Luận án Phân tích tác động của thiên tai đến tăng trưởng kinh tế và lạm phát tại Việt Nam

) (6.4E-05) (1.1E-06) (0.18157) (0.00044) (0.00015) [ 0.78084] [ 1.40654] [ 0.02314] [ 0.57327] [ 0.21480] [ 2.49911] [ 1.93151] FDI(-1) 0.007891 -0.399683 -0.012886 -0.000213 -163.6543 0.325911 0.022659 (0.03064) (1.14177) (0.02245) (0.00039) (63.5053) (0.15263) (0.05109) [ 0.25754] [-0.35006] [-0.57387] [-0.54539] [-2.57702] [ 2.13528] [ 0.44352] FDI(-2) 0.021381 -0.177170 0.000956 9.86E-05 162.9780 0.530565 -0.016384 (0.03143) (1.17133) (0.02304) (0.00040) (65.1494) (0.15658) (0.05241) [ 0.68018] [-0.15126] [ 0.04149] [ 0.24608] [ 2.50160] [ 3.38840] [-0.31260] G(-1) -0.025028 -5.313201 -0.004269 -0.000485 -275.9025 -0.972038 0.389738 (0.09357) (3.48677) (0.06857) (0.00119) (193.934) (0.46611) (0.15602) [-0.26747] [-1.52382] [-0.06225] [-0.40676] [-1.42266] [-2.08543] [ 2.49804] G(-2) 0.069880 3.755228 -0.032120 0.000542 313.2247 0.205335 0.071035 (0.09897) (3.68782) (0.07253) (0.00126) (205.117) (0.49299) (0.16501) [ 0.70609] [ 1.01828] [-0.44288] [ 0.42987] [ 1.52705] [ 0.41651] [ 0.43048] C 9.955682 245.8986 0.187347 -0.000653 8626.976 19.20747 9.688417 (1.72778) (64.3820) (1.26616) (0.02203) (3580.94) (8.60657) (2.88081) [ 5.76213] [ 3.81937] [ 0.14796] [-0.02965] [ 2.40914] [ 2.23172] [ 3.36309] R-squared 0.534991 0.509452 0.579040 0.925122 0.501134 0.769312 0.528097 Adj. R-squared 0.331550 0.294837 0.394870 0.892363 0.282880 0.668386 0.321640 S.E. equation 1.687191 62.86970 1.236422 0.021512 3496.821 8.404403 2.813139 F-statistic 2.629708 2.373796 3.144052 28.24027 2.296104 7.622546 2.557901 Akaike AIC 4.137894 11.37389 3.516207 -4.586563 19.41098 7.349275 5.160365 161 Phụ lục 4.6: Kiểm định phần dư tuân theo phân phối chuẩn VAR Residual Normality Tests Orthogonalization: Cholesky (Lutkepohl) Null Hypothesis: residuals are multivariate normal Date: 02/23/17 Time: 23:34 Sample: 2004Q1 2016Q2 Included observations: 47 Component Jarque-Bera df Prob. 1 0.797934 2 0.6710 2 1.185764 2 0.5527 3 1.730739 2 0.4209 4 1.949589 2 0.3773 5 0.435688 2 0.8043 6 0.265567 2 0.8757 7 0.089015 2 0.9565 Joint 6.454296 14 0.9537 Phụ lục 4.7: Kiểm định hiện tượng tự tương quan VAR Residual Serial Correlation LM Tests Null Hypothesis: no serial correlation at lag order h Date: 02/23/17 Time: 23:38 Sample: 2004Q1 2016Q2 Included observations: 47 Lags LM-Stat Prob 1 47.06751 0.5518 2 41.88974 0.7543 3 43.33791 0.7011 Probs from chi-square with 49 df. 162 Phụ lục 4.8: Kiểm định phương sai sai số thay đổi VAR Residual Heteroskedasticity Tests: No Cross Terms (only levels and squares) Date: 02/23/17 Time: 23:39 Sample: 2004Q1 2016Q2 Included observations: 47 Joint test: Chi-sq df Prob. 801.9077 784 0.3207 Individual components: Dependent R-squared F(28,18) Prob. Chi-sq(28) Prob. res1*res1 0.568507 0.846988 0.6619 26.71985 0.5335 res2*res2 0.598760 0.959320 0.5507 28.14173 0.4570 res3*res3 0.730186 1.739737 0.1115 34.31875 0.1906 res4*res4 0.714381 1.607893 0.1480 33.57590 0.2152 res5*res5 0.561810 0.824216 0.6849 26.40506 0.5508 res6*res6 0.592398 0.934312 0.5749 27.84271 0.4728 res7*res7 0.443321 0.511950 0.9457 20.83608 0.8321 res2*res1 0.557056 0.808470 0.7008 26.18161 0.5631 res3*res1 0.665959 1.281628 0.2955 31.30007 0.3039 res3*res2 0.535781 0.741958 0.7668 25.18171 0.6179 res4*res1 0.661738 1.257613 0.3105 31.10168 0.3126 res4*res2 0.489953 0.617531 0.8772 23.02778 0.7316 res4*res3 0.644154 1.163705 0.3754 30.27525 0.3502 res5*res1 0.648050 1.183699 0.3607 30.45833 0.3417 res5*res2 0.522735 0.704103 0.8028 24.56854 0.6512 res5*res3 0.600116 0.964753 0.5455 28.20546 0.4536 res5*res4 0.474183 0.579730 0.9050 22.28661 0.7679 res6*res1 0.538726 0.750799 0.7582 25.32013 0.6104 res6*res2 0.614990 1.026857 0.4880 28.90452 0.4174 res6*res3 0.508877 0.666096 0.8371 23.91722 0.6859 res6*res4 0.517753 0.690189 0.8156 24.33440 0.6638 res6*res5 0.704112 1.529780 0.1750 33.09327 0.2323 res7*res1 0.504242 0.653859 0.8476 23.69938 0.6973 res7*res2 0.625175 1.072229 0.4483 29.38322 0.3933 res7*res3 0.500237 0.643467 0.8564 23.51115 0.7071 res7*res4 0.634330 1.115168 0.4129 29.81351 0.3722 res7*res5 0.640338 1.144535 0.3899 30.09588 0.3586 res7*res6 0.645850 1.172355 0.3689 30.35496 0.3465 163 Phụ lục 4.9: Phân phối thiệt hại tài sản do thiên tai từ 2004Q1-2016Q2 0 5 10 15 20 25 30 35 40 0 5000 10000 15000 20000 25000 30000 Series: DAMAGE Sample 2004Q1 2016Q2 Observations 50 Mean 3191.480 Median 888.5000 Maximum 27540.00 Minimum 10.00000 Std. Dev. 5474.727 Skewness 2.512947 Kurtosis 9.884948 Jarque-Bera 151.3794 Probability 0.000000 164 Phụ lục 5.1: Thiệt hại do thiên tai giai đoạn 2004T1-2014T12 0 100,000 200,000 300,000 400,000 500,000 600,000 700,000 800,000 900,000 04 05 06 07 08 09 10 11 12 13 14 DAM Phụ lục 5.2: Lạm phát Việt Nam giai đoạn 2004T1-2014T12 -1 0 1 2 3 4 04 05 06 07 08 09 10 11 12 13 14 INFLATION 165 Phụ lục 5.3: Kiểm định tính dừng Biến số Kiểm định ADF Kiểm định PP Level 1st difference Level 1st difference INFLATION -5,780*** -5,747*** DAMAGE -4,214*** -8,304*** OIL_PRICE -3,832*** -3,043** EX_RATE -0,080 -9,088*** -0,003 -9,019*** DM2 -9,521*** -9,645*** Nguồn: Phân tích của tác giả Ghi chú: Dấu ** và *** cho biết kết quả có ý nghĩa thống kê lần lượt là 5% và 1%. Phụ lục 5.4: Các tiêu chí lựa chọn độ trễ cho mô hình Độ trễ Tiêu chí LR: Sequential modified LR test statistic FPE: Final prediction error AIC: Akaike information criterion HQ: Hannan-Quinn information criterion 0 NA 48715992 31.890 31.936 1 323.482 5080841 29.630 29.901* 2 65.248* 4306838* 29.462* 29.960 3 29.350 4919576 29.591 30.315 Nguồn: Phân tích của tác giả Ghi chú: dấu * thể hiện độ trễ được chọn tương ứng với tiêu chí 166 Phụ lục 5.5: Mô hình SVAR phân tích tác động của thiên tai đến lạm phát Vector Autoregression Estimates Date: 03/11/16 Time: 19:21 Sample (adjusted): 2004M04 2014M12 Included observations: 129 after adjustments Standard errors in ( ) & t-statistics