 2 | -0.001 | 0.002 | 0.001 | 0.003 |
| baseline | ttr | gdp | 3 | -0.002 | 0.003 | 0.001 | 0.004 |
| baseline | ttr | gdp | 4 | -0.004 | 0.003 | 0.002 | 0.005 |
| baseline | ttr | gdp | 5 | -0.006 | 0.004 | 0.002 | 0.006 |
| baseline | ttr | gdp | 6 | -0.009 | 0.005 | 0.002 | 0.007 |
| baseline | ttr | gdp | 7 | -0.013 | 0.006 | 0.003 | 0.008 |
| baseline | ttr | gdp | 8 | -0.017 | 0.006 | 0.003 | 0.009 |
| baseline | ttr | gdp | 9 | -0.021 | 0.007 | 0.003 | 0.010 |
| baseline | ttr | gdp | 10 | -0.026 | 0.007 | 0.004 | 0.010 |
| baseline | ttr | gdp | 11 | -0.030 | 0.008 | 0.004 | 0.011 |
| baseline | ttr | gdp | 12 | -0.031 | 0.008 | 0.004 | 0.012 |
| baseline | ttr | gdp | 13 | -0.028 | 0.009 | 0.005 | 0.012 |
| baseline | ttr | gdp | 14 | -0.015 | 0.009 | 0.005 | 0.013 |
| baseline | ttr | gdp | 15 | 0.014 | 0.010 | 0.005 | 0.013 |
| baseline | ttr | gdp | 16 | 0.075 | 0.010 | 0.006 | 0.013 |
| baseline | ttr | gdp | 17 | 0.190 | 0.010 | 0.006 | 0.014 |
| baseline | ttr | gdp | 18 | 0.398 | 0.011 | 0.006 | 0.014 |
| baseline | ttr | gdp | 19 | 0.765 | 0.011 | 0.007 | 0.014 |
| baseline | ttr | gdp | 20 | 1.403 | 0.011 | 0.007 | 0.014 |
| baseline | gs | ttr | 0 | 0.000 | 0.000 | -0.002 | 0.003 |
| baseline | gs | ttr | 1 | -0.002 | -0.001 | -0.003 | 0.002 |
| baseline | gs | ttr | 2 | -0.005 | -0.001 | -0.004 | 0.002 |
| baseline | gs | ttr | 3 | -0.008 | -0.002 | -0.005 | 0.001 |
| baseline | gs | ttr | 4 | -0.011 | -0.002 | -0.005 | 0.001 |
| baseline | gs | ttr | 5 | -0.015 | -0.003 | -0.006 | 0.001 |
| baseline | gs | ttr | 6 | -0.020 | -0.003 | -0.007 | 0.001 |
| baseline | gs | ttr | 7 | -0.026 | -0.003 | -0.008 | 0.001 |
| baseline | gs | ttr | 8 | -0.033 | -0.004 | -0.008 | 0.001 |
| baseline | gs | ttr | 9 | -0.041 | -0.004 | -0.009 | 0.001 |
| baseline | gs | ttr | 10 | -0.051 | -0.004 | -0.009 | 0.001 |
| baseline | gs | ttr | 11 | -0.063 | -0.004 | -0.009 | 0.001 |
| baseline | gs | ttr | 12 | -0.077 | -0.004 | -0.010 | 0.001 |
| baseline | gs | ttr | 13 | -0.094 | -0.004 | -0.010 | 0.001 |
| baseline | gs | ttr | 14 | -0.114 | -0.004 | -0.010 | 0.001 |
| baseline | gs | ttr | 15 | -0.137 | -0.004 | -0.010 | 0.001 |
| baseline | gs | ttr | 16 | -0.163 | -0.005 | -0.010 | 0.001 |
| baseline | gs | ttr | 17 | -0.192 | -0.005 | -0.011 | 0.001 |
| baseline | gs | ttr | 18 | -0.222 | -0.005 | -0.011 | 0.001 |
| baseline | gs | ttr | 19 | -0.251 | -0.005 | -0.011 | 0.001 |
| baseline | gs | ttr | 20 | -0.273 | -0.005 | -0.011 | 0.001 |
| baseline | gs | gs | 0 | 0.026 | 0.025 | 0.024 | 0.027 |
| baseline | gs | gs | 1 | 0.025 | 0.024 | 0.023 | 0.026 |
| baseline | gs | gs | 2 | 0.024 | 0.023 | 0.021 | 0.025 |
| baseline | gs | gs | 3 | 0.024 | 0.022 | 0.020 | 0.024 |
| baseline | gs | gs | 4 | 0.024 | 0.021 | 0.019 | 0.023 |
| baseline | gs | gs | 5 | 0.024 | 0.020 | 0.018 | 0.022 |
| baseline | gs | gs | 6 | 0.024 | 0.019 | 0.017 | 0.022 |
| baseline | gs | gs | 7 | 0.025 | 0.018 | 0.016 | 0.021 |
| baseline | gs | gs | 8 | 0.026 | 0.017 | 0.015 | 0.020 |
| baseline | gs | gs | 9 | 0.028 | 0.016 | 0.014 | 0.020 |
| baseline | gs | gs | 10 | 0.030 | 0.016 | 0.013 | 0.019 |
| baseline | gs | gs | 11 | 0.034 | 0.015 | 0.012 | 0.019 |
| baseline | gs | gs | 12 | 0.038 | 0.014 | 0.011 | 0.018 |
| baseline | gs | gs | 13 | 0.043 | 0.014 | 0.011 | 0.018 |
| baseline | gs | gs | 14 | 0.050 | 0.013 | 0.010 | 0.017 |
| baseline | gs | gs | 15 | 0.058 | 0.012 | 0.009 | 0.017 |
| baseline | gs | gs | 16 | 0.070 | 0.012 | 0.009 | 0.016 |
| baseline | gs | gs | 17 | 0.085 | 0.011 | 0.008 | 0.016 |
| baseline | gs | gs | 18 | 0.105 | 0.011 | 0.008 | 0.015 |
| baseline | gs | gs | 19 | 0.134 | 0.010 | 0.007 | 0.015 |
| baseline | gs | gs | 20 | 0.174 | 0.009 | 0.006 | 0.014 |
| baseline | gs | gdp | 0 | 0.000 | 0.000 | 0.000 | 0.000 |
| baseline | gs | gdp | 1 | -0.002 | 0.000 | 0.000 | 0.001 |
| baseline | gs | gdp | 2 | -0.004 | 0.001 | 0.000 | 0.002 |
| baseline | gs | gdp | 3 | -0.006 | 0.001 | 0.000 | 0.002 |
| baseline | gs | gdp | 4 | -0.009 | 0.001 | 0.000 | 0.003 |
| baseline | gs | gdp | 5 | -0.012 | 0.002 | 0.000 | 0.003 |
| baseline | gs | gdp | 6 | -0.017 | 0.002 | 0.000 | 0.004 |
| baseline | gs | gdp | 7 | -0.022 | 0.002 | 0.000 | 0.004 |
| baseline | gs | gdp | 8 | -0.029 | 0.002 | 0.000 | 0.005 |
| baseline | gs | gdp | 9 | -0.038 | 0.002 | 0.000 | 0.005 |
| baseline | gs | gdp | 10 | -0.049 | 0.003 | 0.000 | 0.005 |
| baseline | gs | gdp | 11 | -0.063 | 0.003 | 0.000 | 0.005 |
| baseline | gs | gdp | 12 | -0.080 | 0.003 | 0.000 | 0.006 |
| baseline | gs | gdp | 13 | -0.102 | 0.003 | 0.000 | 0.006 |
| baseline | gs | gdp | 14 | -0.131 | 0.003 | 0.000 | 0.006 |
| baseline | gs | gdp | 15 | -0.169 | 0.003 | 0.000 | 0.006 |
| baseline | gs | gdp | 16 | -0.220 | 0.003 | 0.000 | 0.006 |
| baseline | gs | gdp | 17 | -0.291 | 0.003 | 0.000 | 0.007 |
| baseline | gs | gdp | 18 | -0.392 | 0.003 | 0.000 | 0.007 |
| baseline | gs | gdp | 19 | -0.540 | 0.003 | 0.000 | 0.007 |
| baseline | gs | gdp | 20 | -0.762 | 0.003 | 0.000 | 0.007 |
| baseline | gdp | ttr | 0 | 0.006 | 0.004 | 0.003 | 0.005 |
| baseline | gdp | ttr | 1 | 0.005 | 0.004 | 0.003 | 0.005 |
| baseline | gdp | ttr | 2 | 0.004 | 0.003 | 0.002 | 0.005 |
| baseline | gdp | ttr | 3 | 0.003 | 0.003 | 0.002 | 0.004 |
| baseline | gdp | ttr | 4 | 0.002 | 0.003 | 0.001 | 0.004 |
| baseline | gdp | ttr | 5 | 0.000 | 0.002 | 0.001 | 0.004 |
| baseline | gdp | ttr | 6 | -0.003 | 0.002 | 0.000 | 0.004 |
| baseline | gdp | ttr | 7 | -0.006 | 0.002 | 0.000 | 0.004 |
| baseline | gdp | ttr | 8 | -0.011 | 0.002 | -0.001 | 0.004 |
| baseline | gdp | ttr | 9 | -0.018 | 0.001 | -0.001 | 0.004 |
| baseline | gdp | ttr | 10 | -0.028 | 0.001 | -0.001 | 0.004 |
