Research Article

Identifying the Potential Causes, Consequences, and Prevention of Communicable Diseases (Including COVID-19)

Table 5

Impulse response function estimates.
(a)

Response of COMD
PeriodCOMDPDENLBHWFCHMCO2FFUELPOV

11.009728000000
20.9710820.0122980.262409-0.0100200.032316-0.0284660.006108
30.9310740.0209770.258162-0.0132990.013421-0.043322-0.015149
40.9078590.0318150.248270-0.0150490.012690-0.043405-0.022032
50.8850950.0435580.242994-0.0178650.008563-0.043342-0.029479
60.8625430.0566830.237839-0.0204990.005273-0.043461-0.036453
70.8404310.0712650.232703-0.0231570.002082-0.043655-0.043159
80.8187570.0874760.227635-0.025810-0.000831-0.043912-0.049528
90.7975060.1054880.222634-0.028471-0.003486-0.044244-0.055578
100.7766670.1254980.217694-0.031147-0.005855-0.044661-0.061307

(b)

Response of HEXP
PeriodHEXPCOVID-19COMDCO2FFUELGDPPC

1161.184400000
2156.25670.8044993.4625969.8466541.803069-1.196444
3156.5138-0.5531854.2407499.3903220.463866-1.894477
4157.1644-1.9885185.03525210.90567-0.746911-3.659306
5157.7119-3.3507085.81320812.03504-1.983548-5.657835
6158.2858-4.6845266.56071913.23044-3.222137-7.828792
7158.8597-5.9837567.28674214.42421-4.468027-10.09466
8159.4376-7.2514297.99329115.63375-5.721767-12.43274
9160.0184-8.4889178.68237316.85836-6.984202-14.83246
10160.6019-9.6978299.35543518.09925-8.255852-17.29032

(c)

Response of GDPPC
PeriodGDPPCCOMDLBHWFCHMPDENEUSEHEXPCOVID-19

1643.93260000000
2895.024411.21296-1.185111-33.81734-21.69921-20.9359516.04855-9.879289
3994.006714.748532.930395-7.158432-52.19020-23.9487818.14983-10.71273
41037.94114.627114.76793735.55866-88.29733-30.5523118.42102-8.380977
51061.07213.365055.50533684.65466-128.5741-36.4463018.36574-4.781985
61076.86911.892805.850025135.8865-172.8341-42.5993617.78438-0.751515
71090.32010.483976.092191187.7078-221.3182-49.0112816.851333.392802
81103.3379.2493036.330860239.5871-274.4744-55.7536615.561687.506505
91116.6678.2272226.616580291.3639-332.8696-62.8818713.9002911.51120
101130.6197.4300716.980254343.0227-397.1622-70.4513011.8370615.35104

(d)

Response of COMD
PeriodCOMDHSWFLCUSELCERFHEXPPDEN

11.010723000000
20.975074-0.266702-0.008598-0.0334310.029162-0.0025280.007956
30.934093-0.262988-0.011574-0.0134490.0432830.0016500.014013
40.907904-0.252393-0.012583-0.0099000.0432740.0069390.021189
50.883101-0.245768-0.014695-0.0052940.0427520.0114260.029323
60.858720-0.239557-0.016792-0.0012260.0424990.0156900.038535
70.834943-0.233442-0.0189650.0025030.0423700.0197810.048930
80.811768-0.227462-0.0212040.0058210.0423550.0236910.060635
90.789178-0.221616-0.0235150.0087210.0424660.0274150.073792
100.767154-0.215894-0.0259020.0111820.0427120.0309470.088559