in [ ] DAMAGE OIL_PRICE DM2 D(EX_RATE) INFLATION DAMAGE(-1) 0.184262 0.262201 -0.070851 11.75892 0.032535 (0.08809) (0.40582) (0.08982) (8.65378) (0.03544) [ 2.09171] [ 0.64609] [-0.78878] [ 1.35882] [ 0.91795] DAMAGE(-2) 0.315133 0.729938 0.106590 -19.17969 0.086412 (0.09380) (0.43213) (0.09565) (9.21480) (0.03774) [ 3.35954] [ 1.68915] [ 1.11441] [-2.08140] [ 2.28960] OIL_PRICE(-1) 0.020829 1.249757 -0.044195 -0.343633 0.024085 (0.01920) (0.08845) (0.01958) (1.88602) (0.00772) [ 1.08493] [ 14.1301] [-2.25759] [-0.18220] [ 3.11797] OIL_PRICE(-2) -0.011431 -0.394061 0.033825 0.157080 -0.018080 (0.01780) (0.08200) (0.01815) (1.74863) (0.00716) [-0.64216] [-4.80543] [ 1.86361] [ 0.08983] [-2.52442] DM2(-1) 0.105805 -0.147822 0.097110 -7.637874 0.104253 (0.08868) (0.40852) (0.09042) (8.71120) (0.03568) [ 1.19317] [-0.36185] [ 1.07399] [-0.87679] [ 2.92201] DM2(-2) 0.068384 0.035636 -0.033810 3.891567 0.077985 (0.08957) (0.41266) (0.09134) (8.79949) (0.03604) [ 0.76343] [ 0.08636] [-0.37017] [ 0.44225] [ 2.16384] D(EX_RATE(-1)) 0.000117 0.003305 -0.001848 0.232038 0.000342 (0.00093) (0.00429) (0.00095) (0.09154) (0.00037) [ 0.12604] [ 0.76998] [-1.94490] [ 2.53487] [ 0.91258] D(EX_RATE(-2)) 0.000633 -0.005253 -0.000286 -0.073695 0.000830 (0.00095) (0.00436) (0.00096) (0.09287) (0.00038) [ 0.66938] [-1.20608] [-0.29638] [-0.79352] [ 2.18226] INFLATION(-1) 0.162389 1.709131 -0.075777 8.281074 0.392247 (0.22300) (1.02735) (0.22739) (21.9072) (0.08973) [ 0.72819] [ 1.66362] [-0.33324] [ 0.37801] [ 4.37164] INFLATION(-2) 0.033347 0.434995 -0.229386 9.315251 0.070566 (0.21183) (0.97586) (0.21599) (20.8091) (0.08523) [ 0.15742] [ 0.44576] [-1.06201] [ 0.44765] [ 0.82797] C 2.908139 5.631022 3.024136 118.7403 -1.760884 (1.28639) (5.92621) (1.31168) (126.370) (0.51757) [ 2.26070] [ 0.95019] [ 2.30554] [ 0.93962] [-3.40219] 167 R-squared 0.234966 0.898771 0.179843 0.097412 0.506299 Adj. R-squared 0.170132 0.890192 0.110338 0.020921 0.464459 Sum sq. resids 291.7464 6191.803 303.3342 2815476. 47.22881 S.E. equation 1.572395 7.243819 1.603318 154.4667 0.632649 F-statistic 3.624149 104.7673 2.587486 1.273512 12.10108 Log likelihood -235.6797 -432.7335 -238.1920 -827.4516 -118.2329 Akaike AIC 3.824492 6.879589 3.863443 12.99925 2.003611 Schwarz SC 4.068352 7.123449 4.107302 13.24311 2.247471 Mean dependent 9.024972 111.3411 1.986667 42.57364 0.761550 S.D. dependent 1.726066 21.86004 1.699837 156.1083 0.864503 Determinant resid covariance (dof adj.) 2832285. Determinant resid covariance 1813838. Log likelihood -1844.722 Akaike information criterion 29.45305 Schwarz criterion 30.67235 168 Phụ lục 5.6: Kiểm định hiện tượng tự tương quan VAR Residual Serial Correlation LM Tests Null Hypothesis: no serial correlation at lag order h Date: 02/24/17 Time: 19:45 Sample: 2004M01 2014M12 Included observations: 129 Lags LM-Stat Prob 1 29.41682 0.2469 2 25.10690 0.4564 3 27.05578 0.3531 4 29.07307 0.2609 Probs from chi-square with 25 df. 169 Phụ lục 5.7: Kiểm định phương sai thay đổi với biến phụ thuộc lạm phát Heteroskedasticity Test: White F-statistic 2.086336 Prob. F(10,118) 0.0307 Obs*R-squared 19.38145 Prob. Chi-Square(10) 0.0357 Scaled explained SS 38.42313 Prob. Chi-Square(10) 0.0000 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 02/24/17 Time: 20:05 Sample: 2004M04 2014M12 Included observations: 129 Variable Coefficient Std. Error t-Statistic Prob. C 0.436441 0.328241 1.329635 0.1862 (DAMAGE(-1))^2 -0.002407 0.002543 -0.946753 0.3457 (DAMAGE(-2))^2 -0.000933 0.002630 -0.354801 0.7234 (OIL_PRICE(-1))^2 -1.59E-05 3.93E-05 -0.405846 0.6856 (OIL_PRICE(-2))^2 5.89E-06 3.65E-05 0.161409 0.8720 (DM2(-1))^2 0.012715 0.006675 1.905021 0.0592 (DM2(-2))^2 0.017135 0.006735 2.544428 0.0122 (EX_RATE(-1)- EX_RATE(-2))^2 -1.13E-07 3.95E-07 -0.285706 0.7756 (EX_RATE(-2)- EX_RATE(-3))^2 2.54E-08 3.96E-07 0.064137 0.9490 (INFLATION(-1))^2 0.054921 0.035211 1.559770 0.1215 (INFLATION(-2))^2 0.051251 0.033276 1.540179 0.1262 R-squared 0.150244 Mean dependent var 0.366115 Adjusted R-squared 0.078231 S.D. dependent var 0.800080 S.E. of regression 0.768147 Akaike info criterion 2.391743 Sum squared resid 69.62587 Schwarz criterion 2.635603 Log likelihood -143.2675 Hannan-Quinn criter. 2.490829 F-statistic 2.086336 Durbin-Watson stat 2.365275 Prob(F-statistic) 0.030722 170 Phụ lục 5.8: Kiểm định phương sai thay đổi với biến phụ thuộc thiệt hại tài sản Heteroskedasticity Test: White F-statistic 0.383634 Prob. F(10,118) 0.9517 Obs*R-squared 4.061905 Prob. Chi-Square(10) 0.9445 Scaled explained SS 5.862635 Prob. Chi-Square(10) 0.8267 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 02/24/17 Time: 20:06 Sample: 2004M04 2014M12 Included observations: 129 Variable Coefficient Std. Error t-Statistic Prob. C 4.607286 1.847035 2.494423 0.0140 (DAMAGE(-1))^2 -0.020839 0.014309 -1.456418 0.1479 (DAMAGE(-2))^2 -0.001102 0.014801 -0.074456 0.9408 (OIL_PRICE(-1))^2 3.47E-06 0.000221 0.015695 0.9875 (OIL_PRICE(-2))^2 -2.92E-05 0.000205 -0.141928 0.8874 (DM2(-1))^2 -0.003633 0.037559 -0.096734 0.9231 (DM2(-2))^2 -0.022581 0.037896 -0.595883 0.5524 (EX_RATE(-1)- EX_RATE(-2))^2 -5.00E-08 2.22E-06 -0.022500 0.9821 (EX_RATE(-2)- EX_RATE(-3))^2 -1.03E-06 2.23E-06 -0.461266 0.6455 (INFLATION(-1))^2 -0.039601 0.198135 -0.199867 0.8419 (INFLATION(-2))^2 0.074349 0.187248 0.397063 0.6920 R-squared 0.031488 Mean dependent var 2.261600 Adjusted R-squared -0.050590 S.D. dependent var 4.217061 S.E. of regression 4.322415 Akaike info criterion 5.846920 Sum squared resid 2204.626 Schwarz criterion 6.090780 Log likelihood -366.1264 Hannan-Quinn criter. 