Research Article
Dynamic Mechanisms of the Environmental Effects of FDI: An Empirical Test Based on the PVAR Model
Table 6
The PVAR variance decomposition results of Model (2).
| ā | s | dlnso2 | dlnthi | dlnfdi |
| dlnso2 | 1 | 1.00000 | 0.00000 | 0.00000 | 3 | 0.72659 | 0.26863 | 0.00478 | 5 | 0.69651 | 0.29875 | 0.00473 | 10 | 0.69073 | 0.30455 | 0.00472 |
| dlnthi | 1 | 0.01789 | 0.98211 | 0.00000 | 3 | 0.06633 | 0.93337 | 0.0003 | 5 | 0.07219 | 0.92736 | 0.00044 | 10 | 0.07335 | 0.92618 | 0.00047 |
| dlnfdi | 1 | 0.03672 | 0.00266 | 0.96062 | 3 | 0.05480 | 0.17190 | 0.77329 | 5 | 0.05981 | 0.19080 | 0.74981 | 10 | 0.06081 | 0.19406 | 0.74513 |
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