| baseline | gdp | ttr | 11 | -0.043 | 0.001 | -0.002 | 0.004 |
| baseline | gdp | ttr | 12 | -0.067 | 0.001 | -0.002 | 0.004 |
| baseline | gdp | ttr | 13 | -0.104 | 0.001 | -0.002 | 0.004 |
| baseline | gdp | ttr | 14 | -0.163 | 0.001 | -0.003 | 0.004 |
| baseline | gdp | ttr | 15 | -0.257 | 0.000 | -0.003 | 0.004 |
| baseline | gdp | ttr | 16 | -0.412 | 0.000 | -0.004 | 0.004 |
| baseline | gdp | ttr | 17 | -0.665 | 0.000 | -0.004 | 0.004 |
| baseline | gdp | ttr | 18 | -1.083 | 0.000 | -0.004 | 0.004 |
| baseline | gdp | ttr | 19 | -1.773 | 0.000 | -0.004 | 0.004 |
| baseline | gdp | ttr | 20 | -2.919 | 0.000 | -0.005 | 0.004 |
| baseline | gdp | gs | 0 | 0.000 | 0.000 | -0.001 | 0.001 |
| baseline | gdp | gs | 1 | -0.001 | 0.000 | -0.001 | 0.001 |
| baseline | gdp | gs | 2 | -0.001 | 0.000 | -0.002 | 0.001 |
| baseline | gdp | gs | 3 | -0.001 | -0.001 | -0.002 | 0.001 |
| baseline | gdp | gs | 4 | -0.001 | -0.001 | -0.002 | 0.001 |
| baseline | gdp | gs | 5 | -0.001 | -0.001 | -0.002 | 0.000 |
| baseline | gdp | gs | 6 | -0.001 | -0.001 | -0.002 | 0.000 |
| baseline | gdp | gs | 7 | -0.001 | -0.001 | -0.003 | 0.000 |
| baseline | gdp | gs | 8 | -0.002 | -0.001 | -0.003 | 0.000 |
| baseline | gdp | gs | 9 | -0.003 | -0.001 | -0.003 | 0.000 |
| baseline | gdp | gs | 10 | -0.005 | -0.001 | -0.003 | 0.000 |
| baseline | gdp | gs | 11 | -0.009 | -0.001 | -0.004 | 0.000 |
| baseline | gdp | gs | 12 | -0.017 | -0.002 | -0.004 | 0.000 |
| baseline | gdp | gs | 13 | -0.030 | -0.002 | -0.004 | 0.000 |
| baseline | gdp | gs | 14 | -0.052 | -0.002 | -0.004 | 0.000 |
| baseline | gdp | gs | 15 | -0.090 | -0.002 | -0.005 | 0.000 |
| baseline | gdp | gs | 16 | -0.155 | -0.002 | -0.005 | 0.000 |
| baseline | gdp | gs | 17 | -0.266 | -0.002 | -0.005 | 0.000 |
| baseline | gdp | gs | 18 | -0.453 | -0.002 | -0.005 | 0.000 |
| baseline | gdp | gs | 19 | -0.767 | -0.002 | -0.005 | 0.000 |
| baseline | gdp | gs | 20 | -1.295 | -0.002 | -0.006 | 0.000 |
| baseline | gdp | gdp | 0 | 0.013 | 0.010 | 0.010 | 0.011 |
| baseline | gdp | gdp | 1 | 0.012 | 0.011 | 0.010 | 0.011 |
| baseline | gdp | gdp | 2 | 0.012 | 0.011 | 0.010 | 0.012 |
| baseline | gdp | gdp | 3 | 0.012 | 0.011 | 0.010 | 0.012 |
| baseline | gdp | gdp | 4 | 0.013 | 0.011 | 0.010 | 0.012 |
| baseline | gdp | gdp | 5 | 0.013 | 0.011 | 0.010 | 0.012 |
| baseline | gdp | gdp | 6 | 0.015 | 0.011 | 0.010 | 0.013 |
| baseline | gdp | gdp | 7 | 0.018 | 0.011 | 0.010 | 0.013 |
| baseline | gdp | gdp | 8 | 0.025 | 0.012 | 0.010 | 0.013 |
| baseline | gdp | gdp | 9 | 0.036 | 0.012 | 0.010 | 0.013 |
| baseline | gdp | gdp | 10 | 0.056 | 0.012 | 0.010 | 0.013 |
| baseline | gdp | gdp | 11 | 0.091 | 0.012 | 0.010 | 0.014 |
| baseline | gdp | gdp | 12 | 0.152 | 0.012 | 0.010 | 0.014 |
| baseline | gdp | gdp | 13 | 0.255 | 0.012 | 0.010 | 0.014 |
| baseline | gdp | gdp | 14 | 0.431 | 0.012 | 0.010 | 0.014 |
| baseline | gdp | gdp | 15 | 0.729 | 0.012 | 0.010 | 0.014 |
| baseline | gdp | gdp | 16 | 1.231 | 0.012 | 0.010 | 0.015 |
| baseline | gdp | gdp | 17 | 2.076 | 0.012 | 0.010 | 0.015 |
| baseline | gdp | gdp | 18 | 3.495 | 0.012 | 0.010 | 0.015 |
| baseline | gdp | gdp | 19 | 5.877 | 0.012 | 0.010 | 0.015 |
| baseline | gdp | gdp | 20 | 9.870 | 0.012 | 0.010 | 0.015 |
| alternative | ttr | ttr | 0 | 0.027 | 0.027 | 0.025 | 0.029 |
| alternative | ttr | ttr | 1 | 0.027 | 0.026 | 0.023 | 0.029 |
| alternative | ttr | ttr | 2 | 0.030 | 0.029 | 0.026 | 0.033 |
| alternative | ttr | ttr | 3 | 0.029 | 0.027 | 0.023 | 0.031 |
| alternative | ttr | ttr | 4 | 0.030 | 0.025 | 0.021 | 0.030 |
| alternative | ttr | ttr | 5 | 0.037 | 0.023 | 0.019 | 0.029 |
| alternative | ttr | ttr | 6 | 0.057 | 0.022 | 0.017 | 0.027 |
| alternative | ttr | ttr | 7 | 0.117 | 0.020 | 0.015 | 0.025 |
| alternative | ttr | ttr | 8 | 0.278 | 0.018 | 0.012 | 0.024 |
| alternative | ttr | ttr | 9 | 0.716 | 0.017 | 0.010 | 0.023 |
| alternative | ttr | ttr | 10 | 1.895 | 0.015 | 0.008 | 0.022 |
| alternative | ttr | ttr | 11 | 5.067 | 0.014 | 0.006 | 0.020 |
| alternative | ttr | ttr | 12 | 13.596 | 0.013 | 0.005 | 0.020 |
| alternative | ttr | ttr | 13 | 36.520 | 0.012 | 0.004 | 0.019 |
| alternative | ttr | ttr | 14 | 98.139 | 0.011 | 0.003 | 0.018 |
| alternative | ttr | ttr | 15 | 263.757 | 0.010 | 0.002 | 0.017 |
| alternative | ttr | ttr | 16 | 708.908 | 0.009 | 0.002 | 0.017 |
| alternative | ttr | ttr | 17 | 1905.385 | 0.009 | 0.001 | 0.016 |
| alternative | ttr | ttr | 18 | 5121.269 | 0.008 | 0.000 | 0.015 |
| alternative | ttr | ttr | 19 | 13764.908 | 0.007 | 0.000 | 0.015 |
| alternative | ttr | ttr | 20 | 36997.240 | 0.007 | -0.001 | 0.014 |
| alternative | ttr | gs | 0 | 0.000 | 0.000 | 0.000 | 0.000 |
| alternative | ttr | gs | 1 | -0.001 | 0.000 | -0.002 | 0.002 |
| alternative | ttr | gs | 2 | -0.002 | -0.001 | -0.005 | 0.002 |
| alternative | ttr | gs | 3 | -0.005 | -0.002 | -0.006 | 0.002 |
| alternative | ttr | gs | 4 | -0.010 | -0.003 | -0.008 | 0.002 |
| alternative | ttr | gs | 5 | -0.022 | -0.003 | -0.009 | 0.002 |
| alternative | ttr | gs | 6 | -0.055 | -0.004 | -0.010 | 0.002 |
| alternative | ttr | gs | 7 | -0.142 | -0.004 | -0.010 | 0.001 |
| alternative | ttr | gs | 8 | -0.375 | -0.004 | -0.011 | 0.001 |
| alternative | ttr | gs | 9 | -1.002 | -0.004 | -0.011 | 0.001 |
| alternative | ttr | gs | 10 | -2.686 | -0.004 | -0.011 | 0.001 |
| alternative | ttr | gs | 11 | -7.213 | -0.005 | -0.011 | 0.001 |
| alternative | ttr | gs | 12 | -19.380 | -0.004 | -0.011 | 0.001 |
| alternative | ttr | gs | 13 | -52.082 | -0.005 | -0.011 | 0.001 |
| alternative | ttr | gs | 14 | -139.978 | -0.004 | -0.011 | 0.001 |