5.946006 F-statistic 0.383634 Durbin-Watson stat 1.819002 Prob(F-statistic) 0.951665 171 Phụ lục 5.9: Kiểm định phương sai thay đổi với biến phụ thuộc giá dầu Heteroskedasticity Test: White F-statistic 1.215511 Prob. F(10,118) 0.2881 Obs*R-squared 12.04724 Prob. Chi-Square(10) 0.2819 Scaled explained SS 12.55852 Prob. Chi-Square(10) 0.2494 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 02/24/17 Time: 20:07 Sample: 2004M04 2014M12 Included observations: 129 Variable Coefficient Std. Error t-Statistic Prob. C -6.350523 32.23210 -0.197025 0.8441 (DAMAGE(-1))^2 -0.027587 0.249695 -0.110483 0.9122 (DAMAGE(-2))^2 0.383431 0.258294 1.484477 0.1403 (OIL_PRICE(-1))^2 -0.005849 0.003856 -1.517033 0.1319 (OIL_PRICE(-2))^2 0.007149 0.003585 1.994072 0.0485 (DM2(-1))^2 1.211657 0.655432 1.848641 0.0670 (DM2(-2))^2 -0.170110 0.661304 -0.257235 0.7974 (EX_RATE(-1)- EX_RATE(-2))^2 -3.39E-05 3.88E-05 -0.875010 0.3833 (EX_RATE(-2)- EX_RATE(-3))^2 -8.23E-06 3.89E-05 -0.211539 0.8328 (INFLATION(-1))^2 -0.548620 3.457604 -0.158671 0.8742 (INFLATION(-2))^2 1.527379 3.267608 0.467430 0.6411 R-squared 0.093389 Mean dependent var 47.99848 Adjusted R-squared 0.016558 S.D. dependent var 76.06161 S.E. of regression 75.42926 Akaike info criterion 11.56568 Sum squared resid 671369.7 Schwarz criterion 11.80954 Log likelihood -734.9865 Hannan-Quinn criter. 11.66477 F-statistic 1.215511 Durbin-Watson stat 2.094358 Prob(F-statistic) 0.288097 172 Phụ lục 5.10: Kiểm định phương sai thay đổi với biến phụ thuộc cung tiền Heteroskedasticity Test: White F-statistic 0.821572 Prob. F(10,118) 0.6085 Obs*R-squared 8.396957 Prob. Chi-Square(10) 0.5901 Scaled explained SS 11.30816 Prob. Chi-Square(10) 0.3340 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 02/24/17 Time: 20:09 Sample: 2004M04 2014M12 Included observations: 129 Variable Coefficient Std. Error t-Statistic Prob. C -0.119245 1.822536 -0.065428 0.9479 (DAMAGE(-1))^2 -0.010710 0.014119 -0.758553 0.4496 (DAMAGE(-2))^2 0.029622 0.014605 2.028191 0.0448 (OIL_PRICE(-1))^2 -0.000129 0.000218 -0.591288 0.5555 (OIL_PRICE(-2))^2 0.000192 0.000203 0.948464 0.3448 (DM2(-1))^2 0.045898 0.037061 1.238448 0.2180 (DM2(-2))^2 0.001090 0.037393 0.029157 0.9768 (EX_RATE(-1)- EX_RATE(-2))^2 -1.81E-06 2.19E-06 -0.825158 0.4109 (EX_RATE(-2)- EX_RATE(-3))^2 -1.13E-06 2.20E-06 -0.513433 0.6086 (INFLATION(-1))^2 -0.031159 0.195507 -0.159374 0.8736 (INFLATION(-2))^2 -0.119173 0.184764 -0.644999 0.5202 R-squared 0.065093 Mean dependent var 2.351428 Adjusted R-squared -0.014137 S.D. dependent var 4.235252 S.E. of regression 4.265083 Akaike info criterion 5.820215 Sum squared resid 2146.530 Schwarz criterion 6.064075 Log likelihood -364.4039 Hannan-Quinn criter. 5.919301 F-statistic 0.821572 Durbin-Watson stat 2.145976 Prob(F-statistic) 0.608543 173 Phụ lục 5.11: Kiểm định phương sai thay đổi với biến phụ thuộc tỷ giá Heteroskedasticity Test: White F-statistic 0.832948 Prob. F(10,118) 0.5978 Obs*R-squared 8.505563 Prob. Chi-Square(10) 0.5796 Scaled explained SS 172.5362 Prob. Chi-Square(10) 0.0000 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 02/24/17 Time: 20:09 Sample: 2004M04 2014M12 Included observations: 129 Variable Coefficient Std. Error t-Statistic Prob. C -44517.28 65624.28 -0.678366 0.4989 (DAMAGE(-1))^2 987.5567 508.3772 1.942567 0.0545 (DAMAGE(-2))^2 -124.7548 525.8842 -0.237229 0.8129 (OIL_PRICE(-1))^2 -1.786598 7.849878 -0.227596 0.8204 (OIL_PRICE(-2))^2 0.327109 7.299599 0.044812 0.9643 (DM2(-1))^2 -1012.691 1334.453 -0.758881 0.4494 (DM2(-2))^2 2062.653 1346.410 1.531965 0.1282 (EX_RATE(-1)- EX_RATE(-2))^2 -0.028376 0.078953 -0.359402 0.7199 (EX_RATE(-2)- EX_RATE(-3))^2 -0.030388 0.079180 -0.383788 0.7018 (INFLATION(-1))^2 946.3374 7039.653 0.134430 0.8933 (INFLATION(-2))^2 3755.571 6652.823 0.564508 0.5735 R-squared 0.065935 Mean dependent var 21825.39 Adjusted R-squared -0.013223 S.D. dependent var 152567.9 S.E. of regression 153573.3 Akaike info criterion 26.80316 Sum squared resid 2.78E+12 Schwarz criterion 27.04702 Log likelihood -1717.804 Hannan-Quinn criter. 26.90224 F-statistic 0.832948 Durbin-Watson stat 1.980015 Prob(F-statistic) 0.597836 174 Phụ lục 5.12: Ma trận A và B khi xác định cấu trúc mô hình VAR Structural VAR Estimates Date: 03/11/16 Time: 19:21 Sample (adjusted): 2004M04 2014M12 Included observations: 129 after adjustments Estimation method: method of scoring (analytic derivatives) Convergence achieved after 23 iterations Structural VAR is just-identified Model: Ae = Bu where E[uu']=I Restriction Type: short-run text form @e1 = c(1)*@u1 @e2 = -c(2)*@e1 + c(3)*@u2 @e3 = -c(4)*@e1 - c(5)*@e2 + c(6)*@u3 @e4 = -c(7)*@e1 - c(8)*@e2 - c(9)*@e3+ c(10)*@u4 @e5 = -c(11)*@e1 - c(12)*@e2 - c(13)*@e3- c(14)*@e4+ c(15)*@u5 where @e1 represents DAMAGESA residuals @e2 represents OIL_PRICE residuals @e3 represents DM2 residuals @e4 represents D(EX_RATE) residuals @e5 represents INFLATION residuals Coefficient Std. Error z-Statistic Prob. C(2) 0.462630 0.403562 1.146368 0.2516 C(4) -0.049773 0.089989 -0.553099 0.5802 C(5) 0.011098 0.019534 0.568132 0.5699 C(7) -3.041801 8.653934 -0.351493 0.7252 C(8) -2.211134 1.878607 -1.177007 0.2392 C(9) 1.296257 8.456946 0.153277 0.8782 C(11) 0.003635 0.034088 0.106647 0.9151 C(12) -0.016813 0.007436 -2.260981 0.0238 C(13) 0.000664 0.033299 0.019947 0.9841 C(14) -0.000830 0.000347 -2.393447 0.0167 C(1) 1.572395 0.097893 16.06238 0.0000 C(3) -7.207201 0.448701 -16.06238 0.0000 C(6) 1.598993 0.099549 16.06238 0.0000 C(10) -153.5872 9.561918 -16.06238 0.0000 C(15) 0.604698 0.037647 16.06238 0.0000 Estimated A matrix: 1.000000 0.000000 0.000000 0.000000 0.000000 0.462630 1.000000 0.000000 0.000000 0.000000 -0.049773 0.011098 1.000000 0.000000 0.000000 -3.041801 -2.211134 1.296257 1.000000 0.000000 0.003635 -0.016813 0.000664 -0.000830 1.000000 Estimated B matrix: 1.572395 0.000000 0.000000 0.000000 0.000000 0.000000 7.207201 0.000000 0.000000 0.000000 0.000000 0.000000 1.598993 0.000000 0.000000 0.000000 0.000000 0.000000 153.5872 0.000000 0.000000 0.000000 0.000000 0.000000 0.604698 175 Phụ lục 5.13: Ảnh hưởng thiên tai đến giá cả lương thực, thực phẩm Vector Autoregression Estimates Date: 02/25/17 Time: 18:46 Sample (adjusted): 2004M04 2014M12 Included observations: 