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

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4 模型参数估计结果

Table 4 Model parameter estimation results

参数	均值	标准差	95%下限	95%上限	Geweke	无效因子
(F1, F2, F3, F4, MDIO)
$({\sum^{}}_{β})_{1}$	0.0227	0.0025	0.0184	0.0282	0.3940	8.9900
$({\sum^{}}_{β})_{2}$	0.0225	0.0025	0.0183	0.0280	0.5530	8.4700
$({\sum^{}}_{α})_{1}$	0.0856	0.0296	0.0448	0.1553	0.2910	63.0000
$({\sum^{}}_{α})_{2}$	0.0819	0.0285	0.0431	0.1536	0.4110	40.3400
$({\sum^{}}_{h})_{1}$	0.2307	0.0994	0.0826	0.4458	0.1120	125.9800
$({\sum^{}}_{h})_{2}$	0.3005	0.1075	0.1331	0.5631	0.7390	78.8300
(F1, F2, F3, F4, SRPIO)
$({\sum^{}}_{β})_{1}$	0.0224	0.0026	0.0180	0.0282	0.8430	9.3600
$({\sum^{}}_{β})_{2}$	0.0223	0.0024	0.0182	0.0277	0.2850	6.9100
$({\sum^{}}_{α})_{1}$	0.0924	0.0360	0.0478	0.1845	0.2700	49.9100
$({\sum^{}}_{α})_{2}$	0.0808	0.0278	0.0422	0.1522	0.4440	68.5100
$({\sum^{}}_{h})_{1}$	0.2144	0.1027	0.0732	0.4922	0.9980	93.2800
$({\sum^{}}_{h})_{2}$	0.2848	0.1074	0.1196	0.5234	0.7190	89.2800