| alternative | ttr | gs | 15 | -376.224 | -0.004 | -0.012 | 0.001 |
| alternative | ttr | gs | 16 | -1011.206 | -0.005 | -0.011 | 0.001 |
| alternative | ttr | gs | 17 | -2717.908 | -0.005 | -0.011 | 0.001 |
| alternative | ttr | gs | 18 | -7305.171 | -0.004 | -0.011 | 0.002 |
| alternative | ttr | gs | 19 | -19634.796 | -0.004 | -0.011 | 0.002 |
| alternative | ttr | gs | 20 | -52774.300 | -0.004 | -0.011 | 0.002 |
| alternative | ttr | gdp | 0 | 0.000 | 0.000 | 0.000 | 0.000 |
| alternative | ttr | gdp | 1 | 0.006 | 0.006 | 0.004 | 0.009 |
| alternative | ttr | gdp | 2 | 0.007 | 0.009 | 0.006 | 0.013 |
| alternative | ttr | gdp | 3 | 0.004 | 0.011 | 0.008 | 0.015 |
| alternative | ttr | gdp | 4 | -0.006 | 0.012 | 0.008 | 0.016 |
| alternative | ttr | gdp | 5 | -0.036 | 0.012 | 0.008 | 0.017 |
| alternative | ttr | gdp | 6 | -0.117 | 0.012 | 0.009 | 0.017 |
| alternative | ttr | gdp | 7 | -0.336 | 0.013 | 0.009 | 0.017 |
| alternative | ttr | gdp | 8 | -0.926 | 0.013 | 0.009 | 0.017 |
| alternative | ttr | gdp | 9 | -2.510 | 0.013 | 0.009 | 0.017 |
| alternative | ttr | gdp | 10 | -6.768 | 0.013 | 0.009 | 0.017 |
| alternative | ttr | gdp | 11 | -18.213 | 0.013 | 0.009 | 0.017 |
| alternative | ttr | gdp | 12 | -48.974 | 0.013 | 0.009 | 0.017 |
| alternative | ttr | gdp | 13 | -131.655 | 0.013 | 0.009 | 0.017 |
| alternative | ttr | gdp | 14 | -353.884 | 0.013 | 0.010 | 0.017 |
| alternative | ttr | gdp | 15 | -951.189 | 0.013 | 0.010 | 0.017 |
| alternative | ttr | gdp | 16 | -2556.624 | 0.013 | 0.009 | 0.017 |
| alternative | ttr | gdp | 17 | -6871.705 | 0.013 | 0.010 | 0.017 |
| alternative | ttr | gdp | 18 | -18469.758 | 0.013 | 0.010 | 0.017 |
| alternative | ttr | gdp | 19 | -49642.948 | 0.013 | 0.010 | 0.017 |
| alternative | ttr | gdp | 20 | -133430.096 | 0.013 | 0.010 | 0.017 |
| alternative | gs | ttr | 0 | 0.000 | 0.000 | -0.003 | 0.002 |
| alternative | gs | ttr | 1 | 0.002 | 0.002 | -0.002 | 0.005 |
| alternative | gs | ttr | 2 | 0.004 | 0.003 | -0.002 | 0.008 |
| alternative | gs | ttr | 3 | 0.004 | 0.004 | -0.002 | 0.009 |
| alternative | gs | ttr | 4 | 0.005 | 0.004 | -0.003 | 0.009 |
| alternative | gs | ttr | 5 | 0.005 | 0.003 | -0.004 | 0.009 |
| alternative | gs | ttr | 6 | 0.008 | 0.002 | -0.005 | 0.008 |
| alternative | gs | ttr | 7 | 0.017 | 0.001 | -0.006 | 0.007 |
| alternative | gs | ttr | 8 | 0.044 | 0.000 | -0.008 | 0.007 |
| alternative | gs | ttr | 9 | 0.118 | -0.001 | -0.009 | 0.006 |
| alternative | gs | ttr | 10 | 0.318 | -0.002 | -0.010 | 0.005 |
| alternative | gs | ttr | 11 | 0.858 | -0.003 | -0.011 | 0.004 |
| alternative | gs | ttr | 12 | 2.311 | -0.004 | -0.012 | 0.003 |
| alternative | gs | ttr | 13 | 6.219 | -0.005 | -0.013 | 0.003 |
| alternative | gs | ttr | 14 | 16.723 | -0.005 | -0.013 | 0.002 |
| alternative | gs | ttr | 15 | 44.955 | -0.006 | -0.013 | 0.002 |
| alternative | gs | ttr | 16 | 120.840 | -0.006 | -0.014 | 0.002 |
| alternative | gs | ttr | 17 | 324.802 | -0.006 | -0.014 | 0.001 |
| alternative | gs | ttr | 18 | 873.012 | -0.006 | -0.014 | 0.001 |
| alternative | gs | ttr | 19 | 2346.489 | -0.006 | -0.014 | 0.001 |
| alternative | gs | ttr | 20 | 6306.893 | -0.006 | -0.014 | 0.001 |
| alternative | gs | gs | 0 | 0.023 | 0.022 | 0.021 | 0.024 |
| alternative | gs | gs | 1 | 0.029 | 0.028 | 0.026 | 0.032 |
| alternative | gs | gs | 2 | 0.033 | 0.033 | 0.029 | 0.037 |
| alternative | gs | gs | 3 | 0.034 | 0.033 | 0.029 | 0.039 |
| alternative | gs | gs | 4 | 0.032 | 0.033 | 0.028 | 0.040 |
| alternative | gs | gs | 5 | 0.029 | 0.031 | 0.026 | 0.040 |
| alternative | gs | gs | 6 | 0.022 | 0.029 | 0.023 | 0.038 |
| alternative | gs | gs | 7 | 0.005 | 0.027 | 0.021 | 0.036 |
| alternative | gs | gs | 8 | -0.037 | 0.024 | 0.018 | 0.034 |
| alternative | gs | gs | 9 | -0.147 | 0.022 | 0.016 | 0.032 |
| alternative | gs | gs | 10 | -0.436 | 0.020 | 0.014 | 0.029 |
| alternative | gs | gs | 11 | -1.209 | 0.018 | 0.012 | 0.027 |
| alternative | gs | gs | 12 | -3.285 | 0.016 | 0.011 | 0.025 |
| alternative | gs | gs | 13 | -8.861 | 0.015 | 0.009 | 0.024 |
| alternative | gs | gs | 14 | -23.847 | 0.013 | 0.008 | 0.023 |
| alternative | gs | gs | 15 | -64.121 | 0.012 | 0.007 | 0.022 |
| alternative | gs | gs | 16 | -172.367 | 0.011 | 0.006 | 0.020 |
| alternative | gs | gs | 17 | -463.309 | 0.010 | 0.005 | 0.019 |
| alternative | gs | gs | 18 | -1245.298 | 0.009 | 0.004 | 0.018 |
| alternative | gs | gs | 19 | -3347.123 | 0.008 | 0.003 | 0.017 |
| alternative | gs | gs | 20 | -8996.398 | 0.007 | 0.002 | 0.016 |
| alternative | gs | gdp | 0 | 0.000 | 0.000 | 0.000 | 0.000 |
| alternative | gs | gdp | 1 | 0.001 | 0.001 | 0.000 | 0.003 |
| alternative | gs | gdp | 2 | 0.004 | 0.004 | 0.001 | 0.007 |
| alternative | gs | gdp | 3 | 0.005 | 0.006 | 0.002 | 0.010 |
| alternative | gs | gdp | 4 | 0.004 | 0.007 | 0.003 | 0.012 |
| alternative | gs | gdp | 5 | -0.001 | 0.008 | 0.003 | 0.013 |
| alternative | gs | gdp | 6 | -0.014 | 0.008 | 0.004 | 0.013 |
| alternative | gs | gdp | 7 | -0.051 | 0.008 | 0.004 | 0.013 |
| alternative | gs | gdp | 8 | -0.152 | 0.008 | 0.004 | 0.013 |
| alternative | gs | gdp | 9 | -0.422 | 0.008 | 0.004 | 0.012 |
| alternative | gs | gdp | 10 | -1.148 | 0.007 | 0.003 | 0.012 |
| alternative | gs | gdp | 11 | -3.099 | 0.007 | 0.004 | 0.012 |
| alternative | gs | gdp | 12 | -8.344 | 0.007 | 0.004 | 0.011 |
| alternative | gs | gdp | 13 | -22.438 | 0.007 | 0.003 | 0.011 |
| alternative | gs | gdp | 14 | -60.322 | 0.006 | 0.003 | 0.010 |
| alternative | gs | gdp | 15 | -162.145 | 0.006 | 0.003 | 0.010 |
| alternative | gs | gdp | 16 | -435.822 | 0.006 | 0.003 | 0.010 |
| alternative | gs | gdp | 17 | -1171.412 | 0.006 | 0.003 | 0.010 |
