战略性金属矿产价格冲击对行业产出的影响——基于TVP-FAVAR模型的时变分析

钟美瑞, 宋婉婷

Impact of strategic metal price shocks on industrial output:Time-varying analysis based on the TVP-FAVAR model

ZHONG Meirui, SONG Wanting

表2 4个主因素主成分分析结果

Table 2 Principal component analysis results of four main factors

成分 特征值 相应特征值与后一项的差 解释比例/% 累积特征值 累积解释比例/% F1 18.7199 9.5132 26.00 18.7199 26.00 F2 9.2068 3.3967 12.79 27.9267 38.79 F3 5.8100 0.8670 8.07 33.7367 46.86 F4 4.9431 1.6926 6.87 38.6798 53.72