129 after adjustments Standard errors in ( ) & t-statistics in [ ] DAMAGE OIL_PRICE DM2 D(EX_RATE) FOOD DAMAGE(-1) 0.190414 0.290896 -0.074329 11.42007 0.070246 (0.08771) (0.39920) (0.08884) (8.53393) (0.05674) [ 2.17093] [ 0.72869] [-0.83670] [ 1.33820] [ 1.23797] DAMAGE(-2) 0.316266 0.646917 0.083147 -20.94562 0.142650 (0.09458) (0.43046) (0.09579) (9.20215) (0.06119) [ 3.34395] [ 1.50284] [ 0.86800] [-2.27617] [ 2.33142] OIL_PRICE(-1) 0.022704 1.240204 -0.047084 -0.870317 0.016116 (0.01915) (0.08716) (0.01940) (1.86328) (0.01239) [ 1.18554] [ 14.2288] [-2.42750] [-0.46709] [ 1.30081] OIL_PRICE(-2) -0.012078 -0.380156 0.034717 0.587662 -0.010304 (0.01798) (0.08182) (0.01821) (1.74909) (0.01163) [-0.67186] [-4.64627] [ 1.90676] [ 0.33598] [-0.88599] DM2(-1) 0.099663 -0.210555 0.114062 -8.205197 0.064138 (0.08847) (0.40268) (0.08961) (8.60822) (0.05724) [ 1.12646] [-0.52288] [ 1.27288] [-0.95318] [ 1.12057] DM2(-2) 0.077059 0.089736 -0.047583 3.409242 0.222520 (0.08693) (0.39563) (0.08804) (8.45750) (0.05623) [ 0.88649] [ 0.22682] [-0.54047] [ 0.40310] [ 3.95698] D(EX_RATE(-1)) 0.000142 0.002971 -0.001900 0.219325 -0.000177 (0.00093) (0.00423) (0.00094) (0.09048) (0.00060) [ 0.15296] [ 0.70194] [-2.01690] [ 2.42393] [-0.29491] D(EX_RATE(-2)) 0.000700 -0.004630 -0.000280 -0.071395 0.001308 (0.00094) (0.00430) (0.00096) (0.09187) (0.00061) [ 0.74145] [-1.07721] [-0.29245] [-0.77710] [ 2.14142] FOOD(-1) 0.064328 1.246905 0.130681 15.03706 0.446005 (0.13136) (0.59787) (0.13305) (12.7809) (0.08498) [ 0.48971] [ 2.08558] [ 0.98223] [ 1.17653] [ 5.24826] FOOD(-2) 0.023709 0.262825 -0.232206 4.579393 0.094604 (0.12758) (0.58065) (0.12921) (12.4128) (0.08253) [ 0.18584] [ 0.45264] [-1.79707] [ 0.36892] [ 1.14624] C 2.762624 5.854367 3.353141 145.9881 -2.773008 (1.26615) (5.76271) (1.28239) (123.191) (0.81911) [ 2.18191] [ 1.01591] [ 2.61476] [ 1.18505] [-3.38538] R-squared 0.232679 0.900900 0.188390 0.111961 0.510911 Adj. R-squared 0.167651 0.892501 0.119610 0.036704 0.469463 Sum sq. resids 292.6186 6061.588 300.1730 2770090. 122.4673 S.E. equation 1.574744 7.167244 1.594942 153.2166 1.018754 F-statistic 3.578172 107.2714 2.739004 1.487710 12.32648 Log likelihood -235.8723 -431.3626 -237.5163 -826.4034 -179.6911 Akaike AIC 3.827477 6.858334 3.852966 12.98300 2.956452 Schwarz SC 4.071337 7.102194 4.096826 13.22686 3.200312 Mean dependent 9.024972 111.3411 1.986667 42.57364 0.947597 S.D. dependent 1.726066 21.86004 1.699837 156.1083 1.398657 176 Phụ lục 5.14: Ảnh hưởng thiên tai đến giá cả đồ uống, thuốc lá Vector Autoregression Estimates Date: 02/25/17 Time: 18:48 Sample (adjusted): 2004M04 2014M12 Included observations: 129 after adjustments Standard errors in ( ) & t-statistics in [ ] DAMAGE OIL_PRICE DM2 D(EX_RATE) DRINK DAMAGE(-1) 0.186957 0.293268 -0.097944 10.44420 0.018140 (0.08705) (0.40012) (0.08959) (8.38865) (0.02647) [ 2.14776] [ 0.73295] [-1.09320] [ 1.24504] [ 0.68535] DAMAGE(-2) 0.318163 0.806690 0.083006 -19.82347 0.061950 (0.09283) (0.42669) (0.09554) (8.94577) (0.02823) [ 3.42742] [ 1.89057] [ 0.86878] [-2.21596] [ 2.19472] OIL_PRICE(-1) 0.024965 1.315027 -0.052875 -0.020090 0.003678 (0.01796) (0.08254) (0.01848) (1.73053) (0.00546) [ 1.39023] [ 15.9316] [-2.86081] [-0.01161] [ 0.67353] OIL_PRICE(-2) -0.014791 -0.450568 0.038275 -0.385098 0.002194 (0.01742) (0.08008) (0.01793) (1.67897) (0.00530) [-0.84896] [-5.62626] [ 2.13445] [-0.22937] [ 0.41420] DM2(-1) 0.097806 -0.169482 0.110116 -7.417741 0.093933 (0.08857) (0.40714) (0.09116) (8.53576) (0.02693) [ 1.10423] [-0.41628] [ 1.20788] [-0.86902] [ 3.48765] DM2(-2) 0.069574 -0.145567 -0.033440 -1.776239 0.077724 (0.09123) (0.41932) (0.09389) (8.79126) (0.02774) [ 0.76266] [-0.34715] [-0.35615] [-0.20205] [ 2.80195] D(EX_RATE(-1)) -4.84E-05 0.001094 -0.001966 0.166494 0.000156 (0.00097) (0.00447) (0.00100) (0.09363) (0.00030) [-0.04986] [ 0.24487] [-1.96634] [ 1.77821] [ 0.52704] D(EX_RATE(-2)) 0.000521 -0.004975 -0.000462 -0.087006 0.000790 (0.00096) (0.00442) (0.00099) (0.09277) (0.00029) [ 0.54135] [-1.12433] [-0.46589] [-0.93791] [ 2.69892] DRINK(-1) 0.109575 2.735874 0.059267 54.73094 0.193982 (0.27994) (1.28677) (0.28813) (26.9777) (0.08512) [ 0.39142] [ 2.12616] [ 0.20570] [ 2.02875] [ 2.27882] DRINK(-2) 0.239473 0.613190 0.001144 19.45570 -0.089545 (0.27263) (1.25314) (0.28060) (26.2727) (0.08290) [ 0.87839] [ 0.48932] [ 0.00408] [ 0.74053] [-1.08017] C 2.761786 4.042637 3.669856 149.5226 -1.275673 (1.23108) (5.65872) (1.26708) (118.637) (0.37434) [ 2.24338] [ 0.71441] [ 2.89631] [ 1.26033] [-3.40778] R-squared 0.236837 0.899471 0.166410 0.133539 0.304810 Adj. R-squared 0.172162 0.890952 0.095767 0.060110 0.245895 Sum sq. resids 291.0328 6148.985 308.3022 2702782. 26.90928 S.E. equation 1.570471 7.218729 1.616394 151.3438 0.477540 F-statistic 3.661963 105.5790 2.355644 1.818617 5.173771 Log likelihood -235.5218 -432.2859 -239.2399 -824.8168 -81.94955 Akaike AIC 3.822043 6.872650 3.879688 12.95840 1.441078 Schwarz SC 4.065903 7.116510 4.123548 13.20226 1.684938 Mean dependent 9.024972 111.3411 1.986667 42.57364 0.540310 S.D. dependent 1.726066 21.86004 1.699837 156.1083 0.549913 177 Phụ lục 5.15: Ảnh hưởng thiên tai đến giá cả nhà ở và vật liệu xây dựng Vector Autoregression Estimates Date: 02/25/17 Time: 18:50 Sample (adjusted): 2004M04 2014M12 Included observations: 129 after adjustments Standard errors in ( ) & t-statistics in [ ] DAMAGE OIL_PRICE DM2 D(EX_RATE) HOUSE DAMAGE(-1) 0.191358 0.315369 -0.078428 14.34775 0.053396 (0.08757) (0.40627) (0.08946) (8.57190) (0.04041) [ 2.18508] [ 0.77626] [-0.87668] [ 1.67381] [ 1.32121] DAMAGE(-2) 0.317195 0.845952 0.092852 -17.68349 0.094976 (0.09339) (0.43326) (0.09541) (9.14151) (0.04310) [ 3.39631] [ 1.95251] [ 0.97324] [-1.93442] [ 2.20360] OIL_PRICE(-1) 0.024773 1.257901 -0.042139 1.026430 0.068468 (0.01974) (0.09158) (0.02017) (1.93231) (0.00911) [ 1.25488] [ 13.7352] [-2.08955] [ 0.53119] [ 