| alternative | gs | gdp | 18 | -3148.526 | 0.005 | 0.003 | 0.010 |
| alternative | gs | gdp | 19 | -8462.604 | 0.005 | 0.003 | 0.009 |
| alternative | gs | gdp | 20 | -22745.755 | 0.005 | 0.003 | 0.009 |
| alternative | gdp | ttr | 0 | 0.004 | 0.004 | 0.003 | 0.005 |
| alternative | gdp | ttr | 1 | 0.004 | 0.004 | 0.003 | 0.005 |
| alternative | gdp | ttr | 2 | 0.004 | 0.004 | 0.003 | 0.006 |
| alternative | gdp | ttr | 3 | 0.002 | 0.004 | 0.002 | 0.006 |
| alternative | gdp | ttr | 4 | -0.002 | 0.004 | 0.002 | 0.006 |
| alternative | gdp | ttr | 5 | -0.013 | 0.003 | 0.001 | 0.006 |
| alternative | gdp | ttr | 6 | -0.042 | 0.003 | 0.001 | 0.006 |
| alternative | gdp | ttr | 7 | -0.119 | 0.003 | 0.000 | 0.005 |
| alternative | gdp | ttr | 8 | -0.324 | 0.002 | -0.001 | 0.005 |
| alternative | gdp | ttr | 9 | -0.875 | 0.002 | -0.001 | 0.005 |
| alternative | gdp | ttr | 10 | -2.355 | 0.002 | -0.002 | 0.005 |
| alternative | gdp | ttr | 11 | -6.331 | 0.001 | -0.002 | 0.005 |
| alternative | gdp | ttr | 12 | -17.020 | 0.001 | -0.003 | 0.005 |
| alternative | gdp | ttr | 13 | -45.748 | 0.001 | -0.003 | 0.005 |
| alternative | gdp | ttr | 14 | -122.963 | 0.001 | -0.004 | 0.005 |
| alternative | gdp | ttr | 15 | -330.502 | 0.001 | -0.004 | 0.005 |
| alternative | gdp | ttr | 16 | -888.322 | 0.001 | -0.005 | 0.005 |
| alternative | gdp | ttr | 17 | -2387.628 | 0.000 | -0.005 | 0.004 |
| alternative | gdp | ttr | 18 | -6417.455 | 0.000 | -0.005 | 0.004 |
| alternative | gdp | ttr | 19 | -17248.804 | 0.000 | -0.005 | 0.004 |
| alternative | gdp | ttr | 20 | -46361.250 | 0.000 | -0.006 | 0.004 |
| alternative | gdp | gs | 0 | 0.000 | 0.000 | -0.001 | 0.001 |
| alternative | gdp | gs | 1 | 0.000 | 0.000 | -0.002 | 0.001 |
| alternative | gdp | gs | 2 | 0.001 | -0.001 | -0.002 | 0.002 |
| alternative | gdp | gs | 3 | 0.003 | -0.001 | -0.003 | 0.002 |
| alternative | gdp | gs | 4 | 0.008 | -0.001 | -0.003 | 0.002 |
| alternative | gdp | gs | 5 | 0.023 | -0.001 | -0.003 | 0.002 |
| alternative | gdp | gs | 6 | 0.063 | -0.001 | -0.004 | 0.002 |
| alternative | gdp | gs | 7 | 0.172 | -0.001 | -0.004 | 0.002 |
| alternative | gdp | gs | 8 | 0.464 | -0.002 | -0.005 | 0.002 |
| alternative | gdp | gs | 9 | 1.249 | -0.002 | -0.005 | 0.002 |
| alternative | gdp | gs | 10 | 3.359 | -0.002 | -0.005 | 0.002 |
| alternative | gdp | gs | 11 | 9.032 | -0.002 | -0.005 | 0.002 |
| alternative | gdp | gs | 12 | 24.278 | -0.002 | -0.005 | 0.002 |
| alternative | gdp | gs | 13 | 65.256 | -0.002 | -0.006 | 0.002 |
| alternative | gdp | gs | 14 | 175.399 | -0.002 | -0.006 | 0.002 |
| alternative | gdp | gs | 15 | 471.439 | -0.002 | -0.006 | 0.002 |
| alternative | gdp | gs | 16 | 1267.135 | -0.002 | -0.006 | 0.002 |
| alternative | gdp | gs | 17 | 3405.804 | -0.003 | -0.006 | 0.003 |
| alternative | gdp | gs | 18 | 9154.105 | -0.003 | -0.006 | 0.003 |
| alternative | gdp | gs | 19 | 24604.363 | -0.003 | -0.006 | 0.003 |
| alternative | gdp | gs | 20 | 66131.490 | -0.003 | -0.006 | 0.003 |
| alternative | gdp | gdp | 0 | 0.011 | 0.010 | 0.010 | 0.011 |
| alternative | gdp | gdp | 1 | 0.013 | 0.011 | 0.010 | 0.013 |
| alternative | gdp | gdp | 2 | 0.015 | 0.012 | 0.010 | 0.014 |
| alternative | gdp | gdp | 3 | 0.021 | 0.012 | 0.011 | 0.014 |
| alternative | gdp | gdp | 4 | 0.035 | 0.012 | 0.011 | 0.015 |
| alternative | gdp | gdp | 5 | 0.073 | 0.012 | 0.011 | 0.015 |
| alternative | gdp | gdp | 6 | 0.176 | 0.012 | 0.011 | 0.015 |
| alternative | gdp | gdp | 7 | 0.450 | 0.012 | 0.011 | 0.015 |
| alternative | gdp | gdp | 8 | 1.189 | 0.012 | 0.011 | 0.015 |
| alternative | gdp | gdp | 9 | 3.174 | 0.012 | 0.011 | 0.015 |
| alternative | gdp | gdp | 10 | 8.510 | 0.012 | 0.010 | 0.015 |
| alternative | gdp | gdp | 11 | 22.851 | 0.012 | 0.010 | 0.015 |
| alternative | gdp | gdp | 12 | 61.399 | 0.012 | 0.010 | 0.015 |
| alternative | gdp | gdp | 13 | 165.006 | 0.012 | 0.010 | 0.015 |
| alternative | gdp | gdp | 14 | 443.481 | 0.012 | 0.010 | 0.015 |
| alternative | gdp | gdp | 15 | 1191.965 | 0.012 | 0.010 | 0.015 |
| alternative | gdp | gdp | 16 | 3203.737 | 0.012 | 0.010 | 0.015 |
| alternative | gdp | gdp | 17 | 8610.966 | 0.012 | 0.010 | 0.015 |
| alternative | gdp | gdp | 18 | 23144.491 | 0.012 | 0.010 | 0.015 |
| alternative | gdp | gdp | 19 | 62207.630 | 0.012 | 0.010 | 0.015 |
| alternative | gdp | gdp | 20 | 167201.341 | 0.012 | 0.010 | 0.015 |
as_flextable(cmp_irf, caption = "Impulse-response comparison", digits = 3,
preset = "compact")Model |
Variable |
Shock |
Horizon |
Mean |
Median |
Lower |
Upper |
|---|---|---|---|---|---|---|---|
baseline |
ttr |
ttr |
0 |
0.029 |
0.029 |
0.027 |
0.031 |
baseline |
ttr |
ttr |
1 |
0.026 |
0.027 |
0.025 |
0.029 |
baseline |
ttr |
ttr |
2 |
0.023 |
0.025 |
0.023 |
0.028 |
baseline |
ttr |
ttr |
3 |
0.019 |
0.023 |
0.020 |
0.027 |
baseline |
ttr |
ttr |
4 |
0.015 |
0.022 |
0.019 |
0.026 |
baseline |
ttr |
ttr |
5 |
0.010 |
0.020 |
0.017 |
0.025 |
baseline |
ttr |
ttr |
6 |
0.005 |
0.019 |
0.015 |
0.024 |
baseline |
ttr |
ttr |
7 |
-0.002 |
0.018 |
0.014 |
0.023 |
baseline |
ttr |
ttr |
8 |
-0.009 |
0.016 |
0.012 |
0.023 |
baseline |
ttr |
ttr |
9 |
-0.019 |
0.015 |
0.011 |
0.022 |
baseline |
ttr |
ttr |
10 |
-0.030 |
0.014 |
0.009 |
0.021 |
baseline |
ttr |
ttr |
11 |
-0.044 |
0.013 |
0.008 |
0.020 |
baseline |
ttr |
ttr |
12 |
-0.061 |
0.013 |
0.007 |
0.020 |
baseline |
ttr |
ttr |
13 |
-0.084 |
0.012 |
0.006 |
0.019 |
baseline |
ttr |
ttr |
14 |
-0.113 |
0.011 |
0.005 |
0.018 |
baseline |
ttr |
ttr |
15 |
-0.152 |
0.010 |
0.004 |
0.018 |
baseline |
ttr |
ttr |
16 |
-0.206 |
0.009 |
0.004 |
0.017 |
baseline |
ttr |
ttr |
17 |
-0.283 |
0.009 |
0.003 |
0.016 |
baseline |
ttr |
ttr |
18 |
-0.395 |
