Research Article
Carbon Market Efficiency and Economic Policy Uncertainty: Evidence from a TVP-VAR Model
| Parameter | Mean | SteDev | 95% L | 95% U | Geweke | Inef |
| sb1 | 0.0227 | 0.0025 | 0.0184 | 0.0284 | 0.941 | 3.73 | sb2 | 0.0225 | 0.0026 | 0.0181 | 0.0282 | 0.907 | 3.34 | sa1 | 0.0797 | 0.0312 | 0.0417 | 0.1561 | 0.853 | 30.13 | sa2 | 0.0749 | 0.0233 | 0.0418 | 0.1316 | 0.464 | 21.41 | sh1 | 0.2050 | 0.1051 | 0.0738 | 0.4837 | 0.061 | 65.25 | sh2 | 0.2208 | 0.0852 | 0.1039 | 0.4267 | 0.428 | 34.42 |
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