7.51532] OIL_PRICE(-2) -0.014589 -0.386813 0.030400 -0.847497 -0.062490 (0.01839) (0.08531) (0.01879) (1.80003) (0.00849) [-0.79333] [-4.53407] [ 1.61825] [-0.47082] [-7.36326] DM2(-1) 0.115150 -0.300678 0.120509 -6.542360 0.094857 (0.09021) (0.41849) (0.09215) (8.82976) (0.04163) [ 1.27648] [-0.71849] [ 1.30772] [-0.74094] [ 2.27854] DM2(-2) 0.084468 0.048834 -0.011450 5.632606 0.004456 (0.08680) (0.40267) (0.08867) (8.49609) (0.04006) [ 0.97313] [ 0.12128] [-0.12913] [ 0.66296] [ 0.11124] D(EX_RATE(-1)) 0.000346 0.004398 -0.001913 0.242111 0.001508 (0.00093) (0.00431) (0.00095) (0.09099) (0.00043) [ 0.37256] [ 1.01997] [-2.01441] [ 2.66099] [ 3.51531] D(EX_RATE(-2)) 0.000810 -0.006852 -2.04E-05 -0.022346 0.000838 (0.00100) (0.00463) (0.00102) (0.09764) (0.00046) [ 0.81186] [-1.48068] [-0.02003] [-0.22887] [ 1.82002] HOUSE(-1) -0.038973 1.357461 -0.216410 -20.97903 0.451106 (0.17100) (0.79331) (0.17469) (16.7382) (0.07892) [-0.22790] [ 1.71114] [-1.23884] [-1.25336] [ 5.71621] HOUSE(-2) 0.146964 -0.491375 0.063680 12.17357 -0.202315 (0.16054) (0.74476) (0.16400) (15.7139) (0.07409) [ 0.91544] [-0.65978] [ 0.38830] [ 0.77470] [-2.73076] C 2.733946 3.671105 3.148369 52.99738 -1.757426 (1.27397) (5.91005) (1.30140) (124.697) (0.58792) [ 2.14601] [ 0.62116] [ 2.41921] [ 0.42501] [-2.98921] R-squared 0.235571 0.897431 0.177483 0.104639 0.658320 Adj. R-squared 0.170789 0.888739 0.107778 0.028761 0.629364 Sum sq. resids 291.5155 6273.762 304.2071 2792930. 62.08493 S.E. equation 1.571773 7.291603 1.605623 153.8470 0.725357 F-statistic 3.636361 103.2445 2.546203 1.379044 22.73522 Log likelihood -235.6287 -433.5817 -238.3774 -826.9330 -135.8736 Akaike AIC 3.823701 6.892739 3.866316 12.99121 2.277111 Schwarz SC 4.067561 7.136599 4.110176 13.23507 2.520971 Mean dependent 9.024972 111.3411 1.986667 42.57364 0.758760 S.D. dependent 1.726066 21.86004 1.699837 156.1083 1.191457 178 Phụ lục 5.16: Ảnh hưởng thiên tai đến giá cả y tế, dược phẩm Vector Autoregression Estimates Date: 02/25/17 Time: 18:52 Sample (adjusted): 2004M04 2014M12 Included observations: 129 after adjustments Standard errors in ( ) & t-statistics in [ ] DAMAGE OIL_PRICE DM2 D(EX_RATE) MEDICAL DAMAGE(-1) 0.209766 0.419501 -0.112336 13.40399 -0.011520 (0.08694) (0.40912) (0.08891) (8.55392) (0.09070) [ 2.41284] [ 1.02538] [-1.26347] [ 1.56700] [-0.12701] DAMAGE(-2) 0.325146 0.881201 0.096082 -18.45585 -0.040901 (0.09251) (0.43536) (0.09461) (9.10256) (0.09652) [ 3.51460] [ 2.02408] [ 1.01552] [-2.02755] [-0.42375] OIL_PRICE(-1) 0.026030 1.322167 -0.051155 0.194538 0.019446 (0.01776) (0.08356) (0.01816) (1.74716) (0.01853) [ 1.46588] [ 15.8223] [-2.81685] [ 0.11135] [ 1.04962] OIL_PRICE(-2) -0.014471 -0.436382 0.037097 -0.109476 -0.014153 (0.01726) (0.08120) (0.01765) (1.69782) (0.01800) [-0.83863] [-5.37393] [ 2.10212] [-0.06448] [-0.78612] DM2(-1) 0.097992 -0.222818 0.113765 -8.565060 0.056795 (0.08816) (0.41488) (0.09016) (8.67436) (0.09198) [ 1.11151] [-0.53707] [ 1.26177] [-0.98740] [ 0.61746] DM2(-2) 0.076205 0.147773 -0.022829 4.004007 -0.006238 (0.08569) (0.40324) (0.08763) (8.43107) (0.08940) [ 0.88932] [ 0.36646] [-0.26050] [ 0.47491] [-0.06978] D(EX_RATE(-1)) 0.000258 0.004318 -0.001879 0.231788 0.000332 (0.00092) (0.00433) (0.00094) (0.09061) (0.00096) [ 0.27978] [ 0.99642] [-1.99497] [ 2.55811] [ 0.34538] D(EX_RATE(-2)) 0.000698 -0.004189 -0.000372 -0.067775 -0.000125 (0.00094) (0.00441) (0.00096) (0.09221) (0.00098) [ 0.74526] [-0.94980] [-0.38803] [-0.73499] [-0.12790] MEDICAL(-1) 0.102524 -0.067979 -0.083680 -3.352194 0.359045 (0.08553) (0.40250) (0.08747) (8.41562) (0.08924) [ 1.19867] [-0.16889] [-0.95663] [-0.39833] [ 4.02350] MEDICAL(-2) -0.053923 -0.068819 0.115805 -4.717343 0.218690 (0.08625) (0.40590) (0.08821) (8.48663) (0.08999) [-0.62518] [-0.16955] [ 1.31281] [-0.55586] [ 2.43016] C 2.448445 1.081405 3.589921 88.67409 0.094120 (1.19477) (5.62250) (1.22190) (117.556) (1.24653) [ 2.04930] [ 0.19234] [ 2.93798] [ 0.75431] [ 0.07551] R-squared 0.238856 0.894908 0.179144 0.099154 0.265298 Adj. R-squared 0.174352 0.886002 0.109579 0.022812 0.203035 Sum sq. resids 290.2630 6428.055 303.5928 2810039. 315.9578 S.E. equation 1.568393 7.380721 1.604001 154.3175 1.636340 F-statistic 3.702972 100.4830 2.575229 1.298804 4.260928 Log likelihood -235.3510 -435.1487 -238.2470 -827.3269 -240.8219 Akaike AIC 3.819395 6.917035 3.864295 12.99732 3.904216 Schwarz SC 4.063255 7.160895 4.108155 13.24118 4.148076 Mean dependent 9.024972 111.3411 1.986667 42.57364 0.787519 S.D. dependent 1.726066 21.86004 1.699837 156.1083 1.832964 179 Phụ lục 5.17: Ảnh hưởng thiên tai đến giá cả giáo dục Vector Autoregression Estimates Date: 02/25/17 Time: 18:53 Sample (adjusted): 2004M04 2014M12 Included observations: 129 after adjustments Standard errors in ( ) & t-statistics in [ ] DAMAGE OIL_PRICE DM2 D(EX_RATE) EDU DAMAGE(-1) 0.196400 0.417709 -0.088477 13.06156 -0.125925 (0.08655) (0.40541) (0.08653) (8.50050) (0.10319) [ 2.26917] [ 1.03035] [-1.02254] [ 1.53656] [-1.22033] DAMAGE(-2) 0.337184 0.888260 0.050691 -17.53407 0.032710 (0.09361) (0.43846) (0.09358) (9.19349) (0.11160) [ 3.60210] [ 2.02588] [ 0.54168] [-1.90723] [ 0.29310] OIL_PRICE(-1) 0.028467 1.318693 -0.052927 0.141223 0.007749 (0.01788) (0.08375) (0.01787) (1.75599) (0.02132) [ 1.59215] [ 15.7462] [-2.96108] [ 0.08042] [ 0.36354] OIL_PRICE(-2) -0.016701 -0.433843 0.040532 -0.121628 -0.002263 (0.01742) (0.08162) (0.01742) (1.71136) (0.02077) [-0.95844] [-5.31552] [ 2.32675] [-0.07107] [-0.10891] DM2(-1) 0.111455 -0.251860 0.099011 -8.709963 0.124369 (0.09076) (0.42510) (0.09073) (8.91335) (0.10820) [ 1.22808] [-0.59248] [ 1.09128] [-0.97718] [ 1.14942] DM2(-2) 0.077628 0.130150 0.007198 3.362356 -0.197422 (0.08720) (0.40844) (0.08718) (8.56418) (0.10396) [ 0.89023] [ 0.31865] [ 0.08256] [ 0.39261] [-1.89897] D(EX_RATE(-1)) 0.000187 0.004506 -0.001856 0.238537 0.000303 (0.00092) (0.00433) (0.00092) (0.09081) (0.00110) [ 0.20182] [ 1.04048] [-2.00814] [ 2.62678] [ 0.27491] D(EX_RATE(-2)) 0.000742 -0.004181 -0.000426 -0.065252 0.000132 (0.00094) (0.00440) (0.00094) (0.09228) (0.00112) [ 0.78939] [-0.94992] [-0.45319] [-0.70712] [ 0.11802] EDU(-1) 0.034119 0.013335 -0.183503 2.266101 0.254778 (0.07542) (0.35326) (0.07540) (7.40711) (0.08992) [ 0.45239] [ 0.03775] [-2.43381] [ 0.30594] [ 2.83349] EDU(-2) 0.026043 -0.145546 0.083239 -3.294488 -0.128833 (0.07559) (0.35408) (0.07557) (7.42433) (0.09013) [ 0.34452] [-0.41105] [ 1.10145] [-0.44374] [-1.42949] C 2.403066 1.207114 3.674981 85.99174 1.020205 (1.20579) (5.64792) (1.20545) (118.425) (1.43759) [ 1.99294] [ 0.21373] [ 3.04863] [ 0.72613] [ 0.70967] R-squared 0.232128 0.894965 0.208694 0.094493 0.109313 Adj. R-squared 0.167054 0.886064 0.141635 0.017755 0.033832 Sum sq. resids 292.8287 6424.604 292.6635 2824580. 416.2330 S.E. equation 1.575309 7.378739 1.574865 154.7163 1.878137 F-statistic 3.567136 100.5434 3.112064 1.231371 1.448208 Log likelihood -235.9186 -435.1141 -235.8822 -827.6598 -258.6005 Akaike AIC 3.828195 6.916497 3.827631 13.00248 4.179852 Schwarz SC 4.072055 7.160357 4.071491 13.24634 4.423712 Mean dependent 9.024972 111.3411 1.986667 42.57364 0.759147 S.D. dependent 1.726066 21.86004 1.699837 156.1083 1.910737 180 Phụ lục 5.18: Ảnh hưởng thiên tai đến giá cả du lịch, giải trí Vector Autoregression Estimates Date: 02/25/17 Time: 18:53 Sample (adjusted): 2004M04 2014M12 Included observations: 129 after adjustments Standard errors in ( ) & t-statistics in [ ] DAMAGE OIL_PRICE DM2 D(EX_RATE) ENTERTAIN DAMAGE(-1) 0.189666 0.448437 -0.064845 13.10414 0.013441 (0.08740) (0.41475) (0.08949) (8.70353) (0.02725) [ 2.16997] [ 1.08123] [-0.72463] [ 1.50561] [ 0.49333] DAMAGE(-2) 0.335934 0.912329 0.113166 -17.81929 0.022291 (0.09249) (0.43887) (0.09469) (9.20964) (0.02883) [ 3.63221] [ 2.07883] [ 1.19512] [-1.93485] [ 0.77321] OIL_PRICE(-1) 0.028592 1.318781 -0.055758 0.196743 -0.002536 (0.01766) (0.08380) (0.01808) (1.75851) (0.00550) [ 1.61905] [ 15.7376] [-3.08389] [ 0.11188] [-0.46070] OIL_PRICE(-2) -0.018207 -0.432123 0.042374 -0.162864 0.011019 (0.01733) (0.08221) (0.01774) (1.72527) (0.00540) [-1.05087] [-5.25607] [ 2.38882] [-0.09440] [ 2.04022] DM2(-1) 0.118679 -0.234718 0.101653 -8.171042 0.028730 (0.08824) (0.41871) (0.09034) (8.78663) (0.02751) [ 1.34496] [-0.56058] [ 1.12522] [-0.92994] [ 1.04451] DM2(-2) 0.052443 0.135371 -0.056501 3.842668 0.083499 (0.08687) (0.41220) (0.08894) (8.65009) (0.02708) [ 0.60371] [ 0.32841] [-0.63530] [ 0.44423] [ 3.08363] D(EX_RATE(-1)) -3.49E-05 0.004591 -0.001856 0.236146 0.000366 (0.00092) (0.00439) (0.00095) (0.09202) (0.00029) [-0.03773] [ 1.04703] [-1.96113] [ 2.56615] [ 1.27096] D(EX_RATE(-2)) 0.000772 -0.003888 -0.000154 -0.063696 0.000675 (0.00094) (0.00446) (0.00096) (0.09364) (0.00029) [ 0.82111] [-0.87134] [-0.15960] [-0.68019] [ 2.30165] ENTERTAIN(-1) 0.471658 -0.313374 -0.077833 2.654772 0.027883 (0.28247) (1.34036) (0.28920) (28.1275) (0.08805) [ 1.66977] [-0.23380] [-0.26913] [ 0.09438] [ 0.31667] ENTERTAIN(-2) -0.264664 -0.333259 -0.526467 -2.079697 -0.027528 (0.27636) (1.31139) (0.28295) (27.5196) (0.08615) [-0.95766] [-0.25413] [-1.86066] [-0.07557] [-0.31954] C 2.650672 0.569670 3.242933 83.71492 -1.206306 (1.20858) (5.73490) (1.23737) (120.347) (0.37673) [ 2.19321] [ 0.09933] [ 2.62083] [ 0.69561] [-3.20201] R-squared 0.251533 0.894929 0.191058 0.092692 0.228795 Adj. R-squared 0.188104 0.886024 0.122503 0.015802 0.163438 Sum sq. resids 285.4285 6426.817 299.1864 2830197. 27.73404 S.E. equation 1.555277 7.380010 1.592318 154.8700 0.484803 F-statistic 3.965557 100.5047 2.786949 1.205511 3.500724 Log likelihood -234.2676 -435.1363 -237.3040 -827.7879 -83.89678 Akaike AIC 3.802599 6.916842 3.849674 13.00446 1.471268 Schwarz SC 4.046459 7.160702 4.093534 13.24832 1.715128 Mean dependent 9.024972 111.3411 1.986667 42.57364 0.325814 S.D. dependent 1.726066 21.86004 1.699837 156.1083 0.530050 181 Phụ lục 5.19: Ảnh hưởng thiên tai đến giá cả hàng may mặc Vector Autoregression Estimates Date: 03/11/16 Time: 22:49 Sample (adjusted): 2004M04 2014M12 Included observations: 129 after adjustments Standard errors in ( ) & t-statistics in [ ] DAMAGE OIL_PRICE DM2 D(EX_RATE) CLOTH DAMAGE(-1) 0.196088 0.376869 -0.079621 9.181318 0.010618 (0.08747) (0.40192) (0.08920) (8.18042) (0.01740) [ 2.24173] [ 0.93768] [-0.89263] [ 1.12235] [ 0.61028] DAMAGE(-2) 0.321609 0.752648 0.105803 -23.85253 0.026210 (0.09426) (0.43312) (0.09612) (8.81558) (0.01875) [ 3.41182] [ 1.73772] [ 1.10070] [-2.70572] [ 1.39792] OIL_PRICE(-1) 0.027646 1.324715 -0.053230 0.301276 0.002784 (0.01779) (0.08175) (0.01814) (1.66395) (0.00354) [ 1.55384] [ 16.2040] [-2.93382] [ 0.18106] [ 0.78674] OIL_PRICE(-2) -0.016598 -0.457568 0.042792 -1.258028 0.002391 (0.01762) (0.08097) (0.01797) (1.64810) (0.00351) [-0.94185] [-5.65081] [ 2.38123] [-0.76332] [ 0.68216] DM2(-1) 0.105398 -0.124945 0.115284 -8.966415 0.070673 (0.08961) (0.41174) (0.09138) (8.38028) (0.01782) [ 1.17620] [-0.30346] [ 1.26162] [-1.06994] [ 3.96517] DM2(-2) 0.075609 0.074880 0.006555 -4.141452 -0.007358 (0.09032) (0.41502) (0.09211) (8.44716) (0.01797) [ 0.83708] [ 0.18042] [ 0.07117] [-0.49028] [-0.40955] D(EX_RATE(-1)) 0.000109 0.002498 -0.001625 0.159425 0.000187 (0.00095) (0.00438) (0.00097) (0.08922) (0.00019) [ 0.11379] [ 0.56985] [-1.67086] [ 1.78695] [ 0.98421] D(EX_RATE(-2)) 0.000673 -0.005181 -0.000239 -0.121195 0.000559 (0.00096) (0.00439) (0.00097) (0.08933) (0.00019) [ 0.70499] [-1.18046] [-0.24549] [-1.35664] [ 2.93972] CLOTH(-1) -0.063549 -0.878403 -0.429482 89.87592 0.470038 (0.44646) (2.05139) (0.45527) (41.7529) (0.08880) [-0.14234] [-0.42820] [-0.94336] [ 2.15257] [ 5.29310] CLOTH(-2) 0.254931 4.123407 -0.133023 63.67195 -0.135530 (0.42238) (1.94076) (0.43072) (39.5014) (0.08401) [ 0.60356] [ 2.12463] [-0.30884] [ 1.61189] [-1.61320] C 2.581595 2.760102 3.086227 216.4961 -0.673151 (1.27071) (5.83868) (1.29579) (118.838) (0.25275) [ 2.03162] [ 0.47273] [ 2.38173] [ 1.82178] [-2.66332] R-squared 0.232023 0.898912 0.176572 0.178842 0.469395 Adj. R-squared 0.166940 0.890346 0.106789 0.109252 0.424429 Sum sq. resids 292.8686 6183.148 304.5441 2561467. 