0.008 |
0.003 |
0.015 |
baseline |
ttr |
ttr |
19 |
-0.561 |
0.007 |
0.002 |
0.015 |
baseline |
ttr |
ttr |
20 |
-0.817 |
0.007 |
0.002 |
0.014 |
baseline |
ttr |
gs |
0 |
0.000 |
0.000 |
0.000 |
0.000 |
baseline |
ttr |
gs |
1 |
0.000 |
0.000 |
-0.001 |
0.000 |
baseline |
ttr |
gs |
2 |
0.001 |
0.000 |
-0.001 |
0.001 |
baseline |
ttr |
gs |
3 |
0.001 |
0.000 |
-0.001 |
0.001 |
baseline |
ttr |
gs |
4 |
0.002 |
0.000 |
-0.002 |
0.001 |
baseline |
ttr |
gs |
5 |
0.003 |
0.000 |
-0.002 |
0.002 |
baseline |
ttr |
gs |
6 |
0.004 |
0.000 |
-0.003 |
0.002 |
baseline |
ttr |
gs |
7 |
0.005 |
-0.001 |
-0.003 |
0.002 |
baseline |
ttr |
gs |
8 |
0.007 |
-0.001 |
-0.003 |
0.002 |
baseline |
ttr |
gs |
9 |
0.008 |
-0.001 |
-0.004 |
0.002 |
baseline |
ttr |
gs |
10 |
0.010 |
-0.001 |
-0.004 |
0.002 |
baseline |
ttr |
gs |
11 |
0.013 |
-0.001 |
-0.004 |
0.002 |
baseline |
ttr |
gs |
12 |
0.015 |
-0.001 |
-0.004 |
0.002 |
baseline |
ttr |
gs |
13 |
0.017 |
-0.001 |
-0.004 |
0.002 |
baseline |
ttr |
gs |
14 |
0.019 |
-0.001 |
-0.005 |
0.002 |
baseline |
ttr |
gs |
15 |
0.019 |
-0.001 |
-0.005 |
0.002 |
baseline |
ttr |
gs |
16 |
0.015 |
-0.001 |
-0.005 |
0.002 |
baseline |
ttr |
gs |
17 |
0.006 |
-0.001 |
-0.005 |
0.002 |
baseline |
ttr |
gs |
18 |
-0.015 |
-0.001 |
-0.005 |
0.002 |
baseline |
ttr |
gs |
19 |
-0.056 |
-0.002 |
-0.005 |
0.002 |
baseline |
ttr |
gs |
20 |
-0.131 |
-0.002 |
-0.006 |
0.002 |
baseline |
ttr |
gdp |
0 |
0.000 |
0.000 |
0.000 |
0.000 |
baseline |
ttr |
gdp |
1 |
0.000 |
0.001 |
0.000 |
0.001 |
baseline |
ttr |
gdp |
2 |
-0.001 |
0.002 |
0.001 |
0.003 |
baseline |
ttr |
gdp |
3 |
-0.002 |
0.003 |
0.001 |
0.004 |
baseline |
ttr |
gdp |
4 |
-0.004 |
0.003 |
0.002 |
0.005 |
baseline |
ttr |
gdp |
5 |
-0.006 |
0.004 |
0.002 |
0.006 |
baseline |
ttr |
gdp |
6 |
-0.009 |
0.005 |
0.002 |
0.007 |
baseline |
ttr |
gdp |
7 |
-0.013 |
0.006 |
0.003 |
0.008 |
baseline |
ttr |
gdp |
8 |
-0.017 |
0.006 |
0.003 |
0.009 |
baseline |
ttr |
gdp |
9 |
-0.021 |
0.007 |
0.003 |
0.010 |
baseline |
ttr |
gdp |
10 |
-0.026 |
0.007 |
0.004 |
0.010 |
baseline |
ttr |
gdp |
11 |
-0.030 |
0.008 |
0.004 |
0.011 |
baseline |
ttr |
gdp |
12 |
-0.031 |
0.008 |
0.004 |
0.012 |
baseline |
ttr |
gdp |
13 |
-0.028 |
0.009 |
0.005 |
0.012 |
baseline |
ttr |
gdp |
14 |
-0.015 |
0.009 |
0.005 |
0.013 |
baseline |
ttr |
gdp |
15 |
0.014 |
0.010 |
0.005 |
0.013 |
baseline |
ttr |
gdp |
16 |
0.075 |
0.010 |
0.006 |
0.013 |
baseline |
ttr |
gdp |
17 |
0.190 |
0.010 |
0.006 |
0.014 |
baseline |
ttr |
gdp |
18 |
0.398 |
0.011 |
0.006 |
0.014 |
baseline |
ttr |
gdp |
19 |
0.765 |
0.011 |
0.007 |
0.014 |
baseline |
ttr |
gdp |
20 |
1.403 |
0.011 |
0.007 |
0.014 |
baseline |
gs |
ttr |
0 |
0.000 |
0.000 |
-0.002 |
0.003 |
baseline |
gs |
ttr |
1 |
-0.002 |
-0.001 |
-0.003 |
0.002 |
baseline |
gs |
ttr |
2 |
-0.005 |
-0.001 |
-0.004 |
0.002 |
baseline |
gs |
ttr |
3 |
-0.008 |
-0.002 |
-0.005 |
0.001 |
baseline |
gs |
ttr |
4 |
-0.011 |
-0.002 |
-0.005 |
0.001 |
baseline |
gs |
ttr |
5 |
-0.015 |
-0.003 |
-0.006 |
0.001 |
baseline |
gs |
ttr |
6 |
-0.020 |
-0.003 |
-0.007 |
0.001 |
baseline |
gs |
ttr |
7 |
-0.026 |
-0.003 |
-0.008 |
0.001 |
baseline |
gs |
ttr |
8 |
-0.033 |
-0.004 |
-0.008 |
0.001 |
baseline |
gs |
ttr |
9 |
-0.041 |
-0.004 |
-0.009 |
0.001 |
baseline |
gs |
ttr |
10 |
-0.051 |
-0.004 |
-0.009 |
0.001 |
baseline |
gs |
ttr |
11 |
-0.063 |
-0.004 |
-0.009 |
0.001 |
baseline |
gs |
ttr |
12 |
-0.077 |
-0.004 |
-0.010 |
0.001 |
baseline |
gs |
ttr |
13 |
-0.094 |
-0.004 |
-0.010 |
0.001 |
baseline |
gs |
ttr |
14 |
-0.114 |
-0.004 |
-0.010 |
0.001 |
baseline |
gs |
ttr |
15 |
-0.137 |
-0.004 |
-0.010 |
0.001 |
baseline |
gs |
ttr |
16 |
-0.163 |
-0.005 |
-0.010 |
0.001 |
baseline |
gs |
ttr |
17 |
-0.192 |
-0.005 |
-0.011 |
0.001 |
baseline |
gs |
ttr |
18 |
-0.222 |
-0.005 |
-0.011 |
0.001 |
baseline |
gs |
ttr |
19 |
-0.251 |
-0.005 |
-0.011 |
0.001 |
baseline |
gs |
ttr |
20 |
-0.273 |
-0.005 |
-0.011 |
0.001 |
baseline |
gs |
gs |
0 |
0.026 |
0.025 |
0.024 |
0.027 |
baseline |
gs |
gs |
1 |
0.025 |
0.024 |
0.023 |
0.026 |
baseline |
gs |
gs |
2 |
0.024 |
0.023 |
0.021 |
0.025 |
baseline |
gs |
gs |
3 |
0.024 |
0.022 |
0.020 |
0.024 |
baseline |
gs |
gs |
4 |
0.024 |
0.021 |
0.019 |
0.023 |
baseline |
gs |
gs |
5 |
0.024 |
0.020 |
0.018 |
0.022 |
baseline |
gs |
gs |
6 |
0.024 |
0.019 |
0.017 |
0.022 |
baseline |
gs |
gs |
7 |
0.025 |
0.018 |
0.016 |
0.021 |
baseline |
gs |
gs |
8 |
0.026 |
0.017 |
0.015 |
0.020 |
baseline |
gs |
gs |
9 |
0.028 |
0.016 |
0.014 |
0.020 |
baseline |
gs |
gs |
10 |
0.030 |
0.016 |
0.013 |
0.019 |
baseline |
gs |
gs |
11 |
0.034 |
0.015 |
0.012 |
0.019 |
baseline |
gs |
gs |
12 |
0.038 |
0.014 |
0.011 |
0.018 |
baseline |
gs |
gs |
13 |
0.043 |
0.014 |
0.011 |
0.018 |
baseline |
gs |
gs |
14 |
0.050 |
0.013 |
0.010 |
0.017 |
baseline |
gs |
gs |
15 |
0.058 |
0.012 |
0.009 |
0.017 |
baseline |
gs |
gs |
16 |
0.070 |
0.012 |
0.009 |
0.016 |
baseline |
gs |
gs |
17 |
0.085 |
0.011 |
0.008 |
0.016 |
baseline |
gs |
gs |
18 |
0.105 |
0.011 |
0.008 |
0.015 |
baseline |
gs |
gs |
19 |
0.134 |
0.010 |
0.007 |
0.015 |
baseline |
gs |
gs |
20 |
0.174 |
0.009 |
0.006 |
0.014 |
baseline |
gs |
gdp |
0 |
0.000 |
0.000 |
0.000 |
0.000 |
baseline |
gs |
gdp |
1 |
-0.002 |
0.000 |
0.000 |
0.001 |
baseline |
gs |
gdp |
2 |
-0.004 |
0.001 |
0.000 |
0.002 |
baseline |
gs |
gdp |
3 |
-0.006 |
0.001 |
0.000 |
0.002 |
baseline |
gs |
gdp |
4 |
-0.009 |
0.001 |
0.000 |
0.003 |
baseline |
gs |
gdp |
5 |
-0.012 |
0.002 |
0.000 |
0.003 |
baseline |
gs |
gdp |
6 |
-0.017 |
0.002 |
0.000 |
0.004 |
baseline |
gs |
gdp |
7 |
-0.022 |
0.002 |
0.000 |
0.004 |
baseline |
gs |
gdp |
8 |
-0.029 |
0.002 |
0.000 |
0.005 |
baseline |
gs |
gdp |
9 |
-0.038 |
0.002 |
0.000 |
0.005 |
baseline |
gs |
gdp |
10 |
-0.049 |
0.003 |
0.000 |
0.005 |
baseline |
gs |
gdp |
11 |
-0.063 |
0.003 |
0.000 |
0.005 |
baseline |
gs |
gdp |
12 |
-0.080 |
0.003 |
0.000 |
0.006 |
baseline |
gs |
gdp |
13 |
-0.102 |
0.003 |
0.000 |
0.006 |
baseline |
gs |
gdp |
14 |
-0.131 |
0.003 |
0.000 |
0.006 |
baseline |
gs |
gdp |
15 |
-0.169 |
0.003 |
0.000 |
0.006 |
baseline |
gs |
gdp |
16 |
-0.220 |
0.003 |
0.000 |
0.006 |
baseline |
gs |
gdp |
17 |
-0.291 |
0.003 |
0.000 |
0.007 |
baseline |
gs |
gdp |
18 |
-0.392 |
0.003 |
0.000 |
0.007 |
baseline |
gs |
gdp |
19 |
-0.540 |
0.003 |
0.000 |
0.007 |
baseline |
gs |
gdp |
20 |
-0.762 |
0.003 |
0.000 |
0.007 |
baseline |
gdp |
ttr |
0 |
0.006 |
0.004 |
0.003 |
0.005 |
baseline |
gdp |
ttr |
1 |
0.005 |
0.004 |
0.003 |
0.005 |
baseline |
gdp |
ttr |
2 |
0.004 |
0.003 |
0.002 |
0.005 |
baseline |
gdp |
ttr |
3 |
0.003 |
0.003 |
0.002 |
0.004 |
baseline |
gdp |
ttr |
4 |
0.002 |
0.003 |
0.001 |
0.004 |
baseline |
gdp |
ttr |
5 |
0.000 |
0.002 |
0.001 |
0.004 |
baseline |
gdp |
ttr |
6 |
-0.003 |
0.002 |
0.000 |
0.004 |
baseline |
gdp |
ttr |
7 |
-0.006 |
0.002 |
0.000 |
0.004 |
baseline |
gdp |
ttr |
8 |
-0.011 |
0.002 |
-0.001 |
0.004 |
baseline |
gdp |
ttr |
9 |
-0.018 |
0.001 |
-0.001 |
0.004 |
baseline |
gdp |
ttr |
10 |
-0.028 |
0.001 |
-0.001 |
0.004 |
baseline |
gdp |
ttr |
11 |
-0.043 |
0.001 |
-0.002 |
0.004 |
baseline |
gdp |
ttr |
12 |
-0.067 |
0.001 |
-0.002 |
0.004 |
baseline |
gdp |
ttr |
13 |
-0.104 |
0.001 |
-0.002 |
0.004 |
baseline |
gdp |
ttr |
14 |
-0.163 |
0.001 |
-0.003 |
0.004 |
baseline |
gdp |
ttr |
15 |
-0.257 |
0.000 |
-0.003 |
0.004 |
baseline |
gdp |
ttr |
16 |
-0.412 |
0.000 |
-0.004 |
0.004 |
baseline |
gdp |
ttr |
17 |
-0.665 |
0.000 |
-0.004 |
0.004 |
baseline |
gdp |
ttr |
18 |
-1.083 |
0.000 |
-0.004 |
0.004 |
baseline |
gdp |
ttr |
19 |
-1.773 |
0.000 |
-0.004 |
0.004 |
baseline |
gdp |
ttr |
20 |
-2.919 |
0.000 |
-0.005 |
0.004 |
baseline |
gdp |
gs |
0 |
0.000 |
0.000 |
-0.001 |
0.001 |
baseline |
gdp |
gs |
1 |
-0.001 |
0.000 |
-0.001 |
0.001 |
baseline |
gdp |
gs |
2 |
-0.001 |
0.000 |
-0.002 |
0.001 |
baseline |
gdp |
gs |
3 |
-0.001 |
-0.001 |
-0.002 |
0.001 |
baseline |
gdp |
gs |
4 |
-0.001 |
-0.001 |
-0.002 |
0.001 |
baseline |
gdp |
gs |
5 |
-0.001 |
-0.001 |
-0.002 |
0.000 |
baseline |
gdp |
gs |
6 |
-0.001 |
-0.001 |
-0.002 |
0.000 |
baseline |
gdp |
gs |
7 |
-0.001 |
-0.001 |
-0.003 |
0.000 |
baseline |
gdp |
gs |
8 |
-0.002 |
-0.001 |
-0.003 |
0.000 |
baseline |
gdp |
gs |
9 |
-0.003 |
-0.001 |
-0.003 |
0.000 |
baseline |
gdp |
gs |
10 |
-0.005 |
-0.001 |
-0.003 |
0.000 |
baseline |
gdp |
gs |
11 |
-0.009 |
-0.001 |
-0.004 |
0.000 |
baseline |
gdp |
gs |
12 |
-0.017 |
-0.002 |
-0.004 |
0.000 |
baseline |
gdp |
gs |
13 |
-0.030 |
-0.002 |
-0.004 |
0.000 |
baseline |
gdp |
gs |
14 |
-0.052 |
-0.002 |
-0.004 |
0.000 |
baseline |
gdp |
gs |
15 |
-0.090 |
-0.002 |
-0.005 |
0.000 |
baseline |
gdp |
gs |
16 |
-0.155 |
-0.002 |
-0.005 |
0.000 |
baseline |
gdp |
gs |
17 |
-0.266 |
-0.002 |
-0.005 |
0.000 |
baseline |
gdp |
gs |
18 |
-0.453 |
-0.002 |
-0.005 |
0.000 |
baseline |
gdp |
gs |
19 |
-0.767 |
-0.002 |
-0.005 |
0.000 |
baseline |
gdp |
gs |
20 |
-1.295 |
-0.002 |
-0.006 |
0.000 |
baseline |
gdp |
gdp |
0 |
0.013 |
0.010 |
0.010 |
0.011 |
baseline |
gdp |
gdp |
1 |
0.012 |
0.011 |
0.010 |
0.011 |
baseline |
gdp |
gdp |
2 |
0.012 |
0.011 |
0.010 |
0.012 |
baseline |
gdp |
gdp |
3 |
0.012 |
0.011 |
0.010 |
0.012 |
baseline |
gdp |
gdp |
4 |
0.013 |
0.011 |
0.010 |
0.012 |
baseline |
gdp |
gdp |
5 |
0.013 |
0.011 |
0.010 |
0.012 |
baseline |
gdp |
gdp |
6 |
0.015 |
0.011 |
0.010 |
0.013 |
baseline |
gdp |
gdp |
7 |
0.018 |
0.011 |
0.010 |
0.013 |
baseline |
gdp |
gdp |
8 |
0.025 |
0.012 |
0.010 |
0.013 |
baseline |
gdp |
gdp |
9 |
0.036 |
0.012 |
0.010 |
0.013 |
baseline |
gdp |
gdp |
10 |
0.056 |
0.012 |
0.010 |
0.013 |
baseline |
gdp |
gdp |
11 |
0.091 |
0.012 |
0.010 |
0.014 |
baseline |
gdp |
gdp |
12 |
0.152 |
0.012 |
0.010 |
0.014 |
baseline |
gdp |
gdp |
13 |
0.255 |
0.012 |
0.010 |
0.014 |
baseline |
gdp |
gdp |
14 |
0.431 |
0.012 |
0.010 |
0.014 |
baseline |
gdp |
gdp |
15 |
0.729 |
0.012 |
0.010 |
0.014 |
baseline |
gdp |
gdp |
16 |
1.231 |
0.012 |
0.010 |
0.015 |
baseline |
gdp |
gdp |
17 |
2.076 |
0.012 |
0.010 |
0.015 |
baseline |
gdp |
gdp |
18 |
3.495 |
0.012 |
0.010 |
0.015 |
baseline |
gdp |
gdp |
19 |
5.877 |
0.012 |
0.010 |
0.015 |
baseline |
gdp |
gdp |
20 |
9.870 |
0.012 |
0.010 |
0.015 |
alternative |
ttr |
ttr |
0 |
0.027 |
0.027 |
0.025 |
0.029 |
alternative |
ttr |
ttr |
1 |
0.027 |
0.026 |
0.023 |
0.029 |
alternative |
ttr |
ttr |
2 |
0.030 |
0.029 |
0.026 |
0.033 |
alternative |
ttr |
ttr |
3 |
0.029 |
0.027 |
0.023 |
0.031 |
alternative |
ttr |
ttr |
4 |
0.030 |
0.025 |
0.021 |
0.030 |
alternative |
ttr |
ttr |
5 |
0.037 |
0.023 |
0.019 |
0.029 |
alternative |
ttr |
ttr |
6 |
0.057 |
0.022 |
0.017 |
0.027 |
alternative |
ttr |
ttr |
7 |
0.117 |
0.020 |
0.015 |
0.025 |
alternative |
ttr |
ttr |
8 |
0.278 |
0.018 |
0.012 |
0.024 |
alternative |
ttr |
ttr |
9 |
0.716 |
0.017 |
0.010 |
0.023 |
alternative |
ttr |
ttr |
10 |
1.895 |
0.015 |
0.008 |
0.022 |
alternative |
ttr |
ttr |
11 |
5.067 |
0.014 |
0.006 |
0.020 |
alternative |
ttr |
ttr |
12 |
13.596 |
0.013 |
0.005 |
0.020 |
alternative |
ttr |
ttr |
13 |
36.520 |
0.012 |
0.004 |
0.019 |
alternative |
ttr |
ttr |
14 |
98.139 |
0.011 |
0.003 |
0.018 |
alternative |
ttr |
ttr |
15 |
263.757 |
0.010 |
0.002 |
0.017 |
alternative |
ttr |
ttr |
16 |
708.908 |
0.009 |
0.002 |
0.017 |
alternative |
ttr |
ttr |
17 |
1,905.385 |
0.009 |
0.001 |
0.016 |
alternative |
ttr |
ttr |
18 |
5,121.269 |
0.008 |
0.000 |
0.015 |
alternative |
ttr |
ttr |
19 |
13,764.908 |
0.007 |
0.000 |
0.015 |
alternative |
ttr |
ttr |
20 |
36,997.240 |
0.007 |
-0.001 |
0.014 |
alternative |
ttr |
gs |
0 |
0.000 |
0.000 |
0.000 |
0.000 |
alternative |
ttr |
gs |
1 |
-0.001 |
0.000 |
-0.002 |
0.002 |
alternative |
ttr |
gs |
2 |
-0.002 |
-0.001 |
-0.005 |
0.002 |
alternative |
ttr |
gs |
3 |
-0.005 |
-0.002 |
-0.006 |
0.002 |
alternative |
ttr |
gs |
4 |
-0.010 |
-0.003 |
-0.008 |
0.002 |
alternative |
ttr |
gs |
5 |
-0.022 |
-0.003 |
-0.009 |
0.002 |
alternative |
ttr |
gs |
6 |
-0.055 |
-0.004 |
-0.010 |
0.002 |
alternative |
ttr |
gs |
7 |
-0.142 |
-0.004 |
-0.010 |
0.001 |
alternative |
ttr |
gs |
8 |
-0.375 |
-0.004 |
-0.011 |
0.001 |
alternative |
ttr |
gs |
9 |
-1.002 |
-0.004 |
-0.011 |
0.001 |
alternative |
ttr |
gs |
10 |
-2.686 |
-0.004 |
-0.011 |
0.001 |
alternative |
ttr |
gs |
11 |
-7.213 |
-0.005 |
-0.011 |
0.001 |
alternative |
ttr |
gs |
12 |
-19.380 |
-0.004 |
-0.011 |
0.001 |
alternative |
ttr |
gs |
13 |
-52.082 |
-0.005 |
-0.011 |
0.001 |
alternative |
ttr |
gs |
14 |
-139.978 |
-0.004 |
-0.011 |
0.001 |
alternative |
ttr |
gs |
15 |
-376.224 |
-0.004 |
-0.012 |
0.001 |
alternative |
ttr |
gs |
16 |
-1,011.206 |
-0.005 |
-0.011 |
0.001 |
alternative |
ttr |
gs |
17 |
-2,717.908 |
-0.005 |
-0.011 |
0.001 |
alternative |
ttr |
gs |
18 |
-7,305.171 |
-0.004 |
-0.011 |
0.002 |
alternative |
ttr |
gs |
19 |
-19,634.796 |
-0.004 |
-0.011 |
0.002 |
alternative |
ttr |
gs |
20 |
-52,774.300 |
-0.004 |
-0.011 |
0.002 |
alternative |
ttr |
gdp |
0 |
0.000 |
0.000 |
0.000 |
0.000 |
alternative |
ttr |
gdp |
1 |
0.006 |
0.006 |
0.004 |
0.009 |
alternative |
ttr |
gdp |
2 |
0.007 |
0.009 |
0.006 |
0.013 |
alternative |
ttr |
gdp |
3 |
0.004 |
0.011 |
0.008 |
0.015 |
alternative |
ttr |
gdp |
4 |
-0.006 |
0.012 |
0.008 |
0.016 |
alternative |
ttr |
gdp |
5 |
-0.036 |
0.012 |
0.008 |
0.017 |
alternative |
ttr |
gdp |
6 |
-0.117 |
0.012 |
0.009 |
0.017 |
alternative |
ttr |
gdp |
7 |
-0.336 |
0.013 |
0.009 |
0.017 |
alternative |
ttr |
gdp |
8 |
-0.926 |
0.013 |
0.009 |
0.017 |
alternative |
ttr |
gdp |
9 |
-2.510 |
0.013 |
0.009 |
0.017 |
alternative |
ttr |
gdp |
10 |
-6.768 |
0.013 |
0.009 |
0.017 |
alternative |
ttr |
gdp |
11 |
-18.213 |
0.013 |
0.009 |
0.017 |
alternative |
ttr |
gdp |
12 |
-48.974 |
0.013 |
0.009 |
0.017 |
alternative |
ttr |
gdp |
13 |
-131.655 |
0.013 |
0.009 |
0.017 |
alternative |
ttr |
gdp |
14 |
-353.884 |
0.013 |
0.010 |
0.017 |
alternative |
ttr |
gdp |
15 |
-951.189 |
0.013 |
0.010 |
0.017 |
alternative |
ttr |
gdp |
16 |
-2,556.624 |
0.013 |
0.009 |
0.017 |
alternative |
ttr |
gdp |
17 |
-6,871.705 |
0.013 |
0.010 |
0.017 |
alternative |
ttr |
gdp |
18 |
-18,469.758 |
0.013 |
0.010 |
0.017 |
alternative |
ttr |
gdp |
19 |
-49,642.948 |
0.013 |
0.010 |
0.017 |
alternative |
ttr |
gdp |
20 |
-133,430.096 |
0.013 |
0.010 |
0.017 |
alternative |
gs |
ttr |
0 |
0.000 |
0.000 |
-0.003 |
0.002 |
alternative |
gs |
ttr |
1 |
0.002 |
0.002 |
-0.002 |
0.005 |
alternative |
gs |
ttr |
2 |
0.004 |
0.003 |
-0.002 |
0.008 |
alternative |
gs |
ttr |
3 |
0.004 |
0.004 |
-0.002 |
0.009 |
alternative |
gs |
ttr |
4 |
0.005 |
0.004 |
-0.003 |
0.009 |
alternative |
gs |
ttr |
5 |
0.005 |
0.003 |
-0.004 |
0.009 |
alternative |
gs |
ttr |
6 |
0.008 |
0.002 |
-0.005 |
0.008 |
alternative |
gs |
ttr |
7 |
0.017 |
0.001 |
-0.006 |
0.007 |
alternative |
gs |
ttr |
8 |
0.044 |
0.000 |
-0.008 |
0.007 |
alternative |
gs |
ttr |
9 |
0.118 |
-0.001 |
-0.009 |
0.006 |
alternative |
gs |
ttr |
10 |
0.318 |
-0.002 |
-0.010 |
0.005 |
alternative |
gs |
ttr |
11 |
0.858 |
-0.003 |
-0.011 |
0.004 |
alternative |
gs |
ttr |
12 |
2.311 |
-0.004 |
-0.012 |
0.003 |
alternative |
gs |
ttr |
13 |
6.219 |
-0.005 |
-0.013 |
0.003 |
alternative |
gs |
ttr |
14 |
16.723 |
-0.005 |
-0.013 |
0.002 |
alternative |
gs |
ttr |
15 |
44.955 |
-0.006 |
-0.013 |
0.002 |
alternative |
gs |
ttr |
16 |
120.840 |
-0.006 |
-0.014 |
0.002 |
alternative |
gs |
ttr |
17 |
324.802 |
-0.006 |
-0.014 |
0.001 |
alternative |
gs |
ttr |
18 |
873.012 |
-0.006 |
-0.014 |
0.001 |
alternative |
gs |
ttr |
19 |
2,346.489 |
-0.006 |
-0.014 |
0.001 |
alternative |
gs |
ttr |
20 |
6,306.893 |
-0.006 |
-0.014 |
0.001 |
alternative |
gs |
gs |
0 |
0.023 |
0.022 |
0.021 |
0.024 |
alternative |
gs |
gs |
1 |
0.029 |
0.028 |
0.026 |
0.032 |
alternative |
gs |
gs |
2 |
0.033 |
0.033 |
0.029 |
0.037 |
alternative |
gs |
gs |
3 |
0.034 |
0.033 |
0.029 |
0.039 |
alternative |
gs |
gs |
4 |
0.032 |
0.033 |
0.028 |
0.040 |
alternative |
gs |
gs |
5 |
0.029 |
0.031 |
0.026 |
0.040 |
alternative |
gs |
gs |
6 |
0.022 |
0.029 |
0.023 |
0.038 |
alternative |
gs |
gs |
7 |
0.005 |
0.027 |
0.021 |
0.036 |
alternative |
gs |
gs |
8 |
-0.037 |
0.024 |
0.018 |
0.034 |
alternative |
gs |
gs |
9 |
-0.147 |
0.022 |
0.016 |
0.032 |
alternative |
gs |
gs |
10 |
-0.436 |
0.020 |
0.014 |
0.029 |
alternative |
gs |
gs |
11 |
-1.209 |
0.018 |
0.012 |
0.027 |
alternative |
gs |
gs |
12 |
-3.285 |
0.016 |
0.011 |
0.025 |
alternative |
gs |
gs |
13 |
-8.861 |
0.015 |
0.009 |
0.024 |
alternative |
gs |
gs |
14 |
-23.847 |
0.013 |
0.008 |
0.023 |
alternative |
gs |
gs |
15 |
-64.121 |
0.012 |
0.007 |
0.022 |
alternative |
gs |
gs |
16 |
-172.367 |
0.011 |
0.006 |
0.020 |
alternative |
gs |
gs |
17 |
-463.309 |
0.010 |
0.005 |
0.019 |
alternative |
gs |
gs |
18 |
-1,245.298 |
0.009 |
0.004 |
0.018 |
alternative |
gs |
gs |
19 |
-3,347.123 |
0.008 |
0.003 |
0.017 |
alternative |
gs |
gs |
20 |
-8,996.398 |
0.007 |
0.002 |
0.016 |
alternative |
gs |
gdp |
0 |
0.000 |
0.000 |
0.000 |
0.000 |
alternative |
gs |
gdp |
1 |
0.001 |
0.001 |
0.000 |
0.003 |
alternative |
gs |
gdp |
2 |
0.004 |
0.004 |
0.001 |
0.007 |
alternative |
gs |
gdp |
3 |
0.005 |
0.006 |
0.002 |
0.010 |
alternative |
gs |
gdp |
4 |
0.004 |
0.007 |
0.003 |
0.012 |
alternative |
gs |
gdp |
5 |
-0.001 |
0.008 |
0.003 |
0.013 |
alternative |
gs |
gdp |
6 |
-0.014 |
0.008 |
0.004 |
0.013 |
alternative |
gs |
gdp |
7 |
-0.051 |
0.008 |
0.004 |
0.013 |
alternative |
gs |
gdp |
8 |
-0.152 |
0.008 |
0.004 |
0.013 |
alternative |
gs |
gdp |
9 |
-0.422 |
0.008 |
0.004 |
0.012 |
alternative |
gs |
gdp |
10 |
-1.148 |
0.007 |
0.003 |
0.012 |
alternative |
gs |
gdp |
11 |
-3.099 |
0.007 |
0.004 |
0.012 |
alternative |
gs |
gdp |
12 |
-8.344 |
0.007 |
0.004 |
0.011 |
alternative |
gs |
gdp |
13 |
-22.438 |
0.007 |
0.003 |
0.011 |
alternative |
gs |
gdp |
14 |
-60.322 |
0.006 |
0.003 |
0.010 |
alternative |
gs |
gdp |
15 |
-162.145 |
0.006 |
0.003 |
0.010 |
alternative |
gs |
gdp |
16 |
-435.822 |
0.006 |
0.003 |
0.010 |
alternative |
gs |
gdp |
17 |
-1,171.412 |
0.006 |
0.003 |
0.010 |
alternative |
gs |
gdp |
18 |
-3,148.526 |
0.005 |
0.003 |
0.010 |
alternative |
gs |
gdp |
19 |
-8,462.604 |
0.005 |
0.003 |
0.009 |
alternative |
gs |
gdp |
20 |
-22,745.755 |
0.005 |
0.003 |
0.009 |
alternative |
gdp |
ttr |
0 |
0.004 |
0.004 |
0.003 |
0.005 |
alternative |
gdp |
ttr |
1 |
0.004 |
0.004 |
0.003 |
0.005 |
alternative |
gdp |
ttr |
2 |
0.004 |
0.004 |
0.003 |
0.006 |
alternative |
gdp |
ttr |
3 |
0.002 |
0.004 |
0.002 |
0.006 |
alternative |
gdp |
ttr |
4 |
-0.002 |
0.004 |
0.002 |
0.006 |
alternative |
gdp |
ttr |
5 |
-0.013 |
0.003 |
0.001 |
0.006 |
alternative |
gdp |
ttr |
6 |
-0.042 |
0.003 |
0.001 |
0.006 |
alternative |
gdp |
ttr |
7 |
-0.119 |
0.003 |
0.000 |
0.005 |
alternative |
gdp |
ttr |
8 |
-0.324 |
0.002 |
-0.001 |
0.005 |
alternative |
gdp |
ttr |
9 |
-0.875 |
0.002 |
-0.001 |
0.005 |
alternative |
gdp |
ttr |
10 |
-2.355 |
0.002 |
-0.002 |
0.005 |
alternative |
gdp |
ttr |
11 |
-6.331 |
0.001 |
-0.002 |
0.005 |
alternative |
gdp |
ttr |
12 |
-17.020 |
0.001 |
-0.003 |
0.005 |
alternative |
gdp |
ttr |
13 |
-45.748 |
0.001 |
-0.003 |
0.005 |
alternative |
gdp |
ttr |
14 |
-122.963 |
0.001 |
-0.004 |
0.005 |
alternative |
gdp |
ttr |
15 |
-330.502 |
0.001 |
-0.004 |
0.005 |
alternative |
gdp |
ttr |
16 |
-888.322 |
0.001 |
-0.005 |
0.005 |
alternative |
gdp |
ttr |
17 |
-2,387.628 |
0.000 |
-0.005 |
0.004 |
alternative |
gdp |
ttr |
18 |
-6,417.455 |
0.000 |
-0.005 |
0.004 |
alternative |
gdp |
ttr |
19 |
-17,248.804 |
0.000 |
-0.005 |
0.004 |
alternative |
gdp |
ttr |
20 |
-46,361.250 |
0.000 |
-0.006 |
0.004 |
alternative |
gdp |
gs |
0 |
0.000 |
0.000 |
-0.001 |
0.001 |
alternative |
gdp |
gs |
1 |
0.000 |
0.000 |
-0.002 |
0.001 |
alternative |
gdp |
gs |
2 |
0.001 |
-0.001 |
-0.002 |
0.002 |
alternative |
gdp |
gs |
3 |
0.003 |
-0.001 |
-0.003 |
0.002 |
alternative |
gdp |
gs |
4 |
0.008 |
-0.001 |
-0.003 |
0.002 |
alternative |
gdp |
gs |
5 |
0.023 |
-0.001 |
-0.003 |
0.002 |
alternative |
gdp |
gs |
6 |
0.063 |
-0.001 |
-0.004 |
0.002 |
alternative |
gdp |
gs |
7 |
0.172 |
-0.001 |
-0.004 |
0.002 |
alternative |
gdp |
gs |
8 |
0.464 |
-0.002 |
-0.005 |
0.002 |
alternative |
gdp |
gs |
9 |
1.249 |
-0.002 |
-0.005 |
0.002 |
alternative |
gdp |
gs |
10 |
3.359 |
-0.002 |
-0.005 |
0.002 |
alternative |
gdp |
gs |
11 |
9.032 |
-0.002 |
-0.005 |
0.002 |
alternative |
gdp |
gs |
12 |
24.278 |
-0.002 |
-0.005 |
0.002 |
alternative |
gdp |
gs |
13 |
65.256 |
-0.002 |
-0.006 |
0.002 |
alternative |
gdp |
gs |
14 |
175.399 |
-0.002 |
-0.006 |
0.002 |
alternative |
gdp |
gs |
15 |
471.439 |
-0.002 |
-0.006 |
0.002 |
alternative |
gdp |
gs |
16 |
1,267.135 |
-0.002 |
-0.006 |
0.002 |
alternative |
gdp |
gs |
17 |
3,405.804 |
-0.003 |
-0.006 |
0.003 |
alternative |
gdp |
gs |
18 |
9,154.105 |
-0.003 |
-0.006 |
0.003 |
alternative |
gdp |
gs |
19 |
24,604.363 |
-0.003 |
-0.006 |
0.003 |
alternative |
gdp |
gs |
20 |
66,131.490 |
-0.003 |
-0.006 |
0.003 |
alternative |
gdp |
gdp |
0 |
0.011 |
0.010 |
0.010 |
0.011 |
alternative |
gdp |
gdp |
1 |
0.013 |
0.011 |
0.010 |
0.013 |
alternative |
gdp |
gdp |
2 |
0.015 |
0.012 |
0.010 |
0.014 |
alternative |
gdp |
gdp |
3 |
0.021 |
0.012 |
0.011 |
0.014 |
alternative |
gdp |
gdp |
4 |
0.035 |
0.012 |
0.011 |
0.015 |
alternative |
gdp |
gdp |
5 |
0.073 |
0.012 |
0.011 |
0.015 |
alternative |
gdp |
gdp |
6 |
0.176 |
0.012 |
0.011 |
0.015 |
alternative |
gdp |
gdp |
7 |
0.450 |
0.012 |
0.011 |
0.015 |
alternative |
gdp |
gdp |
8 |
1.189 |
0.012 |
0.011 |
0.015 |
alternative |
gdp |
gdp |
9 |
3.174 |
0.012 |
0.011 |
0.015 |
alternative |
gdp |
gdp |
10 |
8.510 |
0.012 |
0.010 |
0.015 |
alternative |
gdp |
gdp |
11 |
22.851 |
0.012 |
0.010 |
0.015 |
alternative |
gdp |
gdp |
12 |
61.399 |
0.012 |
0.010 |
0.015 |
alternative |
gdp |
gdp |
13 |
165.006 |
0.012 |
0.010 |
0.015 |
alternative |
gdp |
gdp |
14 |
443.481 |
0.012 |
0.010 |
0.015 |
alternative |
gdp |
gdp |
15 |
1,191.965 |
0.012 |
0.010 |
0.015 |
alternative |
gdp |
gdp |
16 |
3,203.737 |
0.012 |
0.010 |
0.015 |
alternative |
gdp |
gdp |
17 |
8,610.966 |
0.012 |
0.010 |
0.015 |
alternative |
gdp |
gdp |
18 |
23,144.491 |
0.012 |
0.010 |
0.015 |
alternative |
gdp |
gdp |
19 |
62,207.630 |
0.012 |
0.010 |
0.015 |
alternative |
gdp |
gdp |
20 |
167,201.341 |
0.012 |
0.010 |
0.015 |
Next steps
- Post-Estimation Workflows vignette — covers historical decomposition, including full-sample HD plots and event-window composition views, plus hypothesis testing, peak/duration response summaries, and representative-draw selection.
-
Hypothesis Testing vignette — formal posterior
probability statements via
hypothesis_irf(),joint_hypothesis_irf(), andsimultaneous_irf().