Parameter estimates (and corresponding standard errors) and forecast error variance decomposition for the SVAR model (decomposition over 1, 2, 3, 6 and 12 months of shocks in the impulse variable [rows] over the response variables [columns]).

Parameter estimates (and corresponding standard errors) and forecast error variance decomposition for the SVAR model (decomposition over 1, 2, 3, 6 and 12 months of shocks in the impulse variable [rows] over the response variables [columns]).本数据集收录结构向量自回归（SVAR, Structural Vector Autoregression）模型的参数估计值（及对应标准误）与预测误差方差分解结果；其中预测误差方差分解以1、2、3、6及12个月为预测步长，统计以行维度标注的脉冲变量的冲击对以列维度标注的各响应变量的分解结果。