11.58670 S.E. equation 1.575417 7.238754 1.606512 147.3341 0.313357 F-statistic 3.565045 104.9304 2.530328 2.569949 10.43878 Log likelihood -235.9274 -432.6433 -238.4488 -821.3530 -27.60100 Akaike AIC 3.828331 6.878190 3.867423 12.90470 0.598465 Schwarz SC 4.072191 7.122050 4.111283 13.14856 0.842325 Mean dependent 9.024972 111.3411 1.986667 42.57364 0.594419 S.D. dependent 1.726066 21.86004 1.699837 156.1083 0.413037 182 Phụ lục 5.20: Ảnh hưởng thiên tai đến giá cả thiết bị gia đình Vector Autoregression Estimates Date: 02/25/17 Time: 18:54 Sample (adjusted): 2004M04 2014M12 Included observations: 129 after adjustments Standard errors in ( ) & t-statistics in [ ] DAMAGE OIL_PRICE DM2 D(EX_RATE) EQUIP DAMAGE(-1) 0.199526 0.433764 -0.092638 11.51653 0.017920 (0.08757) (0.41036) (0.08978) (8.55430) (0.01106) [ 2.27838] [ 1.05703] [-1.03181] [ 1.34629] [ 1.62077] DAMAGE(-2) 0.323859 0.921960 0.082660 -20.49338 0.010483 (0.09506) (0.44546) (0.09746) (9.28583) (0.01200) [ 3.40679] [ 2.06970] [ 0.84814] [-2.20695] [ 0.87347] OIL_PRICE(-1) 0.028960 1.322890 -0.051453 0.040366 0.002066 (0.01801) (0.08438) (0.01846) (1.75903) (0.00227) [ 1.60818] [ 15.6771] [-2.78695] [ 0.02295] [ 0.90878] OIL_PRICE(-2) -0.017402 -0.431997 0.037405 -0.497749 0.000606 (0.01773) (0.08308) (0.01818) (1.73184) (0.00224) [-0.98151] [-5.19981] [ 2.05786] [-0.28741] [ 0.27091] DM2(-1) 0.102793 -0.212997 0.112379 -8.909865 0.011019 (0.08881) (0.41616) (0.09105) (8.67510) (0.01121) [ 1.15745] [-0.51182] [ 1.23425] [-1.02706] [ 0.98276] DM2(-2) 0.082649 0.152968 -0.023642 3.415218 0.012753 (0.08634) (0.40460) (0.08852) (8.43423) (0.01090) [ 0.95720] [ 0.37807] [-0.26707] [ 0.40492] [ 1.16989] D(EX_RATE(-1)) 0.000192 0.004472 -0.001923 0.234023 0.000359 (0.00092) (0.00433) (0.00095) (0.09027) (0.00012) [ 0.20776] [ 1.03280] [-2.02986] [ 2.59251] [ 3.07891] D(EX_RATE(-2)) 0.000816 -0.003863 -0.000352 -0.092520 0.000316 (0.00098) (0.00460) (0.00101) (0.09588) (0.00012) [ 0.83147] [-0.83987] [-0.35003] [-0.96492] [ 2.55303] EQUIP(-1) -0.264394 -0.490996 -0.285015 56.28942 0.322595 (0.67325) (3.15479) (0.69023) (65.7637) (0.08500) [-0.39271] [-0.15564] [-0.41293] [ 0.85593] [ 3.79528] EQUIP(-2) 0.401706 -0.480786 0.300259 24.38511 0.197629 (0.62819) (2.94367) (0.64404) (61.3628) (0.07931) [ 0.63946] [-0.16333] [ 0.46621] [ 0.39739] [ 2.49183] C 2.498297 0.328631 3.556074 141.3386 -0.393570 (1.29078) (6.04849) (1.32334) (126.085) (0.16296) [ 1.93550] [ 0.05433] [ 2.68720] [ 1.12098] [-2.41509] R-squared 0.232279 0.894899 0.167962 0.104454 0.567465 Adj. R-squared 0.167217 0.885992 0.097450 0.028560 0.530810 Sum sq. resids 292.7712 6428.625 307.7283 2793509. 4.666641 S.E. equation 1.575154 7.381048 1.614889 153.8629 0.198866 F-statistic 3.570158 100.4731 2.382044 1.376313 15.48105 Log likelihood -235.9059 -435.1545 -239.1197 -826.9464 31.05648 Akaike AIC 3.827999 6.917123 3.877825 12.99142 -0.310953 Schwarz SC 4.071859 7.160983 4.121685 13.23528 -0.067093 Mean dependent 9.024972 111.3411 1.986667 42.57364 0.492558 S.D. dependent 1.726066 21.86004 1.699837 156.1083 0.290327 183 184 Phụ lục 5.21: Ma trận A, B khi ước lượng với biến FOOD-PRICE Structural VAR Estimates Date: 03/11/16 Time: 22:38 Sample (adjusted): 2004M04 2014M12 Included observations: 129 after adjustments Estimation method: method of scoring (analytic derivatives) Convergence achieved after 20 iterations Structural VAR is just-identified Model: Ae = Bu where E[uu']=I Restriction Type: short-run text form @e1 = c(1)*@u1 @e2 = -c(2)*@e1 + c(3)*@u2 @e3 = -c(4)*@e1 - c(5)*@e2 + c(6)*@u3 @e4 = -c(7)*@e1 - c(8)*@e2 - c(9)*@e3+ c(10)*@u4 @e5 = -c(11)*@e1 - c(12)*@e2 - c(13)*@e3- c(14)*@e4+ c(15)*@u5 where @e1 represents DAMAGESA residuals @e2 represents OIL_PRICE residuals @e3 represents DM2 residuals @e4 represents D(EX_RATE) residuals @e5 represents FOOD residuals Coefficient Std. Error z-Statistic Prob. C(2) 0.456532 0.398705 1.145037 0.2522 C(4) -0.041459 0.089317 -0.464172 0.6425 C(5) 0.015169 0.019624 0.772969 0.4395 C(7) -2.453942 8.585234 -0.285833 0.7750 C(8) -1.743327 1.889083 -0.922843 0.3561 C(9) 1.744751 8.455876 0.206336 0.8365 C(11) 0.059386 0.055812 1.064044 0.2873 C(12) -0.016880 0.012317 -1.370461 0.1705 C(13) -0.005609 0.054962 -0.102051 0.9187 C(14) -0.001045 0.000572 -1.826282 0.0678 C(1) 1.574744 0.098039 16.06238 0.0000 C(3) -7.131097 0.443963 -16.06238 0.0000 C(6) -1.589444 0.098954 -16.06238 0.0000 C(10) -152.6507 9.503616 -16.06238 0.0000 C(15) 0.992051 0.061762 16.06238 0.0000 Estimated A matrix: 1.000000 0.000000 0.000000 0.000000 0.000000 0.456532 1.000000 0.000000 0.000000 0.000000 -0.041459 0.015169 1.000000 0.000000 0.000000 -2.453942 -1.743327 1.744751 1.000000 0.000000 0.059386 -0.016880 -0.005609 -0.001045 1.000000 Estimated B matrix: 1.574744 0.000000 0.000000 0.000000 0.000000 0.000000 7.131097 0.000000 0.000000 0.000000 0.000000 0.000000 1.589444 0.000000 0.000000 0.000000 0.000000 0.000000 152.6507 0.000000 0.000000 0.000000 0.000000 0.000000 0.992051 185 Phụ lục 5.22: Ma trận A,B khi ước lượng với biến HOUSE-PRICE Structural VAR Estimates Date: 07/11/16 Time: 01:09 Sample (adjusted): 2004M04 2014M12 Included observations: 129 after adjustments Estimation method: method of scoring (analytic derivatives) Convergence achieved after 42 iterations Structural VAR is just-identified Model: Ae = Bu where E[uu']=I Restriction Type: short-run text form @e1 = c(1)*@u1 @e2 = -c(2)*@e1 + c(3)*@u2 @e3 = -c(4)*@e1 - c(5)*@e2 + c(6)*@u3 @e4 = -c(7)*@e1 - c(8)*@e2 - c(9)*@e3+ c(10)*@u4 @e5 = -c(11)*@e1 - c(12)*@e2 - c(13)*@e3- c(14)*@e4+ c(15)*@u5 where @e1 represents DAMAGESA residuals @e2 represents OIL_PRICE residuals @e3 represents DM2 residuals @e4 represents D(EX_RATE) residuals @e5 represents HOUSE residuals Coefficient Std. Error z-Statistic Prob. C(2) 0.381673 0.407065 0.937621 0.3484 C(4) -0.042001 0.090029 -0.466532 0.6408 C(5) 0.011616 0.019407 0.598549 0.5495 C(7) -3.383187 8.568852 -0.394824 0.6930 C(8) -2.810638 1.848101 -1.520825 0.1283 C(9) 3.221345 8.372966 0.384732 0.7004 C(11) -0.034857 0.038470 -0.906067 0.3649 C(12) -0.021848 0.008366 -2.611428 0.0090 C(13) -0.108229 0.037590 -2.879199 0.0040 C(14) -0.000330 0.000395 -0.834702 0.4039 C(1) -1.571773 0.097854 -16.06238 0.0000 C(3) -7.266883 0.452416 -16.06238 0.0000 C(6) -1.601741 0.099720 -16.06238 0.0000 C(10) -152.3233 9.483237 -16.06238 0.0000 C(15) 0.683453 0.042550 16.06238 0.0000 Estimated A matrix: 1.000000 0.000000 0.000000 0.000000 0.000000 0.381673 1.000000 0.000000 0.000000 0.000000 -0.042001 0.011616 1.000000 0.000000 0.000000 -3.383187 -2.810638 3.221345 1.000000 0.000000 -0.034857 -0.021848 -0.108229 -0.000330 1.000000 Estimated B matrix: 1.571773 0.000000 0.000000 0.000000 0.000000 0.000000 7.266883 0.000000 0.000000 0.000000 0.000000 0.000000 1.601741 0.000000 0.000000 0.000000 0.000000 0.000000 152.3233 0.000000 0.000000 0.000000 0.000000 0.000000 0.683453 186 Phụ lục 5.23: Ma trận A, B khi ước lượng DRINK-PRICE Structural VAR Estimates Date: 03/11/16 Time: 22:43 Sample (adjusted): 2004M04 2014M12 Included observations: 129 after adjustments Estimation method: method of scoring (analytic derivatives) Convergence achieved after 28 iterations Structural VAR is just-identified Model: Ae = Bu where E[uu']=I Restriction Type: short-run text form @e1 = c(1)*@u1 @e2 = -c(2)*@e1 + c(3)*@u2 @e3 = -c(4)*@e1 - c(5)*@e2 + c(6)*@u3 @e4 = -c(7)*@e1 - c(8)*@e2 - c(9)*@e3+ c(10)*@u4 @e5 = -c(11)*@e1 - c(12)*@e2 - c(13)*@e3- c(14)*@e4+ c(15)*@u5 where @e1 represents DAMAGESA residuals @e2 represents OIL_PRICE residuals @e3 represents DM2 residuals @e4 represents D(EX_RATE) residuals @e5 represents DRINK residuals Coefficient Std. Error z-Statistic Prob. C(2) 0.456800 0.402699 1.134347 0.2566 C(4) -0.037537 0.090724 -0.413751 0.6791 C(5) 0.016931 0.019737 0.857835 0.3910 C(7) -1.668660 8.507082 -0.196150 0.8445 C(8) -1.479956 1.854800 -0.797906 0.4249 C(9) 2.452550 8.250415 0.297264 0.7663 C(11) -0.015796 0.024997 -0.631901 0.5275 C(12) 0.002248 0.005463 0.411446 0.6807 C(13) 0.021456 0.024248 0.884885 0.3762 C(14) -0.001134 0.000259 -4.385389 0.0000 C(1) -1.570471 0.097773 -16.06238 0.0000 C(3) 7.182993 0.447194 16.06238 0.0000 C(6) 1.610244 0.100249 16.06238 0.0000 C(10) -150.8906 9.394040 -16.06238 0.0000 C(15) 0.443308 0.027599 16.06238 0.0000 Estimated A matrix: 1.000000 0.000000 0.000000 0.000000 0.000000 0.456800 1.000000 0.000000 0.000000 0.000000 -0.037537 0.016931 1.000000 0.000000 0.000000 -1.668660 -1.479956 2.452550 1.000000 0.000000 -0.015796 0.002248 0.021456 -0.001134 1.000000 Estimated B matrix: 1.570471 0.000000 0.000000 0.000000 0.000000 0.000000 7.182993 0.000000 0.000000 0.000000 0.000000 0.000000 1.610244 0.000000 0.000000 0.000000 0.000000 0.000000 150.8906 0.000000 0.000000 0.000000 0.000000 0.000000 0.443308 187 Phụ lục 6.1: Đường đi của bão Durian Nguồn: https://vi,wikipedia,org/wiki/B%C3%A3o_Durian_(2006) 188 Phụ lục 6.2: Bộ trọng số khi ước lượng tác động của thiên tai đối với thu nhập từ nông-lâm-ngư nghiệp Nguồn: Phân tích của tác giả Tỉnh Trọng số Tỉnh Trọng số An Giang 0 Hậu Giang 0 Bắc Kạn 0 Hoà Bình 0 Bạc Liêu 0 Hưng Yên 0 Bắc Ninh 0 Kiên Giang 0,227 Bình Dương 0,748 Long An 0 Bình Phước 0 Phú Thọ 0 Bình Thuận 0 Sóc Trăng 0 Cà Mau 0 Tây Ninh 0 Đắk Lăk 0 Thái Nguyên 0 Điện Biên 0 Tiền Giang 0 Đồng Nai 0 Tp,HCM 0,026 Đồng Tháp 0 Trà Vinh 0 Gia Lai 0 Tuyên Quang 0 Hải Dương 0 Vĩnh Long 0 Hà Nam 0 189 Phụ lục 6.3: Bộ trọng số khi ước lượng tác động của thiên tai đối với thu nhập từ lương Nguồn: Phân tích của tác giả Tỉnh Trọng số Tỉnh Trọng số An Giang 0,014 Hậu Giang 0,007 Bắc Kạn 0,006 Hoà Bình 0,006 Bạc Liêu 0,013 Hưng Yên 0,006 Bắc Ninh 0,010 Kiên Giang 0,015 Bình Dương 0,010 Long An 0,015 Bình Phước 0,006 Phú Thọ 0,007 Bình Thuận 0,010 Sóc Trăng 0,733 Cà Mau 0,006 Tây Ninh 0,008 Đắk Lăk 0,005 Thái Nguyên 0,007 Điện Biên 0 Tiền Giang 0,011 Đồng Nai 0,007 Tp,HCM 0,044 Đồng Tháp 0,009 Trà Vinh 0,007 Gia Lai 0,009 Tuyên Quang 0,006 Hải Dương 0,007 Vĩnh Long 0,009 Hà Nam 0,007 190 Phụ lục 6.4: Bộ trọng số khi ước lượng tác động của thiên tai đối với thu nhập từ công nghiệp, xây dựng, thương mại và dịch vụ Nguồn: Phân tích của tác giả Tỉnh Trọng số Tỉnh Trọng số An Giang 0,017 Hậu Giang 0,031 Bắc Kạn 0,054 Hoà Bình 0,050 Bạc Liêu 0,077 Hưng Yên 0,025 Bắc Ninh 0,015 Kiên Giang 0,027 Bình Dương 0,009 Long An 0,024 Bình Phước 0,022 Phú Thọ 0,027 Bình Thuận 0,023 Sóc Trăng 0,234 Cà Mau 0,015 Tây Ninh 0,018 Đắk Lăk 0,033 Thái Nguyên 0,024 Điện Biên 0,053 Tiền Giang 0,017 Đồng Nai 0,056 Tp,HCM 0,010 Đồng Tháp 0,016 Trà Vinh 0,018 Gia Lai 0,021 Tuyên Quang 0,024 Hải Dương 0,024 Vĩnh Long 0,020 Hà Nam 0,018 191 Phụ lục 7.1: Phân loại thiên tai dựa trên mức độ thiệt hại 0 20 40 60 80 100 120 0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 1.6 1.8 Series: NORM_DAMAGE Sample 1 1000 Observations 163 Mean 0.135706 Median 0.010000 Maximum 1.750000 Minimum 0.000000 Std. Dev. 0.288776 Skewness 3.285933 Kurtosis 14.99092 Jarque-Bera 1269.849 Probability 0.000000 Nguồn: Phân tích của tác giả từ dữ liệu CRED (2017) Thiên tai nhỏ là thiên tai có thiệt hại bé hơn 0,013% GDP, tương đương 558 tỷ đồng năm 2015, Thiên tai vừa phải là thiên tai có thiệt hại từ 0,013% GDP đến 0,412% GDP, tương đương từ 558-4595 tỷ đồng năm 2015, Thiên tai lớn là thiên tai có thiệt hại từ 0,412% GDP đến 0,735% GDP, tương đương từ 4595-30824 tỷ đồng năm 2015, Thiên tai rất lớn là thiên tai có thiệt hại lớn hơn 0,735% GDP, tương đương 30824 tỷ đồng năm 2015, Nhỏ Vừa Lớn Rất lớn 50% 90% 95% Thiệt hại do thiên tai tính trên % GDP